SSAIX vs. SSMHX
Compare and contrast key facts about State Street International Stock Selection Fund (SSAIX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX).
SSAIX is managed by State Street. It was launched on Mar 6, 1995. SSMHX is managed by State Street. It was launched on Aug 11, 2015.
Performance
SSAIX vs. SSMHX - Performance Comparison
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SSAIX vs. SSMHX - 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% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | -4.45% | 12.90% | 10.73% | 25.21% | -25.43% | 13.08% | 32.46% | 28.00% | -9.21% | 18.26% |
Returns By Period
In the year-to-date period, SSAIX achieves a 0.21% return, which is significantly higher than SSMHX's -4.45% return. Over the past 10 years, SSAIX has underperformed SSMHX with an annualized return of 7.60%, while SSMHX has yielded a comparatively higher 10.38% 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%
SSMHX
- 1D
- -0.92%
- 1M
- -8.01%
- YTD
- -4.45%
- 6M
- -3.94%
- 1Y
- 17.75%
- 3Y*
- 12.19%
- 5Y*
- 3.29%
- 10Y*
- 10.38%
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SSAIX vs. SSMHX - Expense Ratio Comparison
SSAIX has a 1.00% expense ratio, which is higher than SSMHX's 0.02% expense ratio.
Return for Risk
SSAIX vs. SSMHX — Risk / Return Rank
SSAIX
SSMHX
SSAIX vs. SSMHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street International Stock Selection Fund (SSAIX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX). 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 | SSMHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.78 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.23 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.02 | +1.12 |
Martin ratioReturn relative to average drawdown | 7.86 | 4.33 | +3.53 |
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 | SSMHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.78 | +0.33 |
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 | 0.47 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.40 | -0.14 |
Correlation
The correlation between SSAIX and SSMHX is 0.61, 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. SSMHX - Dividend Comparison
SSAIX has not paid dividends to shareholders, while SSMHX's dividend yield for the trailing twelve months is around 7.46%.
| 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% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 7.46% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
Drawdowns
SSAIX vs. SSMHX - Drawdown Comparison
The maximum SSAIX drawdown since its inception was -61.30%, which is greater than SSMHX's maximum drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for SSAIX and SSMHX.
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Drawdown Indicators
| SSAIX | SSMHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.30% | -41.61% | -19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -14.48% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.25% | -34.84% | +5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.34% | -41.61% | +0.27% |
Current DrawdownCurrent decline from peak | -10.98% | -10.03% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -9.27% | -6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.41% | +0.14% |
Volatility
SSAIX vs. SSMHX - Volatility Comparison
State Street International Stock Selection Fund (SSAIX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX) have volatilities of 5.95% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSAIX | SSMHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 5.96% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 12.78% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.82% | 22.45% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 22.38% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 22.33% | -5.36% |