SSMKX vs. SSGVX
Compare and contrast key facts about State Street Small/Mid Cap Equity Index Fund (SSMKX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX).
SSMKX is managed by State Street. It was launched on Aug 12, 2015. SSGVX is managed by State Street. It was launched on Sep 17, 2014.
Performance
SSMKX vs. SSGVX - Performance Comparison
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SSMKX vs. SSGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSMKX State Street Small/Mid Cap Equity Index Fund | -1.19% | 12.77% | 17.20% | 25.20% | -25.49% | 12.38% | 32.41% | 27.82% | -9.02% | 18.16% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 1.29% | 32.69% | 5.01% | 15.71% | -16.42% | 8.42% | 1,010.40% | 21.71% | -14.01% | 27.18% |
Returns By Period
In the year-to-date period, SSMKX achieves a -1.19% return, which is significantly lower than SSGVX's 1.29% return. Over the past 10 years, SSMKX has underperformed SSGVX with an annualized return of 11.29%, while SSGVX has yielded a comparatively higher 37.01% annualized return.
SSMKX
- 1D
- 3.42%
- 1M
- -5.59%
- YTD
- -1.19%
- 6M
- -0.97%
- 1Y
- 20.97%
- 3Y*
- 15.57%
- 5Y*
- 4.63%
- 10Y*
- 11.29%
SSGVX
- 1D
- 1.93%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.30%
- 1Y
- 26.86%
- 3Y*
- 15.17%
- 5Y*
- 7.10%
- 10Y*
- 37.01%
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SSMKX vs. SSGVX - Expense Ratio Comparison
SSMKX has a 0.05% expense ratio, which is lower than SSGVX's 0.05% 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. SSGVX — Risk / Return Rank
SSMKX
SSGVX
SSMKX vs. SSGVX - 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 State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX). 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.
| SSMKX | SSGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.77 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.38 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.35 | -0.89 |
Martin ratioReturn relative to average drawdown | 6.15 | 9.19 | -3.04 |
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
| SSMKX | SSGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.77 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.49 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.13 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.11 | +0.39 |
Correlation
The correlation between SSMKX and SSGVX is 0.66, 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.
Dividends
SSMKX vs. SSGVX - Dividend Comparison
SSMKX's dividend yield for the trailing twelve months is around 5.16%, more than SSGVX's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSMKX State Street Small/Mid Cap Equity Index Fund | 5.16% | 5.10% | 2.12% | 2.56% | 17.09% | 9.69% | 1.47% | 5.75% | 3.68% | 5.52% | 1.30% | 0.00% |
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 3.29% | 3.33% | 3.09% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.77% | 1.56% | 2.16% |
Drawdowns
SSMKX vs. SSGVX - Drawdown Comparison
The maximum SSMKX drawdown since its inception was -41.65%, which is greater than SSGVX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SSMKX and SSGVX.
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Drawdown Indicators
| SSMKX | SSGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.65% | -35.79% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.48% | -11.22% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -35.19% | -30.03% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -41.65% | -35.79% | -5.86% |
Current DrawdownCurrent decline from peak | -6.96% | -9.15% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -7.83% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.87% | +0.57% |
Volatility
SSMKX vs. SSGVX - Volatility Comparison
State Street Small/Mid Cap Equity Index Fund (SSMKX) and State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) have volatilities of 6.97% and 6.71%, 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
| SSMKX | SSGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.71% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 10.17% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 15.56% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 14.58% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.23% | 282.23% | -260.00% |