SSGVX vs. SSGJX

Last updated Apr 1, 2026

Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX).

SSGVX is managed by State Street. It was launched on Sep 17, 2014. SSGJX is managed by State Street. It was launched on Sep 17, 2014.

Performance

SSGVX vs. SSGJX - 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 State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX). The values are adjusted to include any dividend payments, if applicable.

SSGVX vs. SSGJX - 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%
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund	-0.66%	32.51%	4.92%	15.59%	-16.57%	8.21%	-88.91%	21.27%	-14.19%	27.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with SSGVX having a -0.63% return and SSGJX slightly lower at -0.66%. Over the past 10 years, SSGVX has outperformed SSGJX with an annualized return of 36.75%, while SSGJX has yielded a comparatively lower -13.85% 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%

SSGJX

• 1D: 0.39%
• 1M: -10.88%
• YTD: -0.66%
• 6M: 4.03%
• 1Y: 24.76%
• 3Y*: 14.32%
• 5Y*: 6.81%
• 10Y*: -13.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSGVX vs. SSGJX - Expense Ratio Comparison

SSGVX has a 0.05% expense ratio, which is lower than SSGJX's 0.27% 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%.

SSGJX

State Street Global All Cap Equity ex-U.S. Index Fund

SSGVX

State Street Global All Cap Equity ex-U.S.Index Portfolio

Return for Risk

SSGVX vs. SSGJX — Risk / Return Rank

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

SSGVX

SSGVX Risk / Return Rank: 82
SSGVX Sharpe Ratio Rank: 83
SSGVX Sortino Ratio Rank: 83
SSGVX Omega Ratio Rank: 82
SSGVX Calmar Ratio Rank: 83
SSGVX Martin Ratio Rank: 80

SSGJX

SSGJX Risk / Return Rank: 82
SSGJX Sharpe Ratio Rank: 83
SSGJX Sortino Ratio Rank: 83
SSGJX Omega Ratio Rank: 82
SSGJX Calmar Ratio Rank: 82
SSGJX Martin Ratio Rank: 80

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. SSGJX - 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 Global All Cap Equity ex-U.S. Index Fund (SSGJX). 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	SSGJX	Difference
Sharpe ratio Return per unit of total volatility	1.56	1.55	+0.01
Sortino ratio Return per unit of downside risk	2.12	2.11	+0.01
Omega ratio Gain probability vs. loss probability	1.32	1.32	0.00
Calmar ratio Return relative to maximum drawdown	2.00	1.98	+0.02
Martin ratio Return relative to average drawdown	7.92	7.84	+0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSGVX vs. SSGJX - Sharpe Ratio Comparison

The current SSGVX Sharpe Ratio is 1.56, which is comparable to the SSGJX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SSGVX and SSGJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSGVX	SSGJX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	1.55	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.47	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	-0.43	+0.56
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	-0.43	+0.55

Correlation

The correlation between SSGVX and SSGJX is 0.99, 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. SSGJX - Dividend Comparison

SSGVX's dividend yield for the trailing twelve months is around 3.35%, less than SSGJX's 4.37% 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%
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund	4.37%	4.34%	4.43%	2.93%	2.73%	4.07%	1.57%	4.69%	8.03%	3.98%	1.52%	2.09%

Drawdowns

SSGVX vs. SSGJX - Drawdown Comparison

The maximum SSGVX drawdown since its inception was -35.79%, smaller than the maximum SSGJX drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for SSGVX and SSGJX.

Drawdown Indicators

	SSGVX	SSGJX	Difference
Max Drawdown Largest peak-to-trough decline	-35.79%	-92.55%	+56.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.22%	-11.23%	+0.01%
Max Drawdown (5Y) Largest decline over 5 years	-30.03%	-30.19%	+0.16%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	-92.55%	+56.76%
Current Drawdown Current decline from peak	-10.87%	-84.52%	+73.65%
Average Drawdown Average peak-to-trough decline	-7.83%	-50.13%	+42.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.84%	0.00%

Volatility

SSGVX vs. SSGJX - Volatility Comparison

State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) have volatilities of 6.43% and 6.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSGVX	SSGJX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.43%	6.44%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	10.02%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	15.49%	15.49%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	14.49%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	282.23%	32.51%	+249.72%