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SSBWX vs. SSMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSBWX vs. SSMKX - 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 Small/Mid Cap Equity Index Fund (SSMKX). The values are adjusted to include any dividend payments, if applicable.

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SSBWX vs. SSMKX - 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%
SSMKX
State Street Small/Mid Cap Equity Index Fund
-4.46%12.77%17.20%25.20%-25.49%12.38%32.41%27.82%-9.02%18.16%

Returns By Period

In the year-to-date period, SSBWX achieves a -2.15% return, which is significantly higher than SSMKX's -4.46% return. Over the past 10 years, SSBWX has underperformed SSMKX with an annualized return of 8.20%, while SSMKX has yielded a comparatively higher 10.91% annualized return.


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%

SSMKX

1D
-0.92%
1M
-8.01%
YTD
-4.46%
6M
-4.04%
1Y
17.62%
3Y*
14.28%
5Y*
4.29%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSBWX vs. SSMKX - Expense Ratio Comparison

SSBWX has a 0.15% expense ratio, which is higher than SSMKX's 0.05% 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

SSBWX vs. SSMKX — 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

SSMKX
SSMKX Risk / Return Rank: 3838
Overall Rank
SSMKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SSMKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SSMKX Omega Ratio Rank: 3636
Omega Ratio Rank
SSMKX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SSMKX Martin Ratio Rank: 4242
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. SSMKX - 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 Small/Mid Cap Equity Index Fund (SSMKX). 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.


SSBWXSSMKXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.77

+0.49

Sortino ratio

Return per unit of downside risk

1.82

1.22

+0.60

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

1.54

1.01

+0.53

Martin ratio

Return relative to average drawdown

7.23

4.29

+2.94

SSBWX vs. SSMKX - Sharpe Ratio Comparison

The current SSBWX Sharpe Ratio is 1.26, which is higher than the SSMKX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SSBWX and SSMKX, 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


SSBWXSSMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.77

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.19

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.49

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.49

+0.17

Correlation

The correlation between SSBWX and SSMKX 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. SSMKX - Dividend Comparison

SSBWX's dividend yield for the trailing twelve months is around 7.06%, more than SSMKX's 5.34% 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%
SSMKX
State Street Small/Mid Cap Equity Index Fund
5.34%5.10%2.12%2.56%17.09%9.69%1.47%5.75%3.68%5.52%1.30%0.00%

Drawdowns

SSBWX vs. SSMKX - Drawdown Comparison

The maximum SSBWX drawdown since its inception was -23.73%, smaller than the maximum SSMKX drawdown of -41.65%. Use the drawdown chart below to compare losses from any high point for SSBWX and SSMKX.


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Drawdown Indicators


SSBWXSSMKXDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-41.65%

+17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-14.48%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-35.19%

+11.46%

Max Drawdown (10Y)

Largest decline over 10 years

-23.73%

-41.65%

+17.92%

Current Drawdown

Current decline from peak

-5.99%

-10.03%

+4.04%

Average Drawdown

Average peak-to-trough decline

-4.22%

-8.81%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

3.42%

-1.80%

Volatility

SSBWX vs. SSMKX - Volatility Comparison

The current volatility for State Street Target Retirement 2030 Fund (SSBWX) is 3.32%, while State Street Small/Mid Cap Equity Index Fund (SSMKX) has a volatility of 5.96%. This indicates that SSBWX experiences smaller price fluctuations and is considered to be less risky than SSMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSBWXSSMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

5.96%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

12.77%

-7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

22.44%

-12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.62%

22.22%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.31%

22.20%

-10.89%