SSFDX vs. SSBWX
Compare and contrast key facts about State Street Aggregate Bond Index Fund (SSFDX) and State Street Target Retirement 2030 Fund (SSBWX).
SSFDX is managed by State Street. It was launched on Sep 19, 2014. SSBWX is managed by State Street. It was launched on Sep 29, 2014.
Performance
SSFDX vs. SSBWX - Performance Comparison
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SSFDX vs. SSBWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFDX State Street Aggregate Bond Index Fund | -0.18% | 6.80% | 1.36% | 5.39% | -13.36% | -1.98% | -89.24% | 8.98% | -0.20% | 3.29% |
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% |
Returns By Period
In the year-to-date period, SSFDX achieves a -0.18% return, which is significantly higher than SSBWX's -2.15% return. Over the past 10 years, SSFDX has underperformed SSBWX with an annualized return of -19.37%, while SSBWX has yielded a comparatively higher 8.20% annualized return.
SSFDX
- 1D
- 0.52%
- 1M
- -1.98%
- YTD
- -0.18%
- 6M
- 0.81%
- 1Y
- 4.11%
- 3Y*
- 3.37%
- 5Y*
- 0.06%
- 10Y*
- -19.37%
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%
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SSFDX vs. SSBWX - Expense Ratio Comparison
SSFDX has a 0.23% expense ratio, which is higher than SSBWX's 0.15% 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
SSFDX vs. SSBWX — Risk / Return Rank
SSFDX
SSBWX
SSFDX vs. SSBWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Fund (SSFDX) and State Street Target Retirement 2030 Fund (SSBWX). 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.
| SSFDX | SSBWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.26 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.82 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.54 | +0.41 |
Martin ratioReturn relative to average drawdown | 5.41 | 7.23 | -1.82 |
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
| SSFDX | SSBWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.26 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.51 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | 0.73 | -1.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 0.65 | -1.22 |
Correlation
The correlation between SSFDX and SSBWX is 0.13, 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
SSFDX vs. SSBWX - Dividend Comparison
SSFDX's dividend yield for the trailing twelve months is around 4.03%, less than SSBWX's 7.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSFDX State Street Aggregate Bond Index Fund | 4.03% | 3.64% | 3.59% | 2.95% | 2.27% | 3.12% | 8.84% | 3.15% | 2.79% | 2.43% | 2.19% | 4.63% |
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% |
Drawdowns
SSFDX vs. SSBWX - Drawdown Comparison
The maximum SSFDX drawdown since its inception was -92.69%, which is greater than SSBWX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SSFDX and SSBWX.
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Drawdown Indicators
| SSFDX | SSBWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.69% | -23.73% | -68.96% |
Max Drawdown (1Y)Largest decline over 1 year | -2.53% | -7.59% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -23.73% | +5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -92.69% | -23.73% | -68.96% |
Current DrawdownCurrent decline from peak | -90.19% | -5.99% | -84.20% |
Average DrawdownAverage peak-to-trough decline | -47.39% | -4.22% | -43.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.62% | -0.71% |
Volatility
SSFDX vs. SSBWX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Fund (SSFDX) is 1.60%, while State Street Target Retirement 2030 Fund (SSBWX) has a volatility of 3.32%. This indicates that SSFDX experiences smaller price fluctuations and is considered to be less risky than SSBWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFDX | SSBWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 3.32% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 5.53% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 10.00% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 10.62% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 11.31% | +20.50% |