SSAIX vs. SSMGX
Compare and contrast key facts about State Street International Stock Selection Fund (SSAIX) and SIT Small Cap Growth Fund (SSMGX).
SSAIX is managed by State Street. It was launched on Mar 6, 1995. SSMGX is managed by Sit. It was launched on Jul 1, 1994.
Performance
SSAIX vs. SSMGX - Performance Comparison
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SSAIX vs. SSMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSAIX State Street International Stock Selection Fund | 0.21% | 31.50% | 7.90% | 17.53% | -13.60% | 12.77% | 2.88% | 16.78% | -17.69% | 22.21% |
SSMGX SIT Small Cap Growth Fund | 1.24% | 9.40% | 13.42% | 16.93% | -25.59% | 15.80% | 35.97% | 29.19% | -10.88% | 15.69% |
Returns By Period
In the year-to-date period, SSAIX achieves a 0.21% return, which is significantly lower than SSMGX's 1.24% return. Over the past 10 years, SSAIX has underperformed SSMGX with an annualized return of 7.60%, while SSMGX has yielded a comparatively higher 9.55% annualized return.
SSAIX
- 1D
- -0.42%
- 1M
- -10.31%
- YTD
- 0.21%
- 6M
- -0.62%
- 1Y
- 20.99%
- 3Y*
- 15.71%
- 5Y*
- 9.06%
- 10Y*
- 7.60%
SSMGX
- 1D
- -2.56%
- 1M
- -9.50%
- YTD
- 1.24%
- 6M
- 3.23%
- 1Y
- 23.28%
- 3Y*
- 11.40%
- 5Y*
- 3.28%
- 10Y*
- 9.55%
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SSAIX vs. SSMGX - Expense Ratio Comparison
SSAIX has a 1.00% expense ratio, which is lower than SSMGX's 1.50% expense ratio.
Return for Risk
SSAIX vs. SSMGX — Risk / Return Rank
SSAIX
SSMGX
SSAIX vs. SSMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street International Stock Selection Fund (SSAIX) and SIT Small Cap Growth Fund (SSMGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SSAIX | SSMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.02 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.54 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.56 | +0.59 |
Martin ratioReturn relative to average drawdown | 7.86 | 6.49 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSAIX | SSMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.02 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.15 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.35 | -0.09 |
Correlation
The correlation between SSAIX and SSMGX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSAIX vs. SSMGX - Dividend Comparison
SSAIX has not paid dividends to shareholders, while SSMGX's dividend yield for the trailing twelve months is around 5.41%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAIX State Street International Stock Selection Fund | 0.00% | 0.00% | 3.64% | 5.68% | 3.47% | 4.55% | 1.88% | 3.34% | 5.99% | 3.63% | 2.74% | 2.55% |
SSMGX SIT Small Cap Growth Fund | 5.41% | 5.48% | 4.69% | 3.13% | 1.73% | 15.89% | 3.44% | 3.14% | 9.80% | 6.81% | 0.17% | 10.68% |
Drawdowns
SSAIX vs. SSMGX - Drawdown Comparison
The maximum SSAIX drawdown since its inception was -61.30%, smaller than the maximum SSMGX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for SSAIX and SSMGX.
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Drawdown Indicators
| SSAIX | SSMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.30% | -65.75% | +4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -13.50% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.25% | -34.37% | +5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -41.34% | -35.72% | -5.62% |
Current DrawdownCurrent decline from peak | -10.98% | -10.05% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -19.15% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.24% | +0.31% |
Volatility
SSAIX vs. SSMGX - Volatility Comparison
The current volatility for State Street International Stock Selection Fund (SSAIX) is 5.95%, while SIT Small Cap Growth Fund (SSMGX) has a volatility of 7.29%. This indicates that SSAIX experiences smaller price fluctuations and is considered to be less risky than SSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSAIX | SSMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 7.29% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 13.65% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.82% | 22.81% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 21.77% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 21.51% | -4.54% |