Correlation
The correlation between SSGVX and VBAIX is 0.71, 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.
SSGVX vs. VBAIX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard Balanced Index Fund Institutional Shares (VBAIX).
SSGVX is managed by State Street Global Advisors. It was launched on Sep 17, 2014. VBAIX is managed by Vanguard. It was launched on Dec 1, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSGVX or VBAIX.
Performance
SSGVX vs. VBAIX - Performance Comparison
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Key characteristics
SSGVX:
0.91
VBAIX:
0.91
SSGVX:
1.18
VBAIX:
1.26
SSGVX:
1.17
VBAIX:
1.18
SSGVX:
0.91
VBAIX:
0.87
SSGVX:
2.70
VBAIX:
3.37
SSGVX:
4.54%
VBAIX:
3.03%
SSGVX:
15.43%
VBAIX:
12.20%
SSGVX:
-35.80%
VBAIX:
-35.82%
SSGVX:
-0.55%
VBAIX:
-1.64%
Returns By Period
In the year-to-date period, SSGVX achieves a 14.23% return, which is significantly higher than VBAIX's 1.63% return. Over the past 10 years, SSGVX has underperformed VBAIX with an annualized return of 5.45%, while VBAIX has yielded a comparatively higher 8.10% annualized return.
SSGVX
14.23%
2.88%
11.72%
13.10%
9.22%
10.41%
5.45%
VBAIX
1.63%
2.55%
-0.91%
10.40%
8.97%
8.79%
8.10%
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SSGVX vs. VBAIX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than VBAIX's 0.06% 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%.
Risk-Adjusted Performance
SSGVX vs. VBAIX — Risk-Adjusted Performance Rank
SSGVX
VBAIX
SSGVX vs. VBAIX - Risk-Adjusted Performance 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 Vanguard Balanced Index Fund Institutional Shares (VBAIX). 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.
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Dividends
SSGVX vs. VBAIX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.70%, less than VBAIX's 6.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.70% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 0.30% | 0.30% | 0.28% | 0.16% | 0.22% | 0.64% |
VBAIX Vanguard Balanced Index Fund Institutional Shares | 6.31% | 5.28% | 4.36% | 2.84% | 3.20% | 2.65% | 2.29% | 2.32% | 1.96% | 2.10% | 2.10% | 1.93% |
Drawdowns
SSGVX vs. VBAIX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.80%, roughly equal to the maximum VBAIX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for SSGVX and VBAIX.
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Volatility
SSGVX vs. VBAIX - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard Balanced Index Fund Institutional Shares (VBAIX) have volatilities of 3.13% and 3.08%, 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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