SSDJX vs. SSGJX
SSDJX (State Street Target Retirement 2050 Fund) and SSGJX (State Street Global All Cap Equity ex-U.S. Index Fund) are both mutual funds - SSDJX is a Target Retirement Date fund managed by State Street, while SSGJX is a Foreign Large Cap Equities fund managed by State Street. Over the past 10 years, SSDJX returned 11.08%/yr vs -12.87%/yr for SSGJX. Their correlation of 0.88 suggests significant overlap in exposure. SSDJX charges 0.21%/yr vs 0.27%/yr for SSGJX.
Performance
SSDJX vs. SSGJX - Performance Comparison
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Returns By Period
In the year-to-date period, SSDJX achieves a 11.65% return, which is significantly lower than SSGJX's 14.94% return. Over the past 10 years, SSDJX has outperformed SSGJX with an annualized return of 11.08%, while SSGJX has yielded a comparatively lower -12.87% annualized return.
SSDJX
- 1D
- 0.48%
- 1M
- 4.83%
- YTD
- 11.65%
- 6M
- 12.37%
- 1Y
- 26.99%
- 3Y*
- 18.32%
- 5Y*
- 8.64%
- 10Y*
- 11.08%
SSGJX
- 1D
- 0.68%
- 1M
- 4.88%
- YTD
- 14.94%
- 6M
- 18.01%
- 1Y
- 32.61%
- 3Y*
- 19.58%
- 5Y*
- 8.53%
- 10Y*
- -12.87%
SSDJX vs. SSGJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSDJX State Street Target Retirement 2050 Fund | 11.65% | 20.71% | 12.35% | 19.18% | -19.24% | 13.12% | 19.69% | 25.73% | -8.12% | 18.90% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 14.94% | 32.51% | 4.92% | 15.59% | -16.57% | 8.21% | -88.91% | 21.27% | -14.19% | 27.00% |
Correlation
The correlation between SSDJX and SSGJX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.88 |
The correlation between SSDJX and SSGJX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
SSDJX vs. SSGJX — Risk / Return Rank
SSDJX
SSGJX
SSDJX vs. SSGJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Target Retirement 2050 Fund (SSDJX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX). 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.
| SSDJX | SSGJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.46 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.88 | +0.27 |
| Martin ratioReturn relative to average drawdown | 13.40 | 11.16 | +2.24 |
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
| SSDJX | SSGJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.39 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.58 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | -0.40 | +1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | -0.39 | +1.07 |
Drawdowns
SSDJX vs. SSGJX - Drawdown Comparison
The maximum SSDJX drawdown since its inception was -29.95%, smaller than the maximum SSGJX drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for SSDJX and SSGJX.
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Drawdown Indicators
| SSDJX | SSGJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.95% | -92.55% | +62.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -11.23% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -13.61% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -30.19% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -29.95% | -92.55% | +62.60% |
Current DrawdownCurrent decline from peak | 0.00% | -82.09% | +82.09% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -50.62% | +45.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.89% | -0.85% |
Volatility
SSDJX vs. SSGJX - Volatility Comparison
The current volatility for State Street Target Retirement 2050 Fund (SSDJX) is 3.33%, while State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a volatility of 4.56%. This indicates that SSDJX experiences smaller price fluctuations and is considered to be less risky than SSGJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSDJX | SSGJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 4.56% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 11.38% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 13.56% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 14.74% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 32.57% | -17.80% |
SSDJX vs. SSGJX - Expense Ratio Comparison
SSDJX has a 0.21% expense ratio, which is lower than SSGJX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SSDJX vs. SSGJX - Dividend Comparison
SSDJX's dividend yield for the trailing twelve months is around 5.42%, more than SSGJX's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDJX State Street Target Retirement 2050 Fund | 5.42% | 6.05% | 4.63% | 3.13% | 5.47% | 4.87% | 4.13% | 6.79% | 5.05% | 0.45% | 1.73% | 1.86% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 3.78% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
Frequently Asked Questions
SSDJX and SSGJX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGJX has higher volatility (4.56%) compared to SSDJX (3.33%). In terms of maximum drawdown, SSDJX dropped -29.95% vs SSGJX's -92.55%.
SSDJX currently has the higher Sharpe Ratio (2.51 vs 2.39), 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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