SSFEX vs. VTBNX
Compare and contrast key facts about State Street Aggregate Bond Index Fund Class K (SSFEX) and Vanguard Total Bond Market II Index Fund (VTBNX).
SSFEX is managed by State Street. VTBNX is managed by Vanguard.
Performance
SSFEX vs. VTBNX - Performance Comparison
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SSFEX vs. VTBNX - 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% |
VTBNX Vanguard Total Bond Market II Index Fund | -0.60% | 7.18% | 1.32% | 5.68% | -13.12% | -1.82% | 7.39% | 8.71% | -0.27% | 3.62% |
Returns By Period
In the year-to-date period, SSFEX achieves a -0.17% return, which is significantly higher than VTBNX's -0.60% return. Over the past 10 years, SSFEX has underperformed VTBNX with an annualized return of -19.27%, while VTBNX has yielded a comparatively higher 1.56% 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%
VTBNX
- 1D
- 0.42%
- 1M
- -2.26%
- YTD
- -0.60%
- 6M
- 0.40%
- 1Y
- 3.62%
- 3Y*
- 3.40%
- 5Y*
- 0.22%
- 10Y*
- 1.56%
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SSFEX vs. VTBNX - Expense Ratio Comparison
SSFEX has a 0.03% expense ratio, which is higher than VTBNX's 0.02% 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
SSFEX vs. VTBNX — Risk / Return Rank
SSFEX
VTBNX
SSFEX vs. VTBNX - 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 II Index Fund (VTBNX). 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 | VTBNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.98 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.41 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.77 | +0.19 |
Martin ratioReturn relative to average drawdown | 5.43 | 5.02 | +0.41 |
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 | VTBNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.98 | +0.06 |
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 | 0.36 | -0.92 |
Correlation
The correlation between SSFEX and VTBNX 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. VTBNX - Dividend Comparison
SSFEX's dividend yield for the trailing twelve months is around 4.04%, more than VTBNX's 3.68% 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% |
VTBNX Vanguard Total Bond Market II Index Fund | 3.68% | 3.95% | 3.77% | 3.13% | 2.54% | 1.82% | 3.12% | 2.79% | 2.56% | 2.52% | 2.55% | 0.00% |
Drawdowns
SSFEX vs. VTBNX - Drawdown Comparison
The maximum SSFEX drawdown since its inception was -92.70%, which is greater than VTBNX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for SSFEX and VTBNX.
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Drawdown Indicators
| SSFEX | VTBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -18.71% | -73.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -2.67% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -18.05% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -92.70% | -18.71% | -73.99% |
Current DrawdownCurrent decline from peak | -90.11% | -3.11% | -87.00% |
Average DrawdownAverage peak-to-trough decline | -47.36% | -4.91% | -42.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.94% | -0.03% |
Volatility
SSFEX vs. VTBNX - Volatility Comparison
State Street Aggregate Bond Index Fund Class K (SSFEX) has a higher volatility of 1.61% compared to Vanguard Total Bond Market II Index Fund (VTBNX) at 1.52%. This indicates that SSFEX's price experiences larger fluctuations and is considered to be riskier than VTBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSFEX | VTBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.52% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.54% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.32% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 5.92% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 4.91% | +26.92% |