SSMHX vs. FRSGX
Compare and contrast key facts about State Street Small/Mid Cap Equity Index Portfolio (SSMHX) and Franklin Small-Mid Cap Growth Fund (FRSGX).
SSMHX is managed by State Street. It was launched on Aug 11, 2015. FRSGX is managed by Franklin Templeton. It was launched on Feb 14, 1992.
Performance
SSMHX vs. FRSGX - Performance Comparison
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SSMHX vs. FRSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSMHX State Street Small/Mid Cap Equity Index Portfolio | -1.18% | 12.90% | 10.73% | 25.21% | -25.43% | 13.08% | 32.46% | 28.00% | -9.21% | 18.26% |
FRSGX Franklin Small-Mid Cap Growth Fund | -4.33% | 2.83% | 11.36% | 27.20% | -33.84% | 50.07% | 56.09% | 31.98% | -4.94% | 21.64% |
Returns By Period
In the year-to-date period, SSMHX achieves a -1.18% return, which is significantly higher than FRSGX's -4.33% return. Over the past 10 years, SSMHX has underperformed FRSGX with an annualized return of 10.75%, while FRSGX has yielded a comparatively higher 13.41% annualized return.
SSMHX
- 1D
- 3.42%
- 1M
- -5.59%
- YTD
- -1.18%
- 6M
- -0.87%
- 1Y
- 21.11%
- 3Y*
- 13.45%
- 5Y*
- 3.62%
- 10Y*
- 10.75%
FRSGX
- 1D
- 3.34%
- 1M
- -6.32%
- YTD
- -4.33%
- 6M
- -7.06%
- 1Y
- 6.94%
- 3Y*
- 8.03%
- 5Y*
- 6.19%
- 10Y*
- 13.41%
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SSMHX vs. FRSGX - Expense Ratio Comparison
SSMHX has a 0.02% expense ratio, which is lower than FRSGX's 0.85% expense ratio.
Return for Risk
SSMHX vs. FRSGX — Risk / Return Rank
SSMHX
FRSGX
SSMHX vs. FRSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Small/Mid Cap Equity Index Portfolio (SSMHX) and Franklin Small-Mid Cap Growth Fund (FRSGX). 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.
| SSMHX | FRSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.36 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.67 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.38 | +1.10 |
Martin ratioReturn relative to average drawdown | 6.20 | 1.28 | +4.92 |
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
| SSMHX | FRSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.36 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.22 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.47 | -0.06 |
Correlation
The correlation between SSMHX and FRSGX is 0.91, 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
SSMHX vs. FRSGX - Dividend Comparison
SSMHX's dividend yield for the trailing twelve months is around 7.21%, less than FRSGX's 8.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 7.21% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
FRSGX Franklin Small-Mid Cap Growth Fund | 8.53% | 8.16% | 0.00% | 0.00% | 6.80% | 41.15% | 8.84% | 18.91% | 14.01% | 8.78% | 6.68% | 9.71% |
Drawdowns
SSMHX vs. FRSGX - Drawdown Comparison
The maximum SSMHX drawdown since its inception was -41.61%, smaller than the maximum FRSGX drawdown of -69.07%. Use the drawdown chart below to compare losses from any high point for SSMHX and FRSGX.
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Drawdown Indicators
| SSMHX | FRSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.61% | -69.07% | +27.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.48% | -13.80% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -39.25% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.61% | -39.25% | -2.36% |
Current DrawdownCurrent decline from peak | -6.95% | -9.46% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -9.27% | -18.78% | +9.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 4.05% | -0.61% |
Volatility
SSMHX vs. FRSGX - Volatility Comparison
State Street Small/Mid Cap Equity Index Portfolio (SSMHX) and Franklin Small-Mid Cap Growth Fund (FRSGX) have volatilities of 6.97% and 6.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSMHX | FRSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.69% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 12.51% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 22.23% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 28.43% | -6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 25.03% | -2.68% |