SSGVX vs. VOO
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard S&P 500 ETF (VOO).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SSGVX vs. VOO - Performance Comparison
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SSGVX vs. VOO - 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 | -0.63% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SSGVX achieves a -0.63% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SSGVX has outperformed VOO with an annualized return of 36.75%, while VOO has yielded a comparatively lower 14.14% annualized return.
SSGVX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.63%
- 6M
- 4.13%
- 1Y
- 24.93%
- 3Y*
- 14.44%
- 5Y*
- 6.96%
- 10Y*
- 36.75%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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SSGVX vs. VOO - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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%.
Return for Risk
SSGVX vs. VOO — Risk / Return Rank
SSGVX
VOO
SSGVX vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.01 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.53 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.55 | +0.45 |
Martin ratioReturn relative to average drawdown | 7.92 | 7.31 | +0.61 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.01 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.71 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.79 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.83 | -0.72 |
Correlation
The correlation between SSGVX and VOO is 0.70, 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.
Dividends
SSGVX vs. VOO - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.35%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 3.35% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SSGVX vs. VOO - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSGVX and VOO.
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Drawdown Indicators
| SSGVX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -33.99% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -11.98% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -24.52% | -5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -33.99% | -1.80% |
Current DrawdownCurrent decline from peak | -10.87% | -5.55% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -3.72% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.55% | +0.29% |
Volatility
SSGVX vs. VOO - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 6.43% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 5.34% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 9.47% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 18.11% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 16.82% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 17.99% | +264.24% |