SSGVX vs. SSASX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and State Street Income Fund (SSASX).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. SSASX is managed by State Street. It was launched on Jan 2, 1980.
Performance
SSGVX vs. SSASX - Performance Comparison
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SSGVX vs. SSASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | -0.63% | 32.69% | 5.01% | 15.71% | -16.42% | -0.37% |
SSASX State Street Income Fund | -0.61% | 7.49% | -0.95% | 4.83% | -13.74% | 0.59% |
Returns By Period
The year-to-date returns for both investments are quite close, with SSGVX having a -0.63% return and SSASX slightly higher at -0.61%.
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%
SSASX
- 1D
- 0.51%
- 1M
- -2.48%
- YTD
- -0.61%
- 6M
- 0.37%
- 1Y
- 3.71%
- 3Y*
- 2.41%
- 5Y*
- —
- 10Y*
- —
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SSGVX vs. SSASX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than SSASX's 0.20% 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%.
Return for Risk
SSGVX vs. SSASX — Risk / Return Rank
SSGVX
SSASX
SSGVX vs. SSASX - 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 State Street Income Fund (SSASX). 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 | SSASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.90 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.28 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.16 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.58 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.92 | 4.37 | +3.55 |
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 | SSASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.90 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
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 | -0.12 | +0.23 |
Correlation
The correlation between SSGVX and SSASX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SSGVX vs. SSASX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.35%, less than SSASX's 3.66% 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 | 3.35% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
SSASX State Street Income Fund | 3.66% | 4.01% | 2.76% | 2.86% | 2.48% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSGVX vs. SSASX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, which is greater than SSASX's maximum drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for SSGVX and SSASX.
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Drawdown Indicators
| SSGVX | SSASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -19.65% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -3.12% | -8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | — | — |
Current DrawdownCurrent decline from peak | -10.87% | -5.84% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -9.83% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 1.13% | +1.71% |
Volatility
SSGVX vs. SSASX - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 6.43% compared to State Street Income Fund (SSASX) at 1.60%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than SSASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | SSASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 1.60% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 2.76% | +7.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 4.82% | +10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 6.56% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 6.56% | +275.67% |