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SSGLX vs. SSCNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSGLX vs. SSCNX - 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 Class K (SSGLX) and State Street Target Retirement 2040 Fund (SSCNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSGLX achieves a 12.81% return, which is significantly higher than SSCNX's 8.10% return. Both investments have delivered pretty close results over the past 10 years, with SSGLX having a 9.34% annualized return and SSCNX not far ahead at 9.68%.


SSGLX

1D
2.99%
1M
-0.39%
6M
6.33%
YTD
12.81%
1Y
28.04%
3Y*
16.85%
5Y*
8.76%
10Y*
9.34%
ALL TIME*
6.91%

SSCNX

1D
1.62%
1M
-0.94%
6M
5.28%
YTD
8.10%
1Y
18.03%
3Y*
13.83%
5Y*
6.89%
10Y*
9.68%
ALL TIME*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SSGLX vs. SSCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
12.81%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%
SSCNX
State Street Target Retirement 2040 Fund
8.10%19.00%11.21%17.68%-18.55%11.75%18.72%24.61%-7.45%18.32%

Correlation

The correlation between SSGLX and SSCNX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.85

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.87

The correlation between SSGLX and SSCNX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

SSGLX vs. SSCNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSGLX
SSGLX Risk / Return Rank: 7272
Overall Rank
SSGLX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 7474
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 6969
Martin Ratio Rank

SSCNX
SSCNX Risk / Return Rank: 6767
Overall Rank
SSCNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SSCNX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SSCNX Omega Ratio Rank: 6868
Omega Ratio Rank
SSCNX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SSCNX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSGLX vs. SSCNX - 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 State Street Target Retirement 2040 Fund (SSCNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SSGLXSSCNXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.30

2.08

+0.22

Martin ratioReturn relative to average drawdown

8.47

8.50

-0.03

SSGLX vs. SSCNX - Sharpe Ratio Comparison

The current SSGLX Sharpe Ratio is 1.70, which is comparable to the SSCNX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SSGLX and SSCNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSGLX vs. SSCNX - Drawdown Comparison

The maximum SSGLX drawdown since its inception was -35.88%, which is greater than SSCNX's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for SSGLX and SSCNX.


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Drawdown Indicators


SSGLXSSCNXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-27.49%

-8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-7.96%

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.56%

-12.72%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

-26.14%

-3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-27.49%

-8.39%

Current Drawdown

Current decline from peak

-2.45%

-1.80%

-0.65%

Average Drawdown

Average peak-to-trough decline

-8.15%

-4.72%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.95%

+1.09%

Volatility

SSGLX vs. SSCNX - Volatility Comparison

State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a higher volatility of 4.87% compared to State Street Target Retirement 2040 Fund (SSCNX) at 3.06%. This indicates that SSGLX's price experiences larger fluctuations and is considered to be riskier than SSCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSGLXSSCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

3.06%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

8.90%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

10.63%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.00%

12.87%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

13.43%

+2.68%

SSGLX vs. SSCNX - Expense Ratio Comparison

SSGLX has a 0.07% expense ratio, which is lower than SSCNX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SSGLX vs. SSCNX - Dividend Comparison

SSGLX's dividend yield for the trailing twelve months is around 3.91%, less than SSCNX's 6.67% yield.


PositionTTM20252024202320222021202020192018201720162015
SSCNX
State Street Target Retirement 2040 Fund
6.67%7.21%4.97%3.78%5.39%5.58%4.63%6.31%5.11%0.38%1.77%1.96%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
3.91%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%

Frequently Asked Questions


SSGLX and SSCNX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSGLX has higher volatility (4.87%) compared to SSCNX (3.06%). In terms of maximum drawdown, SSGLX dropped -35.88% vs SSCNX's -27.49%.

SSGLX currently has the higher Sharpe Ratio (1.70 vs 1.56), 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.

Portfolio Optimizer

Find the right allocation for SSGLX and SSCNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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