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SSMKX vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSMKX vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Small/Mid Cap Equity Index Fund (SSMKX) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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SSMKX vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSMKX
State Street Small/Mid Cap Equity Index Fund
-4.46%12.77%17.20%25.20%-25.49%12.38%32.41%27.82%-9.02%18.16%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, SSMKX achieves a -4.46% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, SSMKX has outperformed IWM with an annualized return of 10.91%, while IWM has yielded a comparatively lower 9.76% annualized return.


SSMKX

1D
-0.92%
1M
-8.01%
YTD
-4.46%
6M
-4.04%
1Y
17.62%
3Y*
14.28%
5Y*
4.29%
10Y*
10.91%

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSMKX vs. IWM - Expense Ratio Comparison

SSMKX has a 0.05% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SSMKX vs. IWM — Risk / Return Rank

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

SSMKX
SSMKX Risk / Return Rank: 3838
Overall Rank
SSMKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SSMKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SSMKX Omega Ratio Rank: 3636
Omega Ratio Rank
SSMKX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SSMKX Martin Ratio Rank: 4242
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
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.

SSMKX vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Small/Mid Cap Equity Index Fund (SSMKX) and iShares Russell 2000 ETF (IWM). 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.


SSMKXIWMDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.11

-0.34

Sortino ratio

Return per unit of downside risk

1.22

1.66

-0.44

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.01

1.82

-0.81

Martin ratio

Return relative to average drawdown

4.29

6.76

-2.47

SSMKX vs. IWM - Sharpe Ratio Comparison

The current SSMKX Sharpe Ratio is 0.77, which is lower than the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SSMKX and IWM, 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


SSMKXIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.11

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.15

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.43

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.34

+0.15

Correlation

The correlation between SSMKX and IWM is 0.96, 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

SSMKX vs. IWM - Dividend Comparison

SSMKX's dividend yield for the trailing twelve months is around 5.34%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
SSMKX
State Street Small/Mid Cap Equity Index Fund
5.34%5.10%2.12%2.56%17.09%9.69%1.47%5.75%3.68%5.52%1.30%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

SSMKX vs. IWM - Drawdown Comparison

The maximum SSMKX drawdown since its inception was -41.65%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SSMKX and IWM.


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Drawdown Indicators


SSMKXIWMDifference

Max Drawdown

Largest peak-to-trough decline

-41.65%

-59.05%

+17.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-13.74%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-35.19%

-31.91%

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.65%

-41.13%

-0.52%

Current Drawdown

Current decline from peak

-10.03%

-7.91%

-2.12%

Average Drawdown

Average peak-to-trough decline

-8.81%

-10.83%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.70%

-0.28%

Volatility

SSMKX vs. IWM - Volatility Comparison

The current volatility for State Street Small/Mid Cap Equity Index Fund (SSMKX) is 5.96%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that SSMKX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSMKXIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

7.47%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

14.47%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

23.18%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.22%

22.55%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

22.99%

-0.79%