SSGJX
State Street Global All Cap Equity ex-U.S. Index Fund
STATE STREET INSTITUTIONAL INVESTMENT TRUST
Index fund

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
32.49%
3 year
17.13%
5 year
7.72%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2020 onward derived from N-PORT monthly returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
12.93%
Sharpe
1.16
Sortino
1.92
Max drawdown
-28.45%
Best month
13.18%
Worst month
-16.12%
Beta vs VTSAX
0.70
Correlation
0.69

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.