SSGVX vs. VXUS
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard Total International Stock ETF (VXUS).
SSGVX is managed by State Street. It was launched on Sep 17, 2014. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Performance
SSGVX vs. VXUS - Performance Comparison
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SSGVX vs. VXUS - 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% |
VXUS Vanguard Total International Stock ETF | 2.32% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Returns By Period
In the year-to-date period, SSGVX achieves a -0.63% return, which is significantly lower than VXUS's 2.32% return. Over the past 10 years, SSGVX has outperformed VXUS with an annualized return of 36.75%, while VXUS has yielded a comparatively lower 8.91% 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%
VXUS
- 1D
- 3.32%
- 1M
- -7.90%
- YTD
- 2.32%
- 6M
- 7.01%
- 1Y
- 28.12%
- 3Y*
- 15.50%
- 5Y*
- 7.32%
- 10Y*
- 8.91%
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SSGVX vs. VXUS - Expense Ratio Comparison
Both SSGVX and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SSGVX vs. VXUS — Risk / Return Rank
SSGVX
VXUS
SSGVX vs. VXUS - 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 International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.64 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.12 | 2.26 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.42 | -0.42 |
Martin ratioReturn relative to average drawdown | 7.92 | 9.37 | -1.46 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.64 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.47 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.52 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.35 | -0.24 |
Correlation
The correlation between SSGVX and VXUS is 0.89, 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. VXUS - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 3.35%, more than VXUS's 2.97% 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% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
SSGVX vs. VXUS - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -35.79%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SSGVX and VXUS.
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Drawdown Indicators
| SSGVX | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.79% | -35.97% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -11.27% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -29.44% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.79% | -35.97% | +0.18% |
Current DrawdownCurrent decline from peak | -10.87% | -8.33% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -8.29% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.91% | -0.07% |
Volatility
SSGVX vs. VXUS - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 6.43%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSGVX | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 8.31% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 11.50% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 17.19% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 15.82% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 282.23% | 17.09% | +265.14% |