SSGLX vs. ARTRX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) and Artisan Global Opportunities Fund Class I (ARTRX).
SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014. ARTRX is managed by Artisan. It was launched on Sep 22, 2008.
Performance
SSGLX vs. ARTRX - Performance Comparison
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SSGLX vs. ARTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
ARTRX Artisan Global Opportunities Fund Class I | -4.34% | 8.91% | 14.82% | 23.02% | -30.38% | 13.48% | 39.84% | 35.54% | -9.20% | 31.22% |
Returns By Period
In the year-to-date period, SSGLX achieves a 1.29% return, which is significantly higher than ARTRX's -4.34% return. Over the past 10 years, SSGLX has underperformed ARTRX with an annualized return of 8.79%, while ARTRX has yielded a comparatively higher 10.63% annualized return.
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
ARTRX
- 1D
- 3.30%
- 1M
- -5.03%
- YTD
- -4.34%
- 6M
- -7.40%
- 1Y
- 8.45%
- 3Y*
- 10.49%
- 5Y*
- 3.12%
- 10Y*
- 10.63%
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SSGLX vs. ARTRX - Expense Ratio Comparison
SSGLX has a 0.07% expense ratio, which is lower than ARTRX's 1.14% expense ratio.
Return for Risk
SSGLX vs. ARTRX — Risk / Return Rank
SSGLX
ARTRX
SSGLX vs. ARTRX - 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 Class K (SSGLX) and Artisan Global Opportunities Fund Class I (ARTRX). 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.
| SSGLX | ARTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.51 | +1.25 |
Sortino ratioReturn per unit of downside risk | 2.37 | 0.82 | +1.56 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.11 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 0.53 | +1.82 |
Martin ratioReturn relative to average drawdown | 9.17 | 1.59 | +7.58 |
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
| SSGLX | ARTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.51 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.16 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.56 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.50 | -0.12 |
Correlation
The correlation between SSGLX and ARTRX is 0.76, 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
SSGLX vs. ARTRX - Dividend Comparison
SSGLX's dividend yield for the trailing twelve months is around 4.36%, more than ARTRX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
ARTRX Artisan Global Opportunities Fund Class I | 3.74% | 3.57% | 12.34% | 2.30% | 0.00% | 10.78% | 6.67% | 6.94% | 7.32% | 4.15% | 0.17% | 0.70% |
Drawdowns
SSGLX vs. ARTRX - Drawdown Comparison
The maximum SSGLX drawdown since its inception was -35.88%, smaller than the maximum ARTRX drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for SSGLX and ARTRX.
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Drawdown Indicators
| SSGLX | ARTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.88% | -46.00% | +10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.71% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -38.37% | +8.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -38.37% | +2.49% |
Current DrawdownCurrent decline from peak | -9.15% | -9.83% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -8.30% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 4.21% | -1.34% |
Volatility
SSGLX vs. ARTRX - Volatility Comparison
State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) and Artisan Global Opportunities Fund Class I (ARTRX) have volatilities of 6.71% and 6.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGLX | ARTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.44% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 11.16% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 17.67% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 19.71% | -5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 18.96% | -2.81% |