SSFEX vs. VLGSX
Compare and contrast key facts about State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX).
SSFEX is managed by State Street. VLGSX is managed by Vanguard. It was launched on Mar 1, 2010.
Performance
SSFEX vs. VLGSX - Performance Comparison
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SSFEX vs. VLGSX - 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% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | -0.20% | 5.42% | -6.17% | 3.66% | -29.48% | -4.99% | 17.70% | 14.31% | -1.62% | 8.65% |
Returns By Period
In the year-to-date period, SSFEX achieves a -0.17% return, which is significantly higher than VLGSX's -0.20% return. Over the past 10 years, SSFEX has underperformed VLGSX with an annualized return of -19.27%, while VLGSX has yielded a comparatively higher -0.85% 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%
VLGSX
- 1D
- 1.25%
- 1M
- -3.96%
- YTD
- -0.20%
- 6M
- -0.48%
- 1Y
- 0.43%
- 3Y*
- -1.42%
- 5Y*
- -4.56%
- 10Y*
- -0.85%
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SSFEX vs. VLGSX - Expense Ratio Comparison
SSFEX has a 0.03% expense ratio, which is lower than VLGSX's 0.07% 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. VLGSX — Risk / Return Rank
SSFEX
VLGSX
SSFEX vs. VLGSX - 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 Long-Term Treasury Index Fund Admiral Shares (VLGSX). 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 | VLGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.12 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.24 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.03 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.30 | +1.66 |
Martin ratioReturn relative to average drawdown | 5.43 | 0.66 | +4.77 |
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 | VLGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.12 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.31 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | -0.06 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 0.18 | -0.73 |
Correlation
The correlation between SSFEX and VLGSX is 0.90, 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. VLGSX - Dividend Comparison
SSFEX's dividend yield for the trailing twelve months is around 4.04%, which matches VLGSX's 4.08% 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% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 4.08% | 4.41% | 4.65% | 3.30% | 2.80% | 1.85% | 2.13% | 2.45% | 2.72% | 2.55% | 2.46% | 2.80% |
Drawdowns
SSFEX vs. VLGSX - Drawdown Comparison
The maximum SSFEX drawdown since its inception was -92.70%, which is greater than VLGSX's maximum drawdown of -46.22%. Use the drawdown chart below to compare losses from any high point for SSFEX and VLGSX.
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Drawdown Indicators
| SSFEX | VLGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -46.22% | -46.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -8.49% | +5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -41.02% | +23.03% |
Max Drawdown (10Y)Largest decline over 10 years | -92.70% | -46.22% | -46.48% |
Current DrawdownCurrent decline from peak | -90.11% | -36.44% | -53.67% |
Average DrawdownAverage peak-to-trough decline | -47.36% | -14.89% | -32.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 3.86% | -2.95% |
Volatility
SSFEX vs. VLGSX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Fund Class K (SSFEX) is 1.61%, while Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a volatility of 3.62%. This indicates that SSFEX experiences smaller price fluctuations and is considered to be less risky than VLGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFEX | VLGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 3.62% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 6.07% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 10.37% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 14.58% | -8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 13.73% | +18.10% |