PortfoliosLab logoPortfoliosLab logo
SSGVX vs. BTMKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSGVX vs. BTMKX - 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 Portfolio (SSGVX) and iShares MSCI EAFE International Index Fund (BTMKX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SSGVX achieves a 15.45% return, which is significantly higher than BTMKX's 10.68% return. Over the past 10 years, SSGVX has outperformed BTMKX with an annualized return of 38.45%, while BTMKX has yielded a comparatively lower 9.67% annualized return.


SSGVX

1D
0.60%
1M
2.88%
YTD
15.45%
6M
16.31%
1Y
33.42%
3Y*
18.56%
5Y*
9.22%
10Y*
38.45%

BTMKX

1D
0.80%
1M
2.00%
YTD
10.68%
6M
11.08%
1Y
25.47%
3Y*
16.39%
5Y*
9.52%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSGVX vs. BTMKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
15.45%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
10.68%31.70%3.70%18.37%-14.04%11.30%8.07%21.96%-13.38%25.17%

Correlation

The correlation between SSGVX and BTMKX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2014

0.88

The correlation between SSGVX and BTMKX shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SSGVX vs. BTMKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSGVX
SSGVX Risk / Return Rank: 6767
Overall Rank
SSGVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 7373
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 5959
Martin Ratio Rank

BTMKX
BTMKX Risk / Return Rank: 3636
Overall Rank
BTMKX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 3434
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 4040
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.

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.

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.


SSGVXBTMKXDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.43

1.28

+0.15

Calmar ratioReturn relative to maximum drawdown

2.90

2.17

+0.73

Martin ratioReturn relative to average drawdown

11.10

8.11

+2.99

SSGVX vs. BTMKX - Sharpe Ratio Comparison

The current SSGVX Sharpe Ratio is 2.26, which is higher than the BTMKX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SSGVX and BTMKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


SSGVXBTMKXDifference

Max Drawdown

Largest 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 (3Y)

Largest decline over 3 years

-13.54%

-13.66%

+0.12%

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 Drawdown

Current decline from peak

-0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.72%

-7.74%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.02%

-0.10%

Volatility

SSGVX vs. BTMKX - Volatility Comparison

State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 5.79% compared to iShares MSCI EAFE International Index Fund (BTMKX) at 4.99%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SSGVXBTMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

4.99%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

12.94%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

15.58%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

16.25%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

282.18%

16.67%

+265.51%

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%.


Dividends

SSGVX vs. BTMKX - Dividend Comparison

SSGVX's dividend yield for the trailing twelve months is around 2.88%, less than BTMKX's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
BTMKX
iShares MSCI EAFE International Index Fund
3.38%3.74%3.43%3.19%2.80%3.06%1.99%3.34%4.58%2.45%2.85%2.42%
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
2.88%3.33%3.09%2.96%2.35%2.58%1.66%2.96%3.02%2.77%1.56%2.16%

Frequently Asked Questions


SSGVX and BTMKX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSGVX has higher volatility (5.79%) compared to BTMKX (4.99%). In terms of maximum drawdown, SSGVX dropped -35.79% vs BTMKX's -33.92%.

SSGVX currently has the higher Sharpe Ratio (2.26 vs 1.57), 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 SSGVX and BTMKX

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

Open Portfolio Optimizer