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State Street Target Retirement Fund Class K SSFOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SSFOX | Replication |
|---|---|---|
| Annualized growth | 4.4% | 2.8% |
| Annualized volatility | 6.7% | 4.7% |
| Sharpe ratio | 0.67 | 0.61 |
| Maximum drawdown | 16.4% | 13.7% |
| Replication fit (R²) | 0.79 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SSFOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 37.7% |
| VGIT | FI · Intermediate Gov | 24.6% |
| SCHP | FI · TIPS | 16.8% |
| VUG | Style · Growth | 10.6% |
| SPHY | FI · High Yield | 10.4% |