SSASX vs. VGSBX
SSASX (State Street Income Fund) and VGSBX (VY BrandywineGLOBAL - Bond Portfolio) are both Intermediate Core-Plus Bond funds. Over the past 5 years, SSASX returned -1.23%/yr vs 0.02%/yr for VGSBX. Their correlation of 0.87 means they have usually moved in the same direction. SSASX charges 0.20%/yr vs 0.55%/yr for VGSBX.
Performance
SSASX vs. VGSBX - Performance Comparison
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Returns By Period
In the year-to-date period, SSASX achieves a -1.02% return, which is significantly lower than VGSBX's 0.79% return.
SSASX
- 1D
- 0.00%
- 1M
- -1.12%
- 6M
- -1.22%
- YTD
- -1.02%
- 1Y
- 1.46%
- 3Y*
- 2.65%
- 5Y*
- -1.23%
- 10Y*
- —
- ALL TIME*
- -0.82%
VGSBX
- 1D
- 0.00%
- 1M
- -0.47%
- 6M
- 0.69%
- YTD
- 0.79%
- 1Y
- 4.11%
- 3Y*
- 3.63%
- 5Y*
- 0.02%
- 10Y*
- 2.65%
- ALL TIME*
- 2.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSASX vs. VGSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSASX State Street Income Fund | -1.02% | 7.49% | -0.95% | 4.83% | -13.74% | 0.59% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.79% | 6.12% | 0.68% | 5.65% | -11.86% | 0.40% |
Correlation
The correlation between SSASX and VGSBX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 24, 2021 | 0.87 |
The correlation between SSASX and VGSBX shifts across timeframes, from 0.75 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SSASX vs. VGSBX — Risk / Return Rank
SSASX
VGSBX
SSASX vs. VGSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Income Fund (SSASX) and VY BrandywineGLOBAL - Bond Portfolio (VGSBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSASX | VGSBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.56 | -1.76 |
| Martin ratioReturn relative to average drawdown | 1.93 | 8.99 | -7.06 |
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Drawdowns
SSASX vs. VGSBX - Drawdown Comparison
The maximum SSASX drawdown since its inception was -19.65%, which is greater than VGSBX's maximum drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for SSASX and VGSBX.
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Drawdown Indicators
| SSASX | VGSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -18.20% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.42% | -1.79% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -6.86% | -8.33% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -18.20% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.20% | — |
Current DrawdownCurrent decline from peak | -6.22% | -0.68% | -5.54% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -3.40% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 0.56% | +0.86% |
Volatility
SSASX vs. VGSBX - Volatility Comparison
State Street Income Fund (SSASX) has a higher volatility of 0.92% compared to VY BrandywineGLOBAL - Bond Portfolio (VGSBX) at 0.52%. This indicates that SSASX's price experiences larger fluctuations and is considered to be riskier than VGSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSASX | VGSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 0.52% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 2.72% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 4.24% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 7.94% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.42% | 6.24% | +0.18% |
SSASX vs. VGSBX - Expense Ratio Comparison
SSASX has a 0.20% expense ratio, which is lower than VGSBX's 0.55% expense ratio.
Dividends
SSASX vs. VGSBX - Dividend Comparison
SSASX's dividend yield for the trailing twelve months is around 3.68%, less than VGSBX's 4.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SSASX State Street Income Fund | 3.68% | 4.01% | 2.76% | 2.86% | 2.48% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 4.69% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% |
Frequently Asked Questions
SSASX and VGSBX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSASX has higher volatility (0.92%) compared to VGSBX (0.52%). In terms of maximum drawdown, SSASX dropped -19.65% vs VGSBX's -18.20%.
VGSBX currently has the higher Sharpe Ratio (1.08 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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