SSGVX vs. SCHK
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Schwab 1000 Index ETF (SCHK).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. SCHK is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Oct 11, 2017.
Performance
SSGVX vs. SCHK - Performance Comparison
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SSGVX vs. SCHK - 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% | 3.40% |
SCHK Schwab 1000 Index ETF | -3.51% | 17.23% | 24.48% | 26.63% | -19.51% | 26.17% | 20.75% | 31.31% | -5.09% | 5.07% |
Returns By Period
In the year-to-date period, SSGVX achieves a 1.29% return, which is significantly higher than SCHK's -3.51% 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%
SCHK
- 1D
- 0.73%
- 1M
- -4.38%
- YTD
- -3.51%
- 6M
- -1.54%
- 1Y
- 18.17%
- 3Y*
- 18.37%
- 5Y*
- 11.09%
- 10Y*
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SSGVX vs. SCHK - Expense Ratio Comparison
Both SSGVX and SCHK 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. SCHK — Risk / Return Rank
SSGVX
SCHK
SSGVX vs. SCHK - 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 Schwab 1000 Index ETF (SCHK). 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 | SCHK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.98 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.50 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.51 | +0.84 |
Martin ratioReturn relative to average drawdown | 9.19 | 7.17 | +2.02 |
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 | SCHK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.98 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.65 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.69 | -0.58 |
Correlation
The correlation between SSGVX and SCHK is 0.71, 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. SCHK - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.29%, more than SCHK's 1.16% 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% |
SCHK Schwab 1000 Index ETF | 1.16% | 1.09% | 1.20% | 1.38% | 1.57% | 1.17% | 1.58% | 1.82% | 1.80% | 0.31% | 0.00% | 0.00% |
Drawdowns
SSGVX vs. SCHK - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, roughly equal to the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for SSGVX and SCHK.
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Drawdown Indicators
| SSGVX | SCHK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -34.80% | -0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.31% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -25.44% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | — | — |
Current DrawdownCurrent decline from peak | -9.15% | -5.55% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -5.27% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.60% | +0.27% |
Volatility
SSGVX vs. SCHK - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 6.71% compared to Schwab 1000 Index ETF (SCHK) at 5.49%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | SCHK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.49% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 9.80% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 18.61% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.24% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 19.23% | +263.00% |