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SSASX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSASX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Income Fund (SSASX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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SSASX vs. VTI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSASX
State Street Income Fund
-0.61%7.49%-0.95%4.83%-13.74%0.59%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%12.28%

Returns By Period

In the year-to-date period, SSASX achieves a -0.61% return, which is significantly higher than VTI's -4.01% return.


SSASX

1D
0.51%
1M
-2.48%
YTD
-0.61%
6M
0.37%
1Y
3.71%
3Y*
2.41%
5Y*
10Y*

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSASX vs. VTI - Expense Ratio Comparison

SSASX has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SSASX vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSASX
SSASX Risk / Return Rank: 4444
Overall Rank
SSASX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSASX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SSASX Omega Ratio Rank: 3030
Omega Ratio Rank
SSASX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSASX Martin Ratio Rank: 4242
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSASX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Income Fund (SSASX) and Vanguard Total Stock Market ETF (VTI). 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.


SSASXVTIDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.96

-0.06

Sortino ratio

Return per unit of downside risk

1.28

1.48

-0.20

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.58

1.52

+0.06

Martin ratio

Return relative to average drawdown

4.37

7.26

-2.89

SSASX vs. VTI - Sharpe Ratio Comparison

The current SSASX Sharpe Ratio is 0.90, which is comparable to the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SSASX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSASXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.96

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.48

-0.60

Correlation

The correlation between SSASX and VTI is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SSASX vs. VTI - Dividend Comparison

SSASX's dividend yield for the trailing twelve months is around 3.66%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SSASX
State Street Income Fund
3.66%4.01%2.76%2.86%2.48%3.77%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

SSASX vs. VTI - Drawdown Comparison

The maximum SSASX drawdown since its inception was -19.65%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SSASX and VTI.


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Drawdown Indicators


SSASXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-19.65%

-55.45%

+35.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-12.30%

+9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-5.84%

-6.25%

+0.41%

Average Drawdown

Average peak-to-trough decline

-9.83%

-8.08%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

2.58%

-1.45%

Volatility

SSASX vs. VTI - Volatility Comparison

The current volatility for State Street Income Fund (SSASX) is 1.60%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that SSASX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSASXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

5.45%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

9.73%

-6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

19.01%

-14.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

17.42%

-10.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

18.29%

-11.73%