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SSGJX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSGJX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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SSGJX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund
1.26%32.51%4.92%15.59%-16.57%8.21%-88.91%21.27%-14.19%27.00%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, SSGJX achieves a 1.26% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, SSGJX has underperformed SCHD with an annualized return of -13.69%, while SCHD has yielded a comparatively higher 12.25% annualized 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%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

SSGJX vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSGJX
SSGJX Risk / Return Rank: 8686
Overall Rank
SSGJX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSGJX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSGJX Omega Ratio Rank: 8585
Omega Ratio Rank
SSGJX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SSGJX Martin Ratio Rank: 8585
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSGJX vs. SCHD - 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 Schwab U.S. 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.


SSGJXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.88

+0.88

Sortino ratio

Return per unit of downside risk

2.36

1.32

+1.04

Omega ratio

Gain probability vs. loss probability

1.36

1.19

+0.18

Calmar ratio

Return relative to maximum drawdown

2.34

1.05

+1.29

Martin ratio

Return relative to average drawdown

9.12

3.55

+5.57

SSGJX vs. SCHD - Sharpe Ratio Comparison

The current SSGJX Sharpe Ratio is 1.76, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SSGJX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSGJXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.88

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.42

0.74

-1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.84

-1.27

Correlation

The correlation between SSGJX and SCHD is 0.63, 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.


Dividends

SSGJX vs. SCHD - Dividend Comparison

SSGJX's dividend yield for the trailing twelve months is around 4.29%, more than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
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%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

SSGJX vs. SCHD - Drawdown Comparison

The maximum SSGJX drawdown since its inception was -92.55%, 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.


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Drawdown Indicators


SSGJXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-92.55%

-33.37%

-59.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-12.74%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.19%

-16.85%

-13.34%

Max Drawdown (10Y)

Largest decline over 10 years

-92.55%

-33.37%

-59.18%

Current Drawdown

Current decline from peak

-84.22%

-3.43%

-80.79%

Average Drawdown

Average peak-to-trough decline

-50.15%

-3.34%

-46.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.75%

-0.87%

Volatility

SSGJX vs. SCHD - Volatility Comparison

State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a higher volatility of 6.71% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that SSGJX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSGJXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

2.33%

+4.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

7.96%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

15.69%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

14.40%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.52%

16.70%

+15.82%