SSGJX vs. GQJPX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) and GQG Partners International Quality Dividend Income Fund (GQJPX).
SSGJX is managed by State Street. It was launched on Sep 17, 2014. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
SSGJX vs. GQJPX - Performance Comparison
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SSGJX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 1.26% | 32.51% | 4.92% | 15.59% | -16.57% | -1.15% |
GQJPX GQG Partners International Quality Dividend Income Fund | 4.71% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Returns By Period
In the year-to-date period, SSGJX achieves a 1.26% return, which is significantly lower than GQJPX's 4.71% return.
SSGJX
- 1D
- 1.93%
- 1M
- -7.38%
- YTD
- 1.26%
- 6M
- 5.20%
- 1Y
- 26.67%
- 3Y*
- 15.05%
- 5Y*
- 6.95%
- 10Y*
- -13.69%
GQJPX
- 1D
- 0.81%
- 1M
- -4.74%
- YTD
- 4.71%
- 6M
- 9.45%
- 1Y
- 17.72%
- 3Y*
- 17.91%
- 5Y*
- —
- 10Y*
- —
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SSGJX vs. GQJPX - Expense Ratio Comparison
SSGJX has a 0.27% expense ratio, which is lower than GQJPX's 0.91% expense ratio.
Return for Risk
SSGJX vs. GQJPX — Risk / Return Rank
SSGJX
GQJPX
SSGJX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.
| SSGJX | GQJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.48 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.92 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.84 | +0.49 |
Martin ratioReturn relative to average drawdown | 9.12 | 6.99 | +2.13 |
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
| SSGJX | GQJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.48 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.69 | -1.12 |
Correlation
The correlation between SSGJX and GQJPX is 0.79, 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
SSGJX vs. GQJPX - Dividend Comparison
SSGJX's dividend yield for the trailing twelve months is around 4.29%, more than GQJPX's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 4.29% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.07% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSGJX vs. GQJPX - Drawdown Comparison
The maximum SSGJX drawdown since its inception was -92.55%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for SSGJX and GQJPX.
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Drawdown Indicators
| SSGJX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -21.83% | -70.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.78% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | — | — |
Current DrawdownCurrent decline from peak | -84.22% | -6.53% | -77.69% |
Average DrawdownAverage peak-to-trough decline | -50.15% | -5.58% | -44.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.49% | +0.39% |
Volatility
SSGJX vs. GQJPX - Volatility Comparison
State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a higher volatility of 6.71% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that SSGJX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGJX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.33% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 8.03% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 12.39% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 13.05% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.52% | 13.05% | +19.47% |