SSGVX vs. SSBWX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and State Street Target Retirement 2030 Fund (SSBWX).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. SSBWX is managed by State Street. It was launched on Sep 29, 2014.
Performance
SSGVX vs. SSBWX - Performance Comparison
Loading graphics...
SSGVX vs. SSBWX - 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 | -0.63% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
SSBWX State Street Target Retirement 2030 Fund | -2.15% | 15.92% | 9.76% | 15.66% | -17.17% | 10.75% | 17.27% | 22.52% | -6.23% | 16.05% |
Returns By Period
In the year-to-date period, SSGVX achieves a -0.63% return, which is significantly higher than SSBWX's -2.15% return. Over the past 10 years, SSGVX has outperformed SSBWX with an annualized return of 36.75%, while SSBWX has yielded a comparatively lower 8.20% annualized 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%
SSBWX
- 1D
- 0.22%
- 1M
- -5.86%
- YTD
- -2.15%
- 6M
- -0.22%
- 1Y
- 12.47%
- 3Y*
- 10.79%
- 5Y*
- 5.35%
- 10Y*
- 8.20%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSGVX vs. SSBWX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than SSBWX's 0.15% 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. SSBWX — Risk / Return Rank
SSGVX
SSBWX
SSGVX vs. SSBWX - 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 Target Retirement 2030 Fund (SSBWX). 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 | SSBWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.26 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.82 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.54 | +0.46 |
Martin ratioReturn relative to average drawdown | 7.92 | 7.23 | +0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSGVX | SSBWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.26 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.51 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.73 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.65 | -0.54 |
Correlation
The correlation between SSGVX and SSBWX is 0.86, 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. SSBWX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.35%, less than SSBWX's 7.06% 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% |
SSBWX State Street Target Retirement 2030 Fund | 7.06% | 6.91% | 6.16% | 4.11% | 5.78% | 6.18% | 4.92% | 6.65% | 5.24% | 0.46% | 1.75% | 2.11% |
Drawdowns
SSGVX vs. SSBWX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, which is greater than SSBWX's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SSGVX and SSBWX.
Loading graphics...
Drawdown Indicators
| SSGVX | SSBWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -23.73% | -12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -7.59% | -3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -23.73% | -6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -23.73% | -12.06% |
Current DrawdownCurrent decline from peak | -10.87% | -5.99% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -4.22% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 1.62% | +1.22% |
Volatility
SSGVX vs. SSBWX - 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 Target Retirement 2030 Fund (SSBWX) at 3.32%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than SSBWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSGVX | SSBWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 3.32% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 5.53% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 10.00% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 10.62% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 11.31% | +270.92% |