SSGVX vs. SSGJX
SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) and SSGJX (State Street Global All Cap Equity ex-U.S. Index Fund) are both Foreign Large Cap Equities funds from State Street. Over the past 10 years, SSGVX returned 38.32%/yr vs -12.87%/yr for SSGJX. With a 0.99 correlation, they move nearly in lockstep. SSGVX charges 0.05%/yr vs 0.27%/yr for SSGJX.
Performance
SSGVX vs. SSGJX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SSGVX having a 14.99% return and SSGJX slightly lower at 14.94%. Over the past 10 years, SSGVX has outperformed SSGJX with an annualized return of 38.32%, while SSGJX has yielded a comparatively lower -12.87% annualized return.
SSGVX
- 1D
- 0.67%
- 1M
- 4.89%
- YTD
- 14.99%
- 6M
- 18.12%
- 1Y
- 32.80%
- 3Y*
- 19.72%
- 5Y*
- 8.69%
- 10Y*
- 38.32%
SSGJX
- 1D
- 0.68%
- 1M
- 4.88%
- YTD
- 14.94%
- 6M
- 18.01%
- 1Y
- 32.61%
- 3Y*
- 19.58%
- 5Y*
- 8.53%
- 10Y*
- -12.87%
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 | 14.99% | 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 | 14.94% | 32.51% | 4.92% | 15.59% | -16.57% | 8.21% | -88.91% | 21.27% | -14.19% | 27.00% |
Correlation
The correlation between SSGVX and SSGJX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.99 |
The correlation between SSGVX and SSGJX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
SSGVX vs. SSGJX — Risk / Return Rank
SSGVX
SSGJX
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 ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.46 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.88 | +0.02 |
| Martin ratioReturn relative to average drawdown | 11.24 | 11.16 | +0.08 |
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 | SSGJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.39 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.58 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | -0.40 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | -0.39 | +0.51 |
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.
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Drawdown Indicators
| SSGVX | SSGJX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -13.54% | -13.61% | +0.07% |
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 DrawdownCurrent decline from peak | 0.00% | -82.09% | +82.09% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -50.62% | +42.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.89% | -0.01% |
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 4.55% and 4.56%, 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.
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Volatility by Period
| SSGVX | SSGJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 4.56% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 11.38% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 13.56% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 14.74% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.29% | 32.57% | +249.72% |
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%.
Dividends
SSGVX vs. SSGJX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.89%, less than SSGJX's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 3.78% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.89% | 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
With a correlation of 1.00, SSGVX and SSGJX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SSGJX has higher volatility (4.56%) compared to SSGVX (4.55%). In terms of maximum drawdown, SSGVX dropped -35.79% vs SSGJX's -92.55%.
SSGVX currently has the higher Sharpe Ratio (2.40 vs 2.39), 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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