SSGVX vs. RERGX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. RERGX is managed by American Funds.
Performance
SSGVX vs. RERGX - Performance Comparison
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SSGVX vs. RERGX - 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 | 1.29% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | -2.84% | 29.34% | 3.00% | 16.11% | -22.77% | 2.84% | 25.27% | 27.40% | -17.33% | 31.19% |
Returns By Period
In the year-to-date period, SSGVX achieves a 1.29% return, which is significantly higher than RERGX's -2.84% return. Over the past 10 years, SSGVX has outperformed RERGX with an annualized return of 37.01%, while RERGX has yielded a comparatively lower 7.97% annualized return.
SSGVX
- 1D
- 1.93%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.30%
- 1Y
- 26.86%
- 3Y*
- 15.17%
- 5Y*
- 7.10%
- 10Y*
- 37.01%
RERGX
- 1D
- 2.76%
- 1M
- -8.17%
- YTD
- -2.84%
- 6M
- 0.96%
- 1Y
- 21.57%
- 3Y*
- 11.01%
- 5Y*
- 3.33%
- 10Y*
- 7.97%
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SSGVX vs. RERGX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than RERGX's 0.46% expense ratio.
Return for Risk
SSGVX vs. RERGX — Risk / Return Rank
SSGVX
RERGX
SSGVX vs. RERGX - 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 American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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 | RERGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 1.38 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.87 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.68 | +0.67 |
Martin ratioReturn relative to average drawdown | 9.19 | 6.37 | +2.82 |
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 | RERGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.38 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.20 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.48 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.38 | -0.26 |
Correlation
The correlation between SSGVX and RERGX is 0.90, 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. RERGX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.29%, less than RERGX's 14.36% 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 | 3.29% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 14.36% | 13.95% | 4.96% | 3.95% | 2.02% | 10.19% | 0.41% | 3.14% | 3.17% | 4.99% | 1.64% | 3.43% |
Drawdowns
SSGVX vs. RERGX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, roughly equal to the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for SSGVX and RERGX.
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Drawdown Indicators
| SSGVX | RERGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -37.30% | +1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.52% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -37.30% | +7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -37.30% | +1.51% |
Current DrawdownCurrent decline from peak | -9.15% | -10.11% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -9.28% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.30% | -0.43% |
Volatility
SSGVX vs. RERGX - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 6.71%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 7.27%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | RERGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 7.27% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 11.54% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 16.40% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 16.48% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 16.80% | +265.43% |