SSGJX vs. SCHF
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) and Schwab International Equity ETF (SCHF).
SSGJX is managed by State Street. It was launched on Sep 17, 2014. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Performance
SSGJX vs. SCHF - Performance Comparison
Loading graphics...
SSGJX vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHF Schwab International Equity ETF | 4.58% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Returns By Period
In the year-to-date period, SSGJX achieves a 1.26% return, which is significantly lower than SCHF's 4.58% return. Over the past 10 years, SSGJX has underperformed SCHF with an annualized return of -13.69%, while SCHF has yielded a comparatively higher 9.59% 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%
SCHF
- 1D
- 1.58%
- 1M
- -5.42%
- YTD
- 4.58%
- 6M
- 10.18%
- 1Y
- 31.07%
- 3Y*
- 16.76%
- 5Y*
- 9.03%
- 10Y*
- 9.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSGJX vs. SCHF - Expense Ratio Comparison
SSGJX has a 0.27% expense ratio, which is higher than SCHF'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. SCHF — Risk / Return Rank
SSGJX
SCHF
SSGJX vs. SCHF - 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 International Equity ETF (SCHF). 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 | SCHF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.76 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.40 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.75 | -0.42 |
Martin ratioReturn relative to average drawdown | 9.12 | 10.59 | -1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSGJX | SCHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.76 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.56 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.42 | 0.56 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.40 | -0.83 |
Correlation
The correlation between SSGJX and SCHF is 0.88, 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. SCHF - Dividend Comparison
SSGJX's dividend yield for the trailing twelve months is around 4.29%, more than SCHF's 3.27% 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% |
SCHF Schwab International Equity ETF | 3.27% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Drawdowns
SSGJX vs. SCHF - Drawdown Comparison
The maximum SSGJX drawdown since its inception was -92.55%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for SSGJX and SCHF.
Loading graphics...
Drawdown Indicators
| SSGJX | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -34.87% | -57.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.48% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -29.14% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -34.87% | -57.68% |
Current DrawdownCurrent decline from peak | -84.22% | -7.16% | -77.06% |
Average DrawdownAverage peak-to-trough decline | -50.15% | -7.44% | -42.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.98% | -0.10% |
Volatility
SSGJX vs. SCHF - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) is 6.71%, while Schwab International Equity ETF (SCHF) has a volatility of 7.94%. This indicates that SSGJX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSGJX | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 7.94% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 11.79% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 17.75% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 16.14% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.52% | 17.09% | +15.43% |