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SSBWX vs. SSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SSBWX vs. SSGLX

Last updated Apr 1, 2026

Compare and contrast key facts about State Street Target Retirement 2030 Fund (SSBWX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).

SSBWX is managed by State Street. It was launched on Sep 29, 2014. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.

Performance

SSBWX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Target Retirement 2030 Fund (SSBWX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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SSBWX vs. SSGLX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SSBWX
State Street Target Retirement 2030 Fund		-2.15%15.92%9.76%15.66%-17.17%10.75%17.27%22.52%-6.23%16.05%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K		-0.64%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Returns By Period

In the year-to-date period, SSBWX achieves a -2.15% return, which is significantly lower than SSGLX's -0.64% return. Both investments have delivered pretty close results over the past 10 years, with SSBWX having a 8.20% annualized return and SSGLX not far ahead at 8.58%.

SSBWX

1D
0.22%
1M
-5.86%
YTD
-2.15%
6M
-0.22%
1Y
12.47%
3Y*
10.79%
5Y*
5.35%
10Y*
8.20%

SSGLX

1D
0.39%
1M
-10.87%
YTD
-0.64%
6M
4.10%
1Y
24.88%
3Y*
14.40%
5Y*
6.92%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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State Street Target Retirement 2030 Fund

State Street Global All Cap Equity ex-U.S. Index Fund Class K

Often compared with SSBWX:
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Often compared with SSGLX:
SSGLX vs. BTMKXSSGLX vs. VSGAXSSGLX vs. VOOSSGLX vs. GIDGXSSGLX vs. VGPMXSSGLX vs. PORTXSSGLX vs. CWGIX

SSBWX vs. SSGLX - Expense Ratio Comparison

SSBWX has a 0.15% expense ratio, which is higher than SSGLX's 0.07% 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%.

SSBWX
State Street Target Retirement 2030 Fund
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K

Return for Risk

SSBWX vs. SSGLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSBWX
SSBWX Risk / Return Rank: 7373
Overall Rank
SSBWX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SSBWX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SSBWX Omega Ratio Rank: 7474
Omega Ratio Rank
SSBWX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SSBWX Martin Ratio Rank: 7575
Martin Ratio Rank
SSGLX
SSGLX Risk / Return Rank: 8181
Overall Rank
SSGLX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 8181
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 8080
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.

SSBWX vs. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2030 Fund (SSBWX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.

SSBWXSSGLXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.56

-0.29

Sortino ratio

Return per unit of downside risk

1.82

2.12

-0.29

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

1.54

2.00

-0.46

Martin ratio

Return relative to average drawdown

7.23

7.90

-0.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSBWX vs. SSGLX - Sharpe Ratio Comparison

The current SSBWX Sharpe Ratio is 1.26, which is comparable to the SSGLX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SSBWX and SSGLX, 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

SSBWXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.56

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.48

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.53

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.37

+0.29

Correlation

The correlation between SSBWX and SSGLX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SSBWX vs. SSGLX - Dividend Comparison

SSBWX's dividend yield for the trailing twelve months is around 7.06%, more than SSGLX's 4.44% yield.

TTM20252024202320222021202020192018201720162015
SSBWX
State Street Target Retirement 2030 Fund		7.06%6.91%6.16%4.11%5.78%6.18%4.92%6.65%5.24%0.46%1.75%2.11%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K		4.44%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%

Drawdowns

SSBWX vs. SSGLX - Drawdown Comparison

The maximum SSBWX drawdown since its inception was -23.73%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SSBWX and SSGLX.

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Drawdown Indicators

SSBWXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-35.88%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-11.22%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-30.08%

+6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.73%

-35.88%

+12.15%

Current Drawdown

Current decline from peak

-5.99%

-10.87%

+4.88%

Average Drawdown

Average peak-to-trough decline

-4.22%

-8.32%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.84%

-1.22%

Volatility

SSBWX vs. SSGLX - Volatility Comparison

The current volatility for State Street Target Retirement 2030 Fund (SSBWX) is 3.32%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that SSBWX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SSBWXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

6.44%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

10.02%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

15.49%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.62%

14.49%

-3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.31%

16.15%

-4.84%