SSFEX vs. VBTIX
Compare and contrast key facts about State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
SSFEX is managed by State Street. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Performance
SSFEX vs. VBTIX - Performance Comparison
Loading graphics...
SSFEX vs. VBTIX - 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% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | -0.49% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Returns By Period
In the year-to-date period, SSFEX achieves a -0.17% return, which is significantly higher than VBTIX's -0.49% return. Over the past 10 years, SSFEX has underperformed VBTIX with an annualized return of -19.27%, while VBTIX has yielded a comparatively higher 1.59% 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%
VBTIX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.78%
- 3Y*
- 3.45%
- 5Y*
- 0.25%
- 10Y*
- 1.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSFEX vs. VBTIX - Expense Ratio Comparison
SSFEX has a 0.03% expense ratio, which is lower than VBTIX's 0.04% 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%.
Return for Risk
SSFEX vs. VBTIX — Risk / Return Rank
SSFEX
VBTIX
SSFEX vs. VBTIX - 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 Shares (VBTIX). 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 | VBTIX | 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 | 5.10 | +0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSFEX | VBTIX | 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 | 0.94 | -1.50 |
Correlation
The correlation between SSFEX and VBTIX 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. VBTIX - Dividend Comparison
SSFEX's dividend yield for the trailing twelve months is around 4.04%, more than VBTIX'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% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.63% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
Drawdowns
SSFEX vs. VBTIX - Drawdown Comparison
The maximum SSFEX drawdown since its inception was -92.70%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for SSFEX and VBTIX.
Loading graphics...
Drawdown Indicators
| SSFEX | VBTIX | 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% | -18.13% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -92.70% | -18.90% | -73.80% |
Current DrawdownCurrent decline from peak | -90.11% | -3.14% | -86.97% |
Average DrawdownAverage peak-to-trough decline | -47.36% | -2.32% | -45.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.96% | -0.05% |
Volatility
SSFEX vs. VBTIX - Volatility Comparison
State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) 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.
Loading graphics...
Volatility by Period
| SSFEX | VBTIX | 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% | 2.58% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.36% | -0.16% |
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% |