SSGJX vs. SSDOX
SSGJX (State Street Global All Cap Equity ex-U.S. Index Fund) and SSDOX (State Street Target Retirement 2055 Fund) are both mutual funds - SSGJX is a Foreign Large Cap Equities fund managed by State Street, while SSDOX is a Target Retirement Date fund managed by State Street. Over the past 10 years, SSGJX returned -12.87%/yr vs 11.22%/yr for SSDOX. Their correlation of 0.88 suggests significant overlap in exposure. SSGJX charges 0.27%/yr vs 0.21%/yr for SSDOX.
Performance
SSGJX vs. SSDOX - Performance Comparison
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Returns By Period
In the year-to-date period, SSGJX achieves a 14.94% return, which is significantly higher than SSDOX's 12.09% return. Over the past 10 years, SSGJX has underperformed SSDOX with an annualized return of -12.87%, while SSDOX has yielded a comparatively higher 11.22% annualized return.
SSGJX
- 1D
- 0.68%
- 1M
- 4.88%
- YTD
- 14.94%
- 6M
- 18.01%
- 1Y
- 32.61%
- 3Y*
- 19.58%
- 5Y*
- 8.53%
- 10Y*
- -12.87%
SSDOX
- 1D
- 0.51%
- 1M
- 4.97%
- YTD
- 12.09%
- 6M
- 12.89%
- 1Y
- 27.81%
- 3Y*
- 18.63%
- 5Y*
- 8.86%
- 10Y*
- 11.22%
SSGJX vs. SSDOX - 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 | 14.94% | 32.51% | 4.92% | 15.59% | -16.57% | 8.21% | -88.91% | 21.27% | -14.19% | 27.00% |
SSDOX State Street Target Retirement 2055 Fund | 12.09% | 21.02% | 12.37% | 19.35% | -19.27% | 13.32% | 19.62% | 25.62% | -7.91% | 19.22% |
Correlation
The correlation between SSGJX and SSDOX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.88 |
The correlation between SSGJX and SSDOX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
SSGJX vs. SSDOX — Risk / Return Rank
SSGJX
SSDOX
SSGJX vs. SSDOX - 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 State Street Target Retirement 2055 Fund (SSDOX). 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 | SSDOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.48 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.17 | -0.29 |
| Martin ratioReturn relative to average drawdown | 11.16 | 13.50 | -2.34 |
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 | SSDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 2.51 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.63 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.40 | 0.76 | -1.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.39 | 0.69 | -1.08 |
Drawdowns
SSGJX vs. SSDOX - Drawdown Comparison
The maximum SSGJX drawdown since its inception was -92.55%, which is greater than SSDOX's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for SSGJX and SSDOX.
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Drawdown Indicators
| SSGJX | SSDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -29.85% | -62.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.92% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -13.61% | -15.04% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -30.19% | -27.44% | -2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -29.85% | -62.70% |
Current DrawdownCurrent decline from peak | -82.09% | 0.00% | -82.09% |
Average DrawdownAverage peak-to-trough decline | -50.62% | -5.03% | -45.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.09% | +0.80% |
Volatility
SSGJX vs. SSDOX - Volatility Comparison
State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a higher volatility of 4.56% compared to State Street Target Retirement 2055 Fund (SSDOX) at 3.42%. This indicates that SSGJX's price experiences larger fluctuations and is considered to be riskier than SSDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGJX | SSDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 3.42% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 9.03% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 11.25% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 14.25% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.57% | 14.82% | +17.75% |
SSGJX vs. SSDOX - Expense Ratio Comparison
SSGJX has a 0.27% expense ratio, which is higher than SSDOX's 0.21% 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%.
Dividends
SSGJX vs. SSDOX - Dividend Comparison
SSGJX's dividend yield for the trailing twelve months is around 3.78%, less than SSDOX's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDOX State Street Target Retirement 2055 Fund | 4.33% | 4.85% | 4.45% | 2.99% | 4.97% | 4.39% | 3.03% | 6.02% | 5.38% | 0.44% | 1.71% | 2.03% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 3.78% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
Frequently Asked Questions
SSGJX and SSDOX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGJX has higher volatility (4.56%) compared to SSDOX (3.42%). In terms of maximum drawdown, SSGJX dropped -92.55% vs SSDOX's -29.85%.
SSDOX currently has the higher Sharpe Ratio (2.51 vs 2.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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