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VMVFX vs. SSGLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMVFX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMVFX achieves a 8.43% return, which is significantly lower than SSGLX's 14.98% return. Both investments have delivered pretty close results over the past 10 years, with VMVFX having a 9.51% annualized return and SSGLX not far ahead at 9.82%.


VMVFX

1D
0.06%
1M
2.52%
YTD
8.43%
6M
8.94%
1Y
13.14%
3Y*
13.60%
5Y*
10.78%
10Y*
9.51%

SSGLX

1D
0.67%
1M
4.89%
YTD
14.98%
6M
18.09%
1Y
32.74%
3Y*
19.68%
5Y*
8.65%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMVFX vs. SSGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
8.43%12.74%13.38%7.82%-4.48%23.74%-3.99%23.28%-1.79%15.93%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
14.98%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Correlation

The correlation between VMVFX and SSGLX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2014

0.67

Over the past year, the correlation between VMVFX and SSGLX has dropped to 0.42 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

VMVFX vs. SSGLX — Risk / Return Rank

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

VMVFX
VMVFX Risk / Return Rank: 3939
Overall Rank
VMVFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VMVFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMVFX Omega Ratio Rank: 4242
Omega Ratio Rank
VMVFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VMVFX Martin Ratio Rank: 3737
Martin Ratio Rank

SSGLX
SSGLX Risk / Return Rank: 6262
Overall Rank
SSGLX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 6767
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 5656
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.

VMVFX vs. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.


VMVFXSSGLXDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.34

1.46

-0.11

Calmar ratioReturn relative to maximum drawdown

2.08

2.89

-0.81

Martin ratioReturn relative to average drawdown

8.13

11.22

-3.10

VMVFX vs. SSGLX - Sharpe Ratio Comparison

The current VMVFX Sharpe Ratio is 1.92, which is comparable to the SSGLX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VMVFX and SSGLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VMVFXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.40

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.59

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.61

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.45

+0.38

Drawdowns

VMVFX vs. SSGLX - Drawdown Comparison

The maximum VMVFX drawdown since its inception was -33.09%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for VMVFX and SSGLX.


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Drawdown Indicators


VMVFXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-35.88%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-11.22%

+4.95%

Max Drawdown (3Y)

Largest decline over 3 years

-7.96%

-13.56%

+5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-30.08%

+17.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.09%

-35.88%

+2.79%

Current Drawdown

Current decline from peak

-0.18%

0.00%

-0.18%

Average Drawdown

Average peak-to-trough decline

-2.83%

-8.23%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.88%

-1.28%

Volatility

VMVFX vs. SSGLX - Volatility Comparison

The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 1.94%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 4.55%. This indicates that VMVFX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMVFXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

4.55%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.17%

11.38%

-6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.81%

13.56%

-6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

14.74%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.48%

16.24%

-3.76%

VMVFX vs. SSGLX - Expense Ratio Comparison

VMVFX has a 0.21% expense ratio, which is higher than SSGLX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VMVFX vs. SSGLX - Dividend Comparison

VMVFX's dividend yield for the trailing twelve months is around 9.20%, more than SSGLX's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
3.84%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
9.20%9.98%3.77%3.05%4.96%12.73%2.02%5.12%7.27%2.30%2.71%3.22%

Frequently Asked Questions


VMVFX and SSGLX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSGLX has higher volatility (4.55%) compared to VMVFX (1.94%). In terms of maximum drawdown, VMVFX dropped -33.09% vs SSGLX's -35.88%.

SSGLX currently has the higher Sharpe Ratio (2.40 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VMVFX and SSGLX

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