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SSGVX vs. SSGLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSGVX vs. SSGLX - 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 Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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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 SSGLX slightly lower at 14.98%. Over the past 10 years, SSGVX has outperformed SSGLX with an annualized return of 38.32%, while SSGLX has yielded a comparatively lower 9.82% 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%

SSGLX

1D
0.67%
1M
4.89%
YTD
14.98%
6M
18.09%
1Y
32.74%
3Y*
19.68%
5Y*
8.65%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSGVX vs. SSGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
14.98%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Correlation

The correlation between SSGVX and SSGLX 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 SSGLX 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. SSGLX — Risk / Return Rank

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

SSGVX
SSGVX Risk / Return Rank: 6262
Overall Rank
SSGVX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 6767
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 5656
Martin Ratio Rank

SSGLX
SSGLX Risk / Return Rank: 6262
Overall Rank
SSGLX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 6767
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 5656
Martin Ratio Rank
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. SSGLX - 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 Class K (SSGLX). 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.


SSGVXSSGLXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.46

1.46

0.00

Calmar ratioReturn relative to maximum drawdown

2.90

2.89

+0.01

Martin ratioReturn relative to average drawdown

11.24

11.22

+0.02

SSGVX vs. SSGLX - Sharpe Ratio Comparison

The current SSGVX Sharpe Ratio is 2.40, which is comparable to the SSGLX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SSGVX and SSGLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SSGVXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.40

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.59

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.61

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.45

-0.33

Drawdowns

SSGVX vs. SSGLX - Drawdown Comparison

The maximum SSGVX drawdown since its inception was -35.79%, roughly equal to the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SSGVX and SSGLX.


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Drawdown Indicators


SSGVXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-35.88%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.22%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-13.56%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-30.08%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-35.88%

+0.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.75%

-8.23%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.88%

0.00%

Volatility

SSGVX vs. SSGLX - 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 Class K (SSGLX) have volatilities of 4.55% and 4.55%, 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


SSGVXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.55%

0.00%

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%

16.24%

+266.05%

SSGVX vs. SSGLX - Expense Ratio Comparison

SSGVX has a 0.05% expense ratio, which is lower than SSGLX's 0.07% 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. SSGLX - Dividend Comparison

SSGVX's dividend yield for the trailing twelve months is around 2.89%, less than SSGLX's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
3.84%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%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 SSGLX 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.

SSGLX has higher volatility (4.55%) compared to SSGVX (4.55%). In terms of maximum drawdown, SSGVX dropped -35.79% vs SSGLX's -35.88%.

SSGVX currently has the higher Sharpe Ratio (2.40 vs 2.40), 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.

Portfolio Optimizer

Find the right allocation for SSGVX and SSGLX

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