VSQYX vs. SSGLX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).

VSQYX is managed by Invesco. It was launched on Jun 30, 2016. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.

Performance

VSQYX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World SRI Index Fund (VSQYX) 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.

VSQYX vs. SSGLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSQYX Invesco MSCI World SRI Index Fund	3.47%	14.61%	13.94%	27.89%	-21.97%	26.78%	12.87%	16.46%	-14.22%	24.10%
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K	1.29%	32.64%	4.98%	15.67%	-16.44%	8.36%	11.11%	21.52%	-14.05%	27.12%

Returns By Period

VSQYX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SSGLX

• 1D: 1.94%
• 1M: -7.37%
• YTD: 1.29%
• 6M: 5.27%
• 1Y: 26.80%
• 3Y*: 15.14%
• 5Y*: 7.06%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSQYX vs. SSGLX - Expense Ratio Comparison

VSQYX has a 0.19% 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%.

VSQYX

Invesco MSCI World SRI Index Fund

SSGLX

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

Return for Risk

VSQYX vs. SSGLX — Risk / Return Rank

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

SSGLX

SSGLX Risk / Return Rank: 84
SSGLX Sharpe Ratio Rank: 85
SSGLX Sortino Ratio Rank: 84
SSGLX Omega Ratio Rank: 84
SSGLX Calmar Ratio Rank: 84
SSGLX Martin Ratio Rank: 82

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.

VSQYX vs. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VSQYX	SSGLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.49	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.38	—

Correlation

The correlation between VSQYX and SSGLX is 0.75, 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

VSQYX vs. SSGLX - Dividend Comparison

VSQYX's dividend yield for the trailing twelve months is around 115.28%, more than SSGLX's 4.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VSQYX Invesco MSCI World SRI Index Fund	115.28%	25.88%	10.69%	3.02%	1.84%	1.40%	1.46%	1.78%	2.90%	3.73%	0.12%	0.00%
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K	4.36%	4.41%	4.46%	2.98%	2.85%	4.20%	1.72%	4.80%	8.32%	3.98%	1.52%	2.09%

Drawdowns

Drawdown Indicators

	VSQYX	SSGLX	Difference
Max Drawdown Largest peak-to-trough decline	—	-35.88%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.22%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.88%	—
Current Drawdown Current decline from peak	—	-9.15%	—
Average Drawdown Average peak-to-trough decline	—	-8.32%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.87%	—

Volatility

Volatility by Period

	VSQYX	SSGLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.57%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.51%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.15%	—