SSGVX vs. IXUS
SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) and IXUS (iShares Core MSCI Total International Stock ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, SSGVX returned 38.32%/yr vs 9.78%/yr for IXUS. Their correlation of 0.89 suggests significant overlap in exposure. SSGVX charges 0.05%/yr vs 0.07%/yr for IXUS.
Performance
SSGVX vs. IXUS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SSGVX having a 14.99% return and IXUS slightly lower at 14.51%. Over the past 10 years, SSGVX has outperformed IXUS with an annualized return of 38.32%, while IXUS has yielded a comparatively lower 9.78% 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%
IXUS
- 1D
- -1.01%
- 1M
- 4.91%
- YTD
- 14.51%
- 6M
- 17.16%
- 1Y
- 32.15%
- 3Y*
- 19.44%
- 5Y*
- 8.38%
- 10Y*
- 9.78%
SSGVX vs. IXUS - 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% |
IXUS iShares Core MSCI Total International Stock ETF | 14.51% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
Correlation
The correlation between SSGVX and IXUS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.89 |
The correlation between SSGVX and IXUS has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
SSGVX vs. IXUS — Risk / Return Rank
SSGVX
IXUS
SSGVX vs. IXUS - 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 Core MSCI Total International Stock ETF (IXUS). 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 | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.84 | +0.05 |
| Martin ratioReturn relative to average drawdown | 11.24 | 11.13 | +0.11 |
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 | IXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.10 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.52 | +0.07 |
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 | 0.49 | -0.38 |
Drawdowns
SSGVX vs. IXUS - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, roughly equal to the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for SSGVX and IXUS.
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Drawdown Indicators
| SSGVX | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -36.22% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -11.36% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -13.75% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -30.04% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -36.22% | +0.43% |
Current DrawdownCurrent decline from peak | 0.00% | -1.01% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -7.50% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.90% | -0.02% |
Volatility
SSGVX vs. IXUS - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 4.55%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 5.64%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 5.64% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 13.16% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 15.37% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 16.21% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.29% | 17.07% | +265.22% |
SSGVX vs. IXUS - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than IXUS's 0.07% expense ratio. Despite the difference, 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. IXUS - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.89%, more than IXUS's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 2.83% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
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 IXUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXUS has higher volatility (5.64%) compared to SSGVX (4.55%). In terms of maximum drawdown, SSGVX dropped -35.79% vs IXUS's -36.22%.
SSGVX currently has the higher Sharpe Ratio (2.40 vs 2.10), 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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