SSGLX vs. VGPMX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) and Vanguard Global Capital Cycles Fund (VGPMX).
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. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
SSGLX vs. VGPMX - Performance Comparison
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SSGLX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, SSGLX achieves a -0.64% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, SSGLX has underperformed VGPMX with an annualized return of 8.58%, while VGPMX has yielded a comparatively higher 12.39% 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%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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SSGLX vs. VGPMX - Expense Ratio Comparison
SSGLX has a 0.07% expense ratio, which is lower than VGPMX's 0.36% expense ratio.
Return for Risk
SSGLX vs. VGPMX — Risk / Return Rank
SSGLX
VGPMX
SSGLX vs. VGPMX - 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 Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 2.94 | -1.39 |
Sortino ratioReturn per unit of downside risk | 2.12 | 3.51 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.56 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 4.24 | -2.25 |
Martin ratioReturn relative to average drawdown | 7.90 | 17.59 | -9.69 |
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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.94 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.12 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.25 | +0.12 |
Correlation
The correlation between SSGLX and VGPMX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSGLX vs. VGPMX - Dividend Comparison
SSGLX's dividend yield for the trailing twelve months is around 4.44%, more than VGPMX's 3.73% 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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
SSGLX vs. VGPMX - Drawdown Comparison
The maximum SSGLX drawdown since its inception was -35.88%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for SSGLX and VGPMX.
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Drawdown Indicators
| SSGLX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.88% | -78.85% | +42.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.80% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -22.71% | -7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -54.59% | +18.71% |
Current DrawdownCurrent decline from peak | -10.87% | -10.73% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -34.69% | +26.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.09% | -0.25% |
Volatility
SSGLX vs. VGPMX - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) is 6.44%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that SSGLX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGLX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 7.56% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 13.14% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 19.28% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 17.15% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 21.65% | -5.50% |