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SSMHX vs. IBGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSMHX vs. IBGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Small/Mid Cap Equity Index Portfolio (SSMHX) and VY Baron Growth Portfolio (IBGIX). The values are adjusted to include any dividend payments, if applicable.

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SSMHX vs. IBGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSMHX
State Street Small/Mid Cap Equity Index Portfolio
-4.45%12.90%10.73%25.21%-25.43%13.08%32.46%28.00%-9.21%18.26%
IBGIX
VY Baron Growth Portfolio
-15.13%-10.40%4.84%15.02%-23.40%20.76%33.55%-6.47%-1.63%28.50%

Returns By Period

In the year-to-date period, SSMHX achieves a -4.45% return, which is significantly higher than IBGIX's -15.13% return. Over the past 10 years, SSMHX has outperformed IBGIX with an annualized return of 10.38%, while IBGIX has yielded a comparatively lower 3.42% annualized return.


SSMHX

1D
-0.92%
1M
-8.01%
YTD
-4.45%
6M
-3.94%
1Y
17.75%
3Y*
12.19%
5Y*
3.29%
10Y*
10.38%

IBGIX

1D
0.25%
1M
-7.46%
YTD
-15.13%
6M
-17.09%
1Y
-19.95%
3Y*
-5.32%
5Y*
-3.37%
10Y*
3.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSMHX vs. IBGIX - Expense Ratio Comparison

SSMHX has a 0.02% expense ratio, which is lower than IBGIX's 0.99% expense ratio.


Return for Risk

SSMHX vs. IBGIX — Risk / Return Rank

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

SSMHX
SSMHX Risk / Return Rank: 3838
Overall Rank
SSMHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SSMHX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SSMHX Omega Ratio Rank: 3535
Omega Ratio Rank
SSMHX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SSMHX Martin Ratio Rank: 4343
Martin Ratio Rank

IBGIX
IBGIX Risk / Return Rank: 00
Overall Rank
IBGIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
IBGIX Sortino Ratio Rank: 00
Sortino Ratio Rank
IBGIX Omega Ratio Rank: 00
Omega Ratio Rank
IBGIX Calmar Ratio Rank: 00
Calmar Ratio Rank
IBGIX Martin Ratio Rank: 00
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.

SSMHX vs. IBGIX - 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 VY Baron Growth Portfolio (IBGIX). 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.


SSMHXIBGIXDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.92

+1.70

Sortino ratio

Return per unit of downside risk

1.23

-1.27

+2.49

Omega ratio

Gain probability vs. loss probability

1.17

0.84

+0.33

Calmar ratio

Return relative to maximum drawdown

1.02

-0.96

+1.99

Martin ratio

Return relative to average drawdown

4.33

-2.04

+6.38

SSMHX vs. IBGIX - Sharpe Ratio Comparison

The current SSMHX Sharpe Ratio is 0.78, which is higher than the IBGIX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of SSMHX and IBGIX, 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


SSMHXIBGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.92

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.17

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.15

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.17

+0.23

Correlation

The correlation between SSMHX and IBGIX 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

SSMHX vs. IBGIX - Dividend Comparison

SSMHX's dividend yield for the trailing twelve months is around 7.46%, less than IBGIX's 80.32% yield.


TTM20252024202320222021202020192018201720162015
SSMHX
State Street Small/Mid Cap Equity Index Portfolio
7.46%7.12%0.00%1.56%2.31%16.30%2.91%3.65%6.43%4.01%1.71%0.73%
IBGIX
VY Baron Growth Portfolio
80.32%24.66%4.13%5.23%11.56%6.89%0.00%11.96%11.51%12.13%11.71%8.93%

Drawdowns

SSMHX vs. IBGIX - Drawdown Comparison

The maximum SSMHX drawdown since its inception was -41.61%, smaller than the maximum IBGIX drawdown of -57.44%. Use the drawdown chart below to compare losses from any high point for SSMHX and IBGIX.


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Drawdown Indicators


SSMHXIBGIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.61%

-57.44%

+15.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-22.82%

+8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-34.38%

-0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.61%

-55.64%

+14.03%

Current Drawdown

Current decline from peak

-10.03%

-30.72%

+20.69%

Average Drawdown

Average peak-to-trough decline

-9.27%

-15.09%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

11.87%

-8.46%

Volatility

SSMHX vs. IBGIX - Volatility Comparison

State Street Small/Mid Cap Equity Index Portfolio (SSMHX) has a higher volatility of 5.96% compared to VY Baron Growth Portfolio (IBGIX) at 5.21%. This indicates that SSMHX's price experiences larger fluctuations and is considered to be riskier than IBGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSMHXIBGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

5.21%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

13.56%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

24.56%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

20.70%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

23.70%

-1.37%