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SSMHX vs. RGAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSMHX vs. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

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SSMHX vs. RGAGX - 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%
RGAGX
American Funds The Growth Fund of America Class R-6
-11.15%20.08%28.41%37.66%-30.53%19.67%38.30%29.22%-2.88%26.53%

Returns By Period

In the year-to-date period, SSMHX achieves a -4.45% return, which is significantly higher than RGAGX's -11.15% return. Over the past 10 years, SSMHX has underperformed RGAGX with an annualized return of 10.38%, while RGAGX has yielded a comparatively higher 14.34% 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%

RGAGX

1D
-0.47%
1M
-9.63%
YTD
-11.15%
6M
-9.74%
1Y
13.94%
3Y*
19.23%
5Y*
8.87%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSMHX vs. RGAGX - Expense Ratio Comparison

SSMHX has a 0.02% expense ratio, which is lower than RGAGX's 0.30% expense ratio.


Return for Risk

SSMHX vs. RGAGX — 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

RGAGX
RGAGX Risk / Return Rank: 3030
Overall Rank
RGAGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RGAGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RGAGX Omega Ratio Rank: 3232
Omega Ratio Rank
RGAGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RGAGX Martin Ratio Rank: 2828
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. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). 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.


SSMHXRGAGXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.66

+0.11

Sortino ratio

Return per unit of downside risk

1.23

1.09

+0.14

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.02

0.79

+0.23

Martin ratio

Return relative to average drawdown

4.33

3.04

+1.29

SSMHX vs. RGAGX - Sharpe Ratio Comparison

The current SSMHX Sharpe Ratio is 0.78, which is comparable to the RGAGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SSMHX and RGAGX, 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


SSMHXRGAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.66

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.44

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.73

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.79

-0.39

Correlation

The correlation between SSMHX and RGAGX is 0.88, 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. RGAGX - Dividend Comparison

SSMHX's dividend yield for the trailing twelve months is around 7.46%, less than RGAGX's 12.37% 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%
RGAGX
American Funds The Growth Fund of America Class R-6
12.37%10.99%9.29%7.70%4.44%8.49%4.57%7.93%12.36%7.34%6.95%9.22%

Drawdowns

SSMHX vs. RGAGX - Drawdown Comparison

The maximum SSMHX drawdown since its inception was -41.61%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for SSMHX and RGAGX.


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Drawdown Indicators


SSMHXRGAGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.61%

-36.19%

-5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-13.71%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-36.19%

+1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.61%

-36.19%

-5.42%

Current Drawdown

Current decline from peak

-10.03%

-13.71%

+3.68%

Average Drawdown

Average peak-to-trough decline

-9.27%

-5.53%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.55%

-0.14%

Volatility

SSMHX vs. RGAGX - Volatility Comparison

State Street Small/Mid Cap Equity Index Portfolio (SSMHX) has a higher volatility of 5.96% compared to American Funds The Growth Fund of America Class R-6 (RGAGX) at 5.45%. This indicates that SSMHX's price experiences larger fluctuations and is considered to be riskier than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSMHXRGAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

5.45%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

11.60%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

20.75%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

20.17%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

19.61%

+2.72%