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SSKEX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSKEX and VOO is 0.58, 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.


-0.50.00.51.00.6

Performance

SSKEX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Emerging Markets Equity Index Fund (SSKEX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.28%
10.08%
SSKEX
VOO

Key characteristics

Sharpe Ratio

SSKEX:

1.13

VOO:

1.88

Sortino Ratio

SSKEX:

1.58

VOO:

2.53

Omega Ratio

SSKEX:

1.20

VOO:

1.35

Calmar Ratio

SSKEX:

0.61

VOO:

2.81

Martin Ratio

SSKEX:

3.14

VOO:

11.78

Ulcer Index

SSKEX:

4.92%

VOO:

2.02%

Daily Std Dev

SSKEX:

13.61%

VOO:

12.67%

Max Drawdown

SSKEX:

-39.23%

VOO:

-33.99%

Current Drawdown

SSKEX:

-13.81%

VOO:

0.00%

Returns By Period

In the year-to-date period, SSKEX achieves a 6.25% return, which is significantly higher than VOO's 4.61% return.


SSKEX

YTD

6.25%

1M

6.01%

6M

4.28%

1Y

14.18%

5Y*

3.26%

10Y*

N/A

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

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. VOO - Expense Ratio Comparison

SSKEX has a 0.17% 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%.


SSKEX
State Street Emerging Markets Equity Index Fund
Expense ratio chart for SSKEX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SSKEX vs. VOO — Risk-Adjusted Performance Rank

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

SSKEX
The Risk-Adjusted Performance Rank of SSKEX is 5353
Overall Rank
The Sharpe Ratio Rank of SSKEX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SSKEX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SSKEX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SSKEX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of SSKEX is 4747
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SSKEX vs. VOO - 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 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.


Sharpe ratio
The chart of Sharpe ratio for SSKEX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.131.88
The chart of Sortino ratio for SSKEX, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.0012.001.582.53
The chart of Omega ratio for SSKEX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.35
The chart of Calmar ratio for SSKEX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.612.81
The chart of Martin ratio for SSKEX, currently valued at 3.14, compared to the broader market0.0020.0040.0060.0080.003.1411.78
SSKEX
VOO

The current SSKEX Sharpe Ratio is 1.13, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SSKEX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.13
1.88
SSKEX
VOO

Dividends

SSKEX vs. VOO - Dividend Comparison

SSKEX's dividend yield for the trailing twelve months is around 2.73%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
SSKEX
State Street Emerging Markets Equity Index Fund
2.73%2.90%3.26%3.90%1.95%1.84%2.84%2.29%2.07%1.99%2.42%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SSKEX vs. VOO - Drawdown Comparison

The maximum SSKEX drawdown since its inception was -39.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SSKEX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.81%
0
SSKEX
VOO

Volatility

SSKEX vs. VOO - Volatility Comparison

State Street Emerging Markets Equity Index Fund (SSKEX) has a higher volatility of 3.25% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that SSKEX'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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.25%
3.01%
SSKEX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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