SSGVX vs. BTMKX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and iShares MSCI EAFE International Index Fund (BTMKX).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. BTMKX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Apr 1, 2011.
Performance
SSGVX vs. BTMKX - Performance Comparison
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SSGVX vs. BTMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | -0.63% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
BTMKX iShares MSCI EAFE International Index Fund | -1.91% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.38% | 25.17% |
Returns By Period
In the year-to-date period, SSGVX achieves a -0.63% return, which is significantly higher than BTMKX's -1.91% return. Over the past 10 years, SSGVX has outperformed BTMKX with an annualized return of 36.75%, while BTMKX has yielded a comparatively lower 8.60% annualized return.
SSGVX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.63%
- 6M
- 4.13%
- 1Y
- 24.93%
- 3Y*
- 14.44%
- 5Y*
- 6.96%
- 10Y*
- 36.75%
BTMKX
- 1D
- 0.32%
- 1M
- -10.83%
- YTD
- -1.91%
- 6M
- 2.37%
- 1Y
- 19.63%
- 3Y*
- 13.45%
- 5Y*
- 7.95%
- 10Y*
- 8.60%
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SSGVX vs. BTMKX - Expense Ratio Comparison
Both SSGVX and BTMKX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SSGVX vs. BTMKX — Risk / Return Rank
SSGVX
BTMKX
SSGVX vs. BTMKX - 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 Portfolio (SSGVX) and iShares MSCI EAFE International Index Fund (BTMKX). 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.
| SSGVX | BTMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.09 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.53 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.54 | +0.46 |
Martin ratioReturn relative to average drawdown | 7.92 | 5.89 | +2.03 |
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
| SSGVX | BTMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.09 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.50 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.52 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.35 | -0.24 |
Correlation
The correlation between SSGVX and BTMKX is 0.89, 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
SSGVX vs. BTMKX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.35%, less than BTMKX's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 3.35% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
BTMKX iShares MSCI EAFE International Index Fund | 3.82% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
Drawdowns
SSGVX vs. BTMKX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for SSGVX and BTMKX.
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Drawdown Indicators
| SSGVX | BTMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -33.92% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -11.30% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -29.23% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -33.92% | -1.87% |
Current DrawdownCurrent decline from peak | -10.87% | -10.88% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -7.82% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.96% | -0.12% |
Volatility
SSGVX vs. BTMKX - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 6.43%, while iShares MSCI EAFE International Index Fund (BTMKX) has a volatility of 7.07%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | BTMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 7.07% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 10.81% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 16.98% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 15.95% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 16.58% | +265.65% |