SSGVX vs. VTI
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard Total Stock Market ETF (VTI).
SSGVX is managed by State Street Global Advisors. It was launched on Sep 17, 2014. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSGVX or VTI.
Key characteristics
| SSGVX | VTI | |
|---|---|---|
| YTD Return | 8.65% | 26.70% |
| 1Y Return | 19.66% | 38.81% |
| 3Y Return (Ann) | 0.97% | 8.86% |
| 5Y Return (Ann) | 5.19% | 15.46% |
| 10Y Return (Ann) | 3.76% | 12.95% |
| Sharpe Ratio | 1.65 | 3.23 |
| Sortino Ratio | 2.29 | 4.29 |
| Omega Ratio | 1.30 | 1.60 |
| Calmar Ratio | 1.27 | 4.77 |
| Martin Ratio | 8.29 | 21.07 |
| Ulcer Index | 2.31% | 1.94% |
| Daily Std Dev | 11.65% | 12.59% |
| Max Drawdown | -39.14% | -55.45% |
| Current Drawdown | -5.50% | 0.00% |
Correlation
The correlation between SSGVX and VTI is 0.72, 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.
Performance
SSGVX vs. VTI - Performance Comparison
In the year-to-date period, SSGVX achieves a 8.65% return, which is significantly lower than VTI's 26.70% return. Over the past 10 years, SSGVX has underperformed VTI with an annualized return of 3.76%, while VTI has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SSGVX vs. VTI - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is higher than VTI'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%.
Risk-Adjusted Performance
SSGVX vs. VTI - 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 Total Stock Market ETF (VTI). 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.
Dividends
SSGVX vs. VTI - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.73%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.73% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.33% | 1.57% | 2.15% | 0.64% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SSGVX vs. VTI - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -39.14%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SSGVX and VTI. For additional features, visit the drawdowns tool.
Volatility
SSGVX vs. VTI - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 3.31%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.