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SSGVX vs. SCHK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSGVX vs. SCHK - 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 Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

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SSGVX vs. SCHK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
-0.63%32.69%5.01%15.71%-16.42%8.42%1,010.40%21.71%-14.01%3.40%
SCHK
Schwab 1000 Index ETF
-4.21%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 -0.63% return, which is significantly higher than SCHK's -4.21% return.


SSGVX

1D
0.39%
1M
-10.87%
YTD
-0.63%
6M
4.13%
1Y
24.93%
3Y*
14.44%
5Y*
6.96%
10Y*
36.75%

SCHK

1D
2.99%
1M
-4.99%
YTD
-4.21%
6M
-1.89%
1Y
17.74%
3Y*
18.08%
5Y*
10.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SSGVX
SSGVX Risk / Return Rank: 8282
Overall Rank
SSGVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 8282
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 8080
Martin Ratio Rank

SCHK
SCHK Risk / Return Rank: 6464
Overall Rank
SCHK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHK Omega Ratio Rank: 6464
Omega Ratio Rank
SCHK Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCHK Martin Ratio Rank: 7474
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. 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.


SSGVXSCHKDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.96

+0.60

Sortino ratio

Return per unit of downside risk

2.12

1.47

+0.65

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

2.00

1.50

+0.51

Martin ratio

Return relative to average drawdown

7.92

7.15

+0.76

SSGVX vs. SCHK - Sharpe Ratio Comparison

The current SSGVX Sharpe Ratio is 1.56, which is higher than the SCHK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SSGVX and SCHK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSGVXSCHKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.96

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.64

-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

-0.57

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 3.35%, more than SCHK's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
3.35%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
1.17%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


SSGVXSCHKDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.87%

-6.24%

-4.63%

Average Drawdown

Average peak-to-trough decline

-7.83%

-5.27%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.57%

+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 6.43% compared to Schwab 1000 Index ETF (SCHK) at 5.46%. 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


SSGVXSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

5.46%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

9.78%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

18.60%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

17.25%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

282.23%

19.24%

+262.99%