Correlation
The correlation between SSKEX and VEMAX is 0.57, 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.
SSKEX vs. VEMAX
Compare and contrast key facts about State Street Emerging Markets Equity Index Fund (SSKEX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
SSKEX is managed by State Street Global Advisors. It was launched on Dec 17, 2015. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSKEX or VEMAX.
Performance
SSKEX vs. VEMAX - Performance Comparison
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Key characteristics
SSKEX:
0.68
VEMAX:
0.78
SSKEX:
0.91
VEMAX:
1.03
SSKEX:
1.12
VEMAX:
1.13
SSKEX:
0.40
VEMAX:
0.58
SSKEX:
1.67
VEMAX:
2.01
SSKEX:
5.87%
VEMAX:
5.28%
SSKEX:
16.30%
VEMAX:
15.90%
SSKEX:
-39.23%
VEMAX:
-66.45%
SSKEX:
-11.24%
VEMAX:
-3.92%
Returns By Period
In the year-to-date period, SSKEX achieves a 9.41% return, which is significantly higher than VEMAX's 7.35% return.
SSKEX
9.41%
5.49%
8.28%
10.90%
5.98%
6.92%
N/A
VEMAX
7.35%
5.26%
7.18%
12.22%
6.98%
8.04%
4.06%
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SSKEX vs. VEMAX - Expense Ratio Comparison
SSKEX has a 0.17% expense ratio, which is higher than VEMAX's 0.14% 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%.
Risk-Adjusted Performance
SSKEX vs. VEMAX — Risk-Adjusted Performance Rank
SSKEX
VEMAX
SSKEX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Emerging Markets Equity Index Fund (SSKEX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
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Dividends
SSKEX vs. VEMAX - Dividend Comparison
SSKEX's dividend yield for the trailing twelve months is around 2.65%, less than VEMAX's 2.93% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSKEX State Street Emerging Markets Equity Index Fund | 2.65% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% | 0.24% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.93% | 3.12% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% |
Drawdowns
SSKEX vs. VEMAX - Drawdown Comparison
The maximum SSKEX drawdown since its inception was -39.23%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for SSKEX and VEMAX.
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Volatility
SSKEX vs. VEMAX - Volatility Comparison
State Street Emerging Markets Equity Index Fund (SSKEX) has a higher volatility of 3.54% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.37%. This indicates that SSKEX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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