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. 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 Jun 27, 2016.
Performance
SSGVX vs. VTI - Performance Comparison
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SSGVX vs. VTI - 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 | 1.29% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, SSGVX achieves a 1.29% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, SSGVX has outperformed VTI with an annualized return of 37.01%, while VTI has yielded a comparatively lower 13.69% annualized return.
SSGVX
- 1D
- 1.93%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.30%
- 1Y
- 26.86%
- 3Y*
- 15.17%
- 5Y*
- 7.10%
- 10Y*
- 37.01%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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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%.
Return for Risk
SSGVX vs. VTI — Risk / Return Rank
SSGVX
VTI
SSGVX vs. VTI - 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 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.
| SSGVX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.98 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.52 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.54 | +0.81 |
Martin ratioReturn relative to average drawdown | 9.19 | 7.30 | +1.89 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 0.98 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.61 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.75 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.48 | -0.37 |
Correlation
The correlation between SSGVX and VTI 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.
Dividends
SSGVX vs. VTI - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.29%, more than VTI's 1.17% 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 | 3.29% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
SSGVX vs. VTI - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, 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.
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Drawdown Indicators
| SSGVX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -55.45% | +19.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.30% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -25.36% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -35.00% | -0.79% |
Current DrawdownCurrent decline from peak | -9.15% | -5.54% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -8.08% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.60% | +0.27% |
Volatility
SSGVX vs. VTI - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 6.71% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 5.48% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 9.75% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 19.02% | -3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.41% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 18.29% | +263.94% |