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SSGLX vs. SSGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SSGLX vs. SSGVX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX).

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. SSGVX is managed by State Street. It was launched on Sep 17, 2014.

Performance

SSGLX vs. SSGVX - 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 Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). The values are adjusted to include any dividend payments, if applicable.

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SSGLX vs. SSGVX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio		1.29%32.69%5.01%15.71%-16.42%8.42%1,010.40%21.71%-14.01%27.18%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SSGLX at 1.29% and SSGVX at 1.29%. Over the past 10 years, SSGLX has underperformed SSGVX with an annualized return of 8.79%, while SSGVX has yielded a comparatively higher 37.01% 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%

SSGVX

1D
1.93%
1M
-7.37%
YTD
1.29%
6M
5.30%
1Y
26.86%
3Y*
15.17%
5Y*
7.10%
10Y*
37.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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State Street Global All Cap Equity ex-U.S. Index Fund Class K

State Street Global All Cap Equity ex-U.S.Index Portfolio

Often compared with SSGLX:
SSGLX vs. BTMKXSSGLX vs. VSGAXSSGLX vs. VOOSSGLX vs. GIDGXSSGLX vs. VGPMXSSGLX vs. PORTXSSGLX vs. CWGIX
Often compared with SSGVX:
SSGVX vs. RERGXSSGVX vs. MDIJXSSGVX vs. SWPPXSSGVX vs. SSKEXSSGVX vs. VOOSSGVX vs. GSINXSSGVX vs. BTMKX

SSGLX vs. SSGVX - Expense Ratio Comparison

SSGLX has a 0.07% expense ratio, which is higher than SSGVX's 0.05% 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%.

SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio

Return for Risk

SSGLX vs. SSGVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSGLX
SSGLX Risk / Return Rank: 8484
Overall Rank
SSGLX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 8484
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 8282
Martin Ratio Rank
SSGVX
SSGVX Risk / Return Rank: 8787
Overall Rank
SSGVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 8686
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSGLX vs. SSGVX - 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 Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). 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.

SSGLXSSGVXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.77

0.00

Sortino ratio

Return per unit of downside risk

2.37

2.38

0.00

Omega ratio

Gain probability vs. loss probability

1.36

1.37

0.00

Calmar ratio

Return relative to maximum drawdown

2.35

2.35

0.00

Martin ratio

Return relative to average drawdown

9.17

9.19

-0.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSGLX vs. SSGVX - Sharpe Ratio Comparison

The current SSGLX Sharpe Ratio is 1.76, which is comparable to the SSGVX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SSGLX and SSGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SSGLXSSGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.77

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.49

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.13

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.11

+0.27

Correlation

The correlation between SSGLX and SSGVX is 0.99, 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. SSGVX - Dividend Comparison

SSGLX's dividend yield for the trailing twelve months is around 4.36%, more than SSGVX's 3.29% yield.

TTM20252024202320222021202020192018201720162015
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%
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio		3.29%3.33%3.09%2.96%2.35%2.58%1.66%2.96%3.02%2.77%1.56%2.16%

Drawdowns

SSGLX vs. SSGVX - Drawdown Comparison

The maximum SSGLX drawdown since its inception was -35.88%, roughly equal to the maximum SSGVX drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SSGLX and SSGVX.

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Drawdown Indicators

SSGLXSSGVXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-35.79%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.22%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

-30.03%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-35.79%

-0.09%

Current Drawdown

Current decline from peak

-9.15%

-9.15%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.32%

-7.83%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.87%

0.00%

Volatility

SSGLX vs. SSGVX - Volatility Comparison

State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) have volatilities of 6.71% and 6.71%, 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

SSGLXSSGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.71%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

10.17%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

15.56%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

14.58%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

282.23%

-266.08%