SSGLX vs. CWGIX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
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. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
SSGLX vs. CWGIX - Performance Comparison
Loading graphics...
SSGLX vs. CWGIX - 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 | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 25.32% | -10.60% | 24.55% |
Returns By Period
In the year-to-date period, SSGLX achieves a -0.64% return, which is significantly higher than CWGIX's -4.19% return. Over the past 10 years, SSGLX has underperformed CWGIX with an annualized return of 8.58%, while CWGIX has yielded a comparatively higher 10.27% annualized return.
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSGLX vs. CWGIX - Expense Ratio Comparison
SSGLX has a 0.07% expense ratio, which is lower than CWGIX's 0.75% expense ratio.
Return for Risk
SSGLX vs. CWGIX — Risk / Return Rank
SSGLX
CWGIX
SSGLX vs. CWGIX - 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 American Funds Capital World Growth and Income Fund Class A (CWGIX). 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 | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.23 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.78 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.57 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.90 | 6.75 | +1.15 |
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
| SSGLX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.23 | +0.32 |
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 | 0.53 | 0.65 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.65 | -0.28 |
Correlation
The correlation between SSGLX and CWGIX is 0.86, 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. CWGIX - Dividend Comparison
SSGLX's dividend yield for the trailing twelve months is around 4.44%, less than CWGIX's 11.03% 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 | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
SSGLX vs. CWGIX - Drawdown Comparison
The maximum SSGLX drawdown since its inception was -35.88%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for SSGLX and CWGIX.
Loading graphics...
Drawdown Indicators
| SSGLX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.88% | -54.47% | +18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -11.08% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -27.18% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -32.00% | -3.88% |
Current DrawdownCurrent decline from peak | -10.87% | -10.52% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -7.16% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.58% | +0.26% |
Volatility
SSGLX vs. CWGIX - Volatility Comparison
State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a higher volatility of 6.44% compared to American Funds Capital World Growth and Income Fund Class A (CWGIX) at 5.20%. This indicates that SSGLX's price experiences larger fluctuations and is considered to be riskier than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSGLX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 5.20% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 10.06% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 15.77% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 14.98% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 15.94% | +0.21% |