SSFDX vs. SSGVX

Last updated Apr 1, 2026

Compare and contrast key facts about State Street Aggregate Bond Index Fund (SSFDX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX).

SSFDX is managed by State Street. It was launched on Sep 19, 2014. SSGVX is managed by State Street. It was launched on Sep 17, 2014.

Performance

SSFDX vs. SSGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Aggregate Bond Index Fund (SSFDX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). The values are adjusted to include any dividend payments, if applicable.

SSFDX vs. SSGVX - 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%
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio	-0.63%	32.69%	5.01%	15.71%	-16.42%	8.42%	1,010.40%	21.71%	-14.01%	27.18%

Returns By Period

In the year-to-date period, SSFDX achieves a -0.18% return, which is significantly higher than SSGVX's -0.63% return. Over the past 10 years, SSFDX has underperformed SSGVX with an annualized return of -19.37%, while SSGVX has yielded a comparatively higher 36.75% 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%

SSGVX

• 1D: 0.39%
• 1M: -10.87%
• YTD: -0.63%
• 6M: 4.13%
• 1Y: 24.93%
• 3Y*: 14.44%
• 5Y*: 6.96%
• 10Y*: 36.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSFDX vs. SSGVX - Expense Ratio Comparison

SSFDX has a 0.23% expense ratio, which is higher than SSGVX'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%.

SSFDX

State Street Aggregate Bond Index Fund

SSGVX

State Street Global All Cap Equity ex-U.S.Index Portfolio

Return for Risk

SSFDX vs. SSGVX — Risk / Return Rank

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

SSFDX

SSFDX Risk / Return Rank: 58
SSFDX Sharpe Ratio Rank: 56
SSFDX Sortino Ratio Rank: 55
SSFDX Omega Ratio Rank: 41
SSFDX Calmar Ratio Rank: 81
SSFDX Martin Ratio Rank: 56

SSGVX

SSGVX Risk / Return Rank: 82
SSGVX Sharpe Ratio Rank: 83
SSGVX Sortino Ratio Rank: 83
SSGVX Omega Ratio Rank: 82
SSGVX Calmar Ratio Rank: 83
SSGVX Martin Ratio Rank: 80

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.

SSFDX vs. SSGVX - 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 Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). 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	SSGVX	Difference
Sharpe ratio Return per unit of total volatility	1.04	1.56	-0.52
Sortino ratio Return per unit of downside risk	1.48	2.12	-0.64
Omega ratio Gain probability vs. loss probability	1.18	1.32	-0.14
Calmar ratio Return relative to maximum drawdown	1.95	2.00	-0.05
Martin ratio Return relative to average drawdown	5.41	7.92	-2.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSFDX vs. SSGVX - Sharpe Ratio Comparison

The current SSFDX Sharpe Ratio is 1.04, which is lower than the SSGVX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SSFDX and SSGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSFDX	SSGVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	1.56	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.48	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.61	0.13	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	-0.56	0.11	-0.67

Correlation

The correlation between SSFDX and SSGVX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SSFDX vs. SSGVX - Dividend Comparison

SSFDX's dividend yield for the trailing twelve months is around 4.03%, more than SSGVX's 3.35% 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%
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio	3.35%	3.33%	3.09%	2.96%	2.35%	2.58%	1.66%	2.96%	3.02%	2.77%	1.56%	2.16%

Drawdowns

SSFDX vs. SSGVX - Drawdown Comparison

The maximum SSFDX drawdown since its inception was -92.69%, which is greater than SSGVX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SSFDX and SSGVX.

Drawdown Indicators

	SSFDX	SSGVX	Difference
Max Drawdown Largest peak-to-trough decline	-92.69%	-35.79%	-56.90%
Max Drawdown (1Y) Largest decline over 1 year	-2.53%	-11.22%	+8.69%
Max Drawdown (5Y) Largest decline over 5 years	-18.19%	-30.03%	+11.84%
Max Drawdown (10Y) Largest decline over 10 years	-92.69%	-35.79%	-56.90%
Current Drawdown Current decline from peak	-90.19%	-10.87%	-79.32%
Average Drawdown Average peak-to-trough decline	-47.39%	-7.83%	-39.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.91%	2.84%	-1.93%

Volatility

SSFDX vs. SSGVX - Volatility Comparison

The current volatility for State Street Aggregate Bond Index Fund (SSFDX) is 1.60%, while State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a volatility of 6.43%. This indicates that SSFDX experiences smaller price fluctuations and is considered to be less risky than SSGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSFDX	SSGVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	6.43%	-4.83%
Volatility (6M) Calculated over the trailing 6-month period	2.50%	10.02%	-7.52%
Volatility (1Y) Calculated over the trailing 1-year period	4.20%	15.49%	-11.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.91%	14.55%	-8.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.81%	282.23%	-250.42%