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SVSPX vs. SSGJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SVSPX vs. SSGJX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX).

SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992. SSGJX is managed by State Street. It was launched on Sep 17, 2014.

Performance

SVSPX vs. SSGJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street S&P 500 Index Fund Class N (SVSPX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX). The values are adjusted to include any dividend payments, if applicable.

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SVSPX vs. SSGJX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SVSPX
State Street S&P 500 Index Fund Class N		-4.37%17.83%25.07%26.21%-18.31%28.38%18.48%31.27%-4.87%21.71%
SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund		1.26%32.51%4.92%15.59%-16.57%8.21%-88.91%21.27%-14.19%27.00%

Returns By Period

In the year-to-date period, SVSPX achieves a -4.37% return, which is significantly lower than SSGJX's 1.26% return. Over the past 10 years, SVSPX has outperformed SSGJX with an annualized return of 13.92%, while SSGJX has yielded a comparatively lower -13.69% annualized return.

SVSPX

1D
2.93%
1M
-5.04%
YTD
-4.37%
6M
-2.09%
1Y
17.31%
3Y*
18.28%
5Y*
11.67%
10Y*
13.92%

SSGJX

1D
1.93%
1M
-7.38%
YTD
1.26%
6M
5.20%
1Y
26.67%
3Y*
15.05%
5Y*
6.95%
10Y*
-13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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State Street S&P 500 Index Fund Class N

State Street Global All Cap Equity ex-U.S. Index Fund

Often compared with SVSPX:
SVSPX vs. FXAIXSVSPX vs. VTSAXSVSPX vs. VOOSVSPX vs. SPYSVSPX vs. VIIIXSVSPX vs. VFIAXSVSPX vs. SSEYX
Often compared with SSGJX:
SSGJX vs. VXUSSSGJX vs. SCHGSSGJX vs. SCHDSSGJX vs. FITLXSSGJX vs. SCHFSSGJX vs. SSEYXSSGJX vs. FLCH

SVSPX vs. SSGJX - Expense Ratio Comparison

SVSPX has a 0.16% expense ratio, which is lower than SSGJX's 0.27% 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%.

SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund
SVSPX
State Street S&P 500 Index Fund Class N

Return for Risk

SVSPX vs. SSGJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SVSPX
SVSPX Risk / Return Rank: 4343
Overall Rank
SVSPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SVSPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SVSPX Omega Ratio Rank: 6363
Omega Ratio Rank
SVSPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVSPX Martin Ratio Rank: 1616
Martin Ratio Rank
SSGJX
SSGJX Risk / Return Rank: 8686
Overall Rank
SSGJX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSGJX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSGJX Omega Ratio Rank: 8585
Omega Ratio Rank
SSGJX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SSGJX Martin Ratio Rank: 8585
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.

SVSPX vs. SSGJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street S&P 500 Index Fund Class N (SVSPX) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX). 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.

SVSPXSSGJXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.76

-0.69

Sortino ratio

Return per unit of downside risk

1.71

2.36

-0.65

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

0.43

2.34

-1.90

Martin ratio

Return relative to average drawdown

1.65

9.12

-7.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVSPX vs. SSGJX - Sharpe Ratio Comparison

The current SVSPX Sharpe Ratio is 1.06, which is lower than the SSGJX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SVSPX and SSGJX, 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

SVSPXSSGJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.76

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.48

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

-0.42

+1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.43

+0.99

Correlation

The correlation between SVSPX and SSGJX is 0.68, 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

SVSPX vs. SSGJX - Dividend Comparison

SVSPX's dividend yield for the trailing twelve months is around 8.68%, more than SSGJX's 4.29% yield.

TTM20252024202320222021202020192018201720162015
SVSPX
State Street S&P 500 Index Fund Class N		8.68%8.28%9.39%12.38%10.53%11.65%15.98%6.40%13.29%4.94%8.63%4.05%
SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund		4.29%4.34%4.43%2.93%2.73%4.07%1.57%4.69%8.03%3.98%1.52%2.09%

Drawdowns

SVSPX vs. SSGJX - Drawdown Comparison

The maximum SVSPX drawdown since its inception was -55.76%, smaller than the maximum SSGJX drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for SVSPX and SSGJX.

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Drawdown Indicators

SVSPXSSGJXDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-92.55%

+36.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-11.23%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-30.19%

+5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-92.55%

+58.86%

Current Drawdown

Current decline from peak

-6.26%

-84.22%

+77.96%

Average Drawdown

Average peak-to-trough decline

-9.28%

-50.15%

+40.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

2.88%

+2.13%

Volatility

SVSPX vs. SSGJX - Volatility Comparison

The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 5.01%, while State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) has a volatility of 6.71%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than SSGJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SVSPXSSGJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

6.71%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

10.18%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

15.57%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

14.52%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

32.52%

-14.22%