PortfoliosLab logoPortfoliosLab logo
SSKEX vs. RNWGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSKEX vs. RNWGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Emerging Markets Equity Index Fund (SSKEX) and American Funds New World Fund® Class R-6 (RNWGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SSKEX vs. RNWGX - 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%
RNWGX
American Funds New World Fund® Class R-6
-3.98%28.67%6.88%16.26%-21.77%5.09%25.30%28.03%-12.00%33.07%

Returns By Period

In the year-to-date period, SSKEX achieves a 1.08% return, which is significantly higher than RNWGX's -3.98% return. Over the past 10 years, SSKEX has underperformed RNWGX with an annualized return of 7.79%, while RNWGX has yielded a comparatively higher 9.47% 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%

RNWGX

1D
-0.63%
1M
-11.95%
YTD
-3.98%
6M
0.15%
1Y
21.48%
3Y*
12.90%
5Y*
4.60%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSKEX vs. RNWGX - Expense Ratio Comparison

SSKEX has a 0.17% expense ratio, which is lower than RNWGX's 0.57% expense ratio.


Return for Risk

SSKEX vs. RNWGX — 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

RNWGX
RNWGX Risk / Return Rank: 7171
Overall Rank
RNWGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RNWGX Sortino Ratio Rank: 7676
Sortino Ratio Rank
RNWGX Omega Ratio Rank: 7272
Omega Ratio Rank
RNWGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
RNWGX Martin Ratio Rank: 6565
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. RNWGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Emerging Markets Equity Index Fund (SSKEX) and American Funds New World Fund® Class R-6 (RNWGX). 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.


SSKEXRNWGXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.35

+0.49

Sortino ratio

Return per unit of downside risk

2.37

1.88

+0.49

Omega ratio

Gain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratio

Return relative to maximum drawdown

2.22

1.44

+0.78

Martin ratio

Return relative to average drawdown

8.63

6.14

+2.48

SSKEX vs. RNWGX - Sharpe Ratio Comparison

The current SSKEX Sharpe Ratio is 1.84, which is higher than the RNWGX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SSKEX and RNWGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SSKEXRNWGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.35

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.31

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.60

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Correlation

The correlation between SSKEX and RNWGX is 0.84, 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

SSKEX vs. RNWGX - Dividend Comparison

SSKEX's dividend yield for the trailing twelve months is around 2.82%, less than RNWGX's 6.34% 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%
RNWGX
American Funds New World Fund® Class R-6
6.34%6.09%4.11%2.88%1.33%7.32%0.44%4.05%2.71%2.26%1.37%1.04%

Drawdowns

SSKEX vs. RNWGX - Drawdown Comparison

The maximum SSKEX drawdown since its inception was -39.23%, which is greater than RNWGX's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for SSKEX and RNWGX.


Loading graphics...

Drawdown Indicators


SSKEXRNWGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.23%

-33.40%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-13.00%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-33.40%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.23%

-33.40%

-5.83%

Current Drawdown

Current decline from peak

-12.44%

-13.00%

+0.56%

Average Drawdown

Average peak-to-trough decline

-13.46%

-8.12%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.05%

+0.16%

Volatility

SSKEX vs. RNWGX - Volatility Comparison

State Street Emerging Markets Equity Index Fund (SSKEX) has a higher volatility of 7.57% compared to American Funds New World Fund® Class R-6 (RNWGX) at 6.38%. This indicates that SSKEX's price experiences larger fluctuations and is considered to be riskier than RNWGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SSKEXRNWGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

6.38%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

10.73%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

15.46%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

15.13%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

15.96%

+1.13%