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SSKEX vs. IHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSKEX vs. IHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Emerging Markets Equity Index Fund (SSKEX) and Voya Emerging Markets High Dividend Equity Fund (IHD). The values are adjusted to include any dividend payments, if applicable.

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SSKEX vs. IHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSKEX
State Street Emerging Markets Equity Index Fund
1.08%33.79%7.00%9.50%-20.23%-2.80%18.20%18.16%-14.78%37.18%
IHD
Voya Emerging Markets High Dividend Equity Fund
7.91%41.70%7.80%13.95%-17.18%7.39%1.73%20.55%-10.23%29.84%

Returns By Period

In the year-to-date period, SSKEX achieves a 1.08% return, which is significantly lower than IHD's 7.91% return. Over the past 10 years, SSKEX has underperformed IHD with an annualized return of 7.79%, while IHD has yielded a comparatively higher 10.04% annualized return.


SSKEX

1D
-0.06%
1M
-11.97%
YTD
1.08%
6M
5.80%
1Y
30.40%
3Y*
15.02%
5Y*
3.75%
10Y*
7.79%

IHD

1D
3.74%
1M
-5.33%
YTD
7.91%
6M
11.76%
1Y
40.47%
3Y*
21.75%
5Y*
8.27%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSKEX vs. IHD - Expense Ratio Comparison

SSKEX has a 0.17% expense ratio, which is higher than IHD's 0.01% 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

SSKEX vs. IHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSKEX
SSKEX Risk / Return Rank: 8686
Overall Rank
SSKEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SSKEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSKEX Omega Ratio Rank: 8585
Omega Ratio Rank
SSKEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SSKEX Martin Ratio Rank: 8484
Martin Ratio Rank

IHD
IHD Risk / Return Rank: 9393
Overall Rank
IHD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IHD Sortino Ratio Rank: 9191
Sortino Ratio Rank
IHD Omega Ratio Rank: 9090
Omega Ratio Rank
IHD Calmar Ratio Rank: 9595
Calmar Ratio Rank
IHD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSKEX vs. IHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Emerging Markets Equity Index Fund (SSKEX) and Voya Emerging Markets High Dividend Equity Fund (IHD). 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.


SSKEXIHDDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.14

-0.30

Sortino ratio

Return per unit of downside risk

2.37

2.67

-0.30

Omega ratio

Gain probability vs. loss probability

1.35

1.41

-0.07

Calmar ratio

Return relative to maximum drawdown

2.22

3.28

-1.06

Martin ratio

Return relative to average drawdown

8.63

12.03

-3.41

SSKEX vs. IHD - Sharpe Ratio Comparison

The current SSKEX Sharpe Ratio is 1.84, which is comparable to the IHD Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SSKEX and IHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSKEXIHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.14

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.47

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.17

+0.32

Correlation

The correlation between SSKEX and IHD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SSKEX vs. IHD - Dividend Comparison

SSKEX's dividend yield for the trailing twelve months is around 2.82%, less than IHD's 10.74% yield.


TTM20252024202320222021202020192018201720162015
SSKEX
State Street Emerging Markets Equity Index Fund
2.82%2.85%2.90%3.26%3.90%1.95%1.84%2.84%3.01%2.55%2.29%0.00%
IHD
Voya Emerging Markets High Dividend Equity Fund
10.74%11.40%13.67%10.21%13.95%10.14%9.92%9.14%10.15%8.31%11.74%14.00%

Drawdowns

SSKEX vs. IHD - Drawdown Comparison

The maximum SSKEX drawdown since its inception was -39.23%, smaller than the maximum IHD drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for SSKEX and IHD.


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Drawdown Indicators


SSKEXIHDDifference

Max Drawdown

Largest peak-to-trough decline

-39.23%

-48.76%

+9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-12.50%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-36.13%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.23%

-42.81%

+3.58%

Current Drawdown

Current decline from peak

-12.44%

-6.52%

-5.92%

Average Drawdown

Average peak-to-trough decline

-13.46%

-18.16%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.43%

-0.22%

Volatility

SSKEX vs. IHD - Volatility Comparison

The current volatility for State Street Emerging Markets Equity Index Fund (SSKEX) is 7.57%, while Voya Emerging Markets High Dividend Equity Fund (IHD) has a volatility of 9.66%. This indicates that SSKEX experiences smaller price fluctuations and is considered to be less risky than IHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSKEXIHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

9.66%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

14.00%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

19.04%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

17.65%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

19.40%

-2.31%