See what your fund actually adds
State Street Small/Mid Cap Equity Index Portfolio SSMHX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SSMHX | Replication |
|---|---|---|
| Annualized growth | 6.4% | 5.5% |
| Annualized volatility | 20.7% | 20.4% |
| Sharpe ratio | 0.40 | 0.36 |
| Maximum drawdown | 34.3% | 32.6% |
| Replication fit (R²) | 0.99 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SSMHX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 47.3% |
| VOT | Mid-Cap · Growth | 17.5% |
| VBR | Small-Cap · Value | 16.5% |
| IWC | Micro Cap | 12.2% |
| IJR | US Small Cap | 6.5% |