SSHQX vs. VOO
Compare and contrast key facts about State Street Hedged International Developed Equity Index Fund (SSHQX) and Vanguard S&P 500 ETF (VOO).
SSHQX is managed by State Street. It was launched on May 29, 2015. 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
SSHQX vs. VOO - Performance Comparison
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SSHQX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSHQX State Street Hedged International Developed Equity Index Fund | 2.41% | 23.42% | 13.71% | 19.74% | -4.73% | 19.32% | -89.75% | 24.83% | -9.27% | 16.85% |
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, SSHQX achieves a 2.41% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SSHQX has underperformed VOO with an annualized return of -11.24%, while VOO has yielded a comparatively higher 14.14% annualized return.
SSHQX
- 1D
- 1.89%
- 1M
- -4.81%
- YTD
- 2.41%
- 6M
- 8.34%
- 1Y
- 21.02%
- 3Y*
- 16.59%
- 5Y*
- 12.47%
- 10Y*
- -11.24%
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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SSHQX vs. VOO - Expense Ratio Comparison
SSHQX has a 0.20% 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
SSHQX vs. VOO — Risk / Return Rank
SSHQX
VOO
SSHQX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Hedged International Developed Equity Index Fund (SSHQX) 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.
| SSHQX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.01 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.53 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.55 | +0.22 |
Martin ratioReturn relative to average drawdown | 7.39 | 7.31 | +0.08 |
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
| SSHQX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.01 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.71 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.35 | 0.79 | -1.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | 0.83 | -1.19 |
Correlation
The correlation between SSHQX and VOO 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
SSHQX vs. VOO - Dividend Comparison
SSHQX's dividend yield for the trailing twelve months is around 3.52%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSHQX State Street Hedged International Developed Equity Index Fund | 3.52% | 3.60% | 3.11% | 3.77% | 22.27% | 2.93% | 2.03% | 5.14% | 7.33% | 3.12% | 4.30% | 0.00% |
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
SSHQX vs. VOO - Drawdown Comparison
The maximum SSHQX drawdown since its inception was -92.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSHQX and VOO.
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Drawdown Indicators
| SSHQX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.12% | -33.99% | -58.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -11.98% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | -24.52% | +9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -92.12% | -33.99% | -58.13% |
Current DrawdownCurrent decline from peak | -80.46% | -5.55% | -74.91% |
Average DrawdownAverage peak-to-trough decline | -51.83% | -3.72% | -48.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.55% | +0.19% |
Volatility
SSHQX vs. VOO - Volatility Comparison
State Street Hedged International Developed Equity Index Fund (SSHQX) has a higher volatility of 6.05% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that SSHQX'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
| SSHQX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 5.34% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 9.47% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 18.11% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 16.82% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.23% | 17.99% | +14.24% |