SSGVX vs. FIGSX
SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) and FIGSX (Fidelity Series International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SSGVX returned 38.32%/yr vs 10.19%/yr for FIGSX. Their correlation of 0.85 suggests significant overlap in exposure. SSGVX charges 0.05%/yr vs 0.01%/yr for FIGSX.
Performance
SSGVX vs. FIGSX - Performance Comparison
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Returns By Period
In the year-to-date period, SSGVX achieves a 14.99% return, which is significantly higher than FIGSX's 7.48% return. Over the past 10 years, SSGVX has outperformed FIGSX with an annualized return of 38.32%, while FIGSX has yielded a comparatively lower 10.19% annualized return.
SSGVX
- 1D
- 0.67%
- 1M
- 4.89%
- YTD
- 14.99%
- 6M
- 18.12%
- 1Y
- 32.80%
- 3Y*
- 19.72%
- 5Y*
- 8.69%
- 10Y*
- 38.32%
FIGSX
- 1D
- 1.23%
- 1M
- 3.27%
- YTD
- 7.48%
- 6M
- 8.70%
- 1Y
- 15.33%
- 3Y*
- 13.32%
- 5Y*
- 6.48%
- 10Y*
- 10.19%
SSGVX vs. FIGSX - 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 | 14.99% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
FIGSX Fidelity Series International Growth Fund | 7.48% | 19.12% | 5.93% | 21.74% | -22.87% | 16.61% | 18.52% | 35.59% | -10.97% | 30.21% |
Correlation
The correlation between SSGVX and FIGSX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.85 |
The correlation between SSGVX and FIGSX shifts across timeframes, from 0.75 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SSGVX vs. FIGSX — Risk / Return Rank
SSGVX
FIGSX
SSGVX vs. FIGSX - 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 Fidelity Series International Growth Fund (FIGSX). 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 | FIGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.16 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.10 | +1.80 |
| Martin ratioReturn relative to average drawdown | 11.24 | 4.07 | +7.17 |
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 | FIGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.84 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.36 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.57 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.51 | -0.39 |
Drawdowns
SSGVX vs. FIGSX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, roughly equal to the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for SSGVX and FIGSX.
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Drawdown Indicators
| SSGVX | FIGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -34.47% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -13.89% | +2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -16.29% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -34.47% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -34.47% | -1.32% |
Current DrawdownCurrent decline from peak | 0.00% | -2.14% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -6.46% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.75% | -0.87% |
Volatility
SSGVX vs. FIGSX - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 4.55%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 7.37%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | FIGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 7.37% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 15.91% | -4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 18.26% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 18.04% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.29% | 17.81% | +264.48% |
SSGVX vs. FIGSX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is higher than FIGSX's 0.01% 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%.
Dividends
SSGVX vs. FIGSX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.89%, less than FIGSX's 8.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGSX Fidelity Series International Growth Fund | 8.07% | 8.67% | 4.29% | 1.27% | 3.53% | 8.33% | 16.24% | 3.64% | 7.47% | 3.14% | 2.54% | 3.54% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.89% | 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 FIGSX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIGSX has higher volatility (7.37%) compared to SSGVX (4.55%). In terms of maximum drawdown, SSGVX dropped -35.79% vs FIGSX's -34.47%.
SSGVX currently has the higher Sharpe Ratio (2.40 vs 0.84), 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.
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