SSGVX vs. SSSYX
SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) and SSSYX (State Street Equity 500 Index Fund Class K) are both mutual funds - SSGVX is a Foreign Large Cap Equities fund managed by State Street, while SSSYX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, SSGVX returned 38.32%/yr vs 15.61%/yr for SSSYX. A 0.70 correlation means they provide meaningful diversification when combined. SSGVX charges 0.05%/yr vs 0.02%/yr for SSSYX.
Performance
SSGVX vs. SSSYX - Performance Comparison
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Returns By Period
In the year-to-date period, SSGVX achieves a 14.99% return, which is significantly higher than SSSYX's 11.69% return. Over the past 10 years, SSGVX has outperformed SSSYX with an annualized return of 38.32%, while SSSYX has yielded a comparatively lower 15.61% 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%
SSSYX
- 1D
- 0.14%
- 1M
- 5.79%
- YTD
- 11.69%
- 6M
- 11.73%
- 1Y
- 28.94%
- 3Y*
- 22.73%
- 5Y*
- 14.24%
- 10Y*
- 15.61%
SSGVX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | 11.69% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Correlation
The correlation between SSGVX and SSSYX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.70 |
The correlation between SSGVX and SSSYX has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
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Return for Risk
SSGVX vs. SSSYX — Risk / Return Rank
SSGVX
SSSYX
SSGVX vs. SSSYX - 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 Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.46 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.36 | -0.46 |
| Martin ratioReturn relative to average drawdown | 11.24 | 15.69 | -4.44 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.52 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.85 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.13 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.12 | 0.00 |
Drawdowns
SSGVX vs. SSSYX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SSGVX and SSSYX.
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Drawdown Indicators
| SSGVX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -91.48% | +55.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -8.88% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -18.74% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -24.49% | -5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -91.48% | +55.69% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -4.15% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.90% | +0.98% |
Volatility
SSGVX vs. SSSYX - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 4.55% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 2.82%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 2.82% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 8.96% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 11.85% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 16.88% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.29% | 124.46% | +157.83% |
SSGVX vs. SSSYX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is higher than SSSYX's 0.02% expense ratio. However, 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. SSSYX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.89%, more than SSSYX's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.29% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Frequently Asked Questions
SSGVX and SSSYX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGVX has higher volatility (4.55%) compared to SSSYX (2.82%). In terms of maximum drawdown, SSGVX dropped -35.79% vs SSSYX's -91.48%.
SSSYX currently has the higher Sharpe Ratio (2.52 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.
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