SSFEX vs. VBMPX
Compare and contrast key facts about State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX).
SSFEX is managed by State Street. VBMPX is managed by Vanguard. It was launched on Feb 5, 2010.
Performance
SSFEX vs. VBMPX - Performance Comparison
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SSFEX vs. VBMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFEX State Street Aggregate Bond Index Fund Class K | -0.17% | 6.80% | 1.35% | 5.61% | -13.19% | -1.78% | -89.22% | 9.45% | -0.10% | 3.30% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | -0.49% | 7.18% | 1.27% | 5.75% | -13.14% | -1.95% | 7.75% | 8.74% | -0.24% | 3.58% |
Returns By Period
In the year-to-date period, SSFEX achieves a -0.17% return, which is significantly higher than VBMPX's -0.49% return. Over the past 10 years, SSFEX has underperformed VBMPX with an annualized return of -19.27%, while VBMPX has yielded a comparatively higher 1.60% annualized return.
SSFEX
- 1D
- 0.53%
- 1M
- -1.96%
- YTD
- -0.17%
- 6M
- 0.82%
- 1Y
- 4.12%
- 3Y*
- 3.42%
- 5Y*
- 0.17%
- 10Y*
- -19.27%
VBMPX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.78%
- 3Y*
- 3.46%
- 5Y*
- 0.25%
- 10Y*
- 1.60%
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SSFEX vs. VBMPX - Expense Ratio Comparison
Both SSFEX and VBMPX have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SSFEX vs. VBMPX — Risk / Return Rank
SSFEX
VBMPX
SSFEX vs. VBMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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.
| SSFEX | VBMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.00 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.45 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.79 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.43 | 5.11 | +0.32 |
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
| SSFEX | VBMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.00 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.04 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | 0.32 | -0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 0.51 | -1.07 |
Correlation
The correlation between SSFEX and VBMPX is 0.93, 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
SSFEX vs. VBMPX - Dividend Comparison
SSFEX's dividend yield for the trailing twelve months is around 4.04%, more than VBMPX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSFEX State Street Aggregate Bond Index Fund Class K | 4.04% | 3.66% | 3.76% | 3.14% | 2.48% | 3.32% | 9.59% | 3.56% | 2.79% | 2.43% | 2.19% | 4.67% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.63% | 3.88% | 3.69% | 3.11% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.58% | 2.55% | 2.85% |
Drawdowns
SSFEX vs. VBMPX - Drawdown Comparison
The maximum SSFEX drawdown since its inception was -92.70%, which is greater than VBMPX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for SSFEX and VBMPX.
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Drawdown Indicators
| SSFEX | VBMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -18.90% | -73.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -2.73% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -18.12% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -92.70% | -18.90% | -73.80% |
Current DrawdownCurrent decline from peak | -90.11% | -3.13% | -86.98% |
Average DrawdownAverage peak-to-trough decline | -47.36% | -3.54% | -43.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.96% | -0.05% |
Volatility
SSFEX vs. VBMPX - Volatility Comparison
State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) have volatilities of 1.61% and 1.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFEX | VBMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.55% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.59% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.37% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 5.99% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 4.97% | +26.86% |