SSGVX vs. SCHK
SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) and SCHK (Schwab 1000 Index ETF) are both funds - SSGVX is a Foreign Large Cap Equities fund managed by State Street, while SCHK is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Over the past 5 years, SSGVX returned 8.80%/yr vs 12.06%/yr for SCHK. Their 0.71 correlation means they have sometimes moved together and sometimes differently. SSGVX charges 0.05%/yr vs 0.03%/yr for SCHK.
Performance
SSGVX vs. SCHK - Performance Comparison
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Returns By Period
In the year-to-date period, SSGVX achieves a 12.83% return, which is significantly higher than SCHK's 10.36% return.
SSGVX
- 1D
- 2.99%
- 1M
- -0.39%
- 6M
- 6.34%
- YTD
- 12.83%
- 1Y
- 28.10%
- 3Y*
- 16.90%
- 5Y*
- 8.80%
- 10Y*
- 37.71%
- ALL TIME*
- 29.80%
SCHK
- 1D
- 0.61%
- 1M
- 0.08%
- 6M
- 8.83%
- YTD
- 10.36%
- 1Y
- 21.37%
- 3Y*
- 19.19%
- 5Y*
- 12.06%
- 10Y*
- —
- ALL TIME*
- 14.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.76M | $27.18M | $27.56M | |
| $0.00 | $0.00 | $0.00 |
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 | 12.83% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 3.60% |
SCHK Schwab 1000 Index ETF | 10.36% | 17.23% | 24.48% | 26.63% | -19.51% | 26.17% | 20.75% | 31.31% | -5.09% | 5.24% |
Correlation
The correlation between SSGVX and SCHK is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2017 | 0.71 |
The correlation between SSGVX and SCHK has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSGVX | SCHK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.17 | +0.14 |
| Martin ratioReturn relative to average drawdown | 8.49 | 9.29 | -0.80 |
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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% | -8.97% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -19.21% | +5.67% |
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 | -2.45% | -1.35% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -5.12% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.09% | +0.95% |
Volatility
SSGVX vs. SCHK - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 4.87% compared to Schwab 1000 Index ETF (SCHK) at 3.51%. 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 | 4.87% | 3.51% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 10.29% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 13.13% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 17.34% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 19.04% | +263.19% |
SSGVX vs. SCHK - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is higher than SCHK's 0.03% 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. SCHK - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.95%, more than SCHK's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHK Schwab 1000 Index ETF | 1.04% | 1.09% | 1.20% | 1.38% | 1.57% | 1.17% | 1.58% | 1.82% | 1.80% | 0.31% | 0.00% | 0.00% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.95% | 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 SCHK have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGVX has higher volatility (4.87%) compared to SCHK (3.51%). In terms of maximum drawdown, SSGVX dropped -35.79% vs SCHK's -34.80%.
SSGVX currently has the higher Sharpe Ratio (1.70 vs 1.48), 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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