SSGVX vs. VIHAX
SSGVX (State Street Global All Cap Equity ex-U.S.Index Portfolio) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - SSGVX is a Foreign Large Cap Equities fund managed by State Street, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, SSGVX returned 37.71%/yr vs 11.25%/yr for VIHAX. Their correlation of 0.87 means they have usually moved in the same direction. SSGVX charges 0.05%/yr vs 0.16%/yr for VIHAX.
Performance
SSGVX vs. VIHAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SSGVX achieves a 12.83% return, which is significantly lower than VIHAX's 18.05% return. Over the past 10 years, SSGVX has outperformed VIHAX with an annualized return of 37.71%, while VIHAX has yielded a comparatively lower 11.25% annualized return.
SSGVX
- 1D
- 2.99%
- 1M
- -0.39%
- 6M
- 6.34%
- YTD
- 12.83%
- 1Y
- 28.10%
- 3Y*
- 16.90%
- 5Y*
- 8.80%
- 10Y*
- 37.71%
- ALL TIME*
- 29.80%
VIHAX
- 1D
- 2.01%
- 1M
- 4.98%
- 6M
- 11.54%
- YTD
- 18.05%
- 1Y
- 35.31%
- 3Y*
- 21.69%
- 5Y*
- 14.15%
- 10Y*
- 11.25%
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSGVX vs. VIHAX - 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 | 12.83% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 18.05% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between SSGVX and VIHAX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.87 |
The correlation between SSGVX and VIHAX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SSGVX vs. VIHAX — Risk / Return Rank
SSGVX
VIHAX
SSGVX vs. VIHAX - 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 Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSGVX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.62 | -1.31 |
| Martin ratioReturn relative to average drawdown | 8.49 | 13.83 | -5.34 |
Loading charts...
Drawdowns
SSGVX vs. VIHAX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for SSGVX and VIHAX.
Loading charts...
Drawdown Indicators
| SSGVX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -38.80% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -9.53% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -12.29% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -23.92% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -38.80% | +3.01% |
Current DrawdownCurrent decline from peak | -2.45% | 0.00% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -5.94% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.49% | +0.55% |
Volatility
SSGVX vs. VIHAX - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 4.87% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SSGVX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 3.47% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 10.27% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 12.15% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 13.77% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 15.55% | +266.68% |
SSGVX vs. VIHAX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than VIHAX's 0.16% 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. VIHAX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.95%, less than VIHAX's 3.43% 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 | 2.95% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.43% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
SSGVX and VIHAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSGVX has higher volatility (4.87%) compared to VIHAX (3.47%). In terms of maximum drawdown, SSGVX dropped -35.79% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.70), 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.
Find the right allocation for SSGVX and VIHAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer