SSGJX vs. SCHD
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) and Schwab US Dividend Equity ETF (SCHD).
SSGJX is managed by State Street Global Advisors. It was launched on Sep 17, 2014. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSGJX or SCHD.
Correlation
The correlation between SSGJX and SCHD is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SSGJX vs. SCHD - Performance Comparison
Key characteristics
SSGJX:
0.98
SCHD:
1.19
SSGJX:
1.37
SCHD:
1.76
SSGJX:
1.17
SCHD:
1.21
SSGJX:
0.95
SCHD:
1.70
SSGJX:
2.52
SCHD:
4.36
SSGJX:
4.46%
SCHD:
3.10%
SSGJX:
11.51%
SCHD:
11.38%
SSGJX:
-40.42%
SCHD:
-33.37%
SSGJX:
-3.77%
SCHD:
-3.68%
Returns By Period
In the year-to-date period, SSGJX achieves a 6.81% return, which is significantly higher than SCHD's 3.15% return. Over the past 10 years, SSGJX has underperformed SCHD with an annualized return of 3.74%, while SCHD has yielded a comparatively higher 11.18% annualized return.
SSGJX
6.81%
5.75%
1.06%
10.02%
5.01%
3.74%
SCHD
3.15%
0.68%
4.27%
13.92%
11.66%
11.18%
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SSGJX vs. SCHD - Expense Ratio Comparison
SSGJX has a 0.27% expense ratio, which is higher than SCHD's 0.06% 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%.
Risk-Adjusted Performance
SSGJX vs. SCHD — Risk-Adjusted Performance Rank
SSGJX
SCHD
SSGJX vs. SCHD - Risk-Adjusted Performance 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 Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
SSGJX vs. SCHD - Dividend Comparison
SSGJX's dividend yield for the trailing twelve months is around 2.89%, less than SCHD's 3.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 2.89% | 3.08% | 2.88% | 2.28% | 2.48% | 1.55% | 2.91% | 2.81% | 2.67% | 1.52% | 2.09% | 0.53% |
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
SSGJX vs. SCHD - Drawdown Comparison
The maximum SSGJX drawdown since its inception was -40.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SSGJX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SSGJX vs. SCHD - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) is 3.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.33%. This indicates that SSGJX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.