SSAFX Performance — State Street Aggregate Bond Index Portfolio
Data updated: 2026-08-28
SSAFX returned +0.70% year to date and +3.76% over one year to Jun 2026. Annualised returns are +4.13% over 3 years and +0.03% over 5 years. The fund trailed its Intermediate Core Bond category average: $100 invested three years ago grew to $113, against $115 for the category, and to $104 over one year, against $104. Volatility over the past three years was 5.52% a year. In the 12 months to Jun 2026 the fund took in a net $1.4B, and assets reached $6.20B.
SSAFX Growth of $100
What $100 invested in State Street Aggregate Bond Index Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Core Bond category average over the same months.
| Period | SSAFX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $104 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $113 | $115 |
| 5 years (Jul 2021 – Jun 2026) | $100 | $102 |
| Since data start (Jul 2019 – Jun 2026) | $109 | $112 |
SSAFX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.70% |
| 1 year | +3.76% |
| 3 years (annualised) | +4.13% |
| 5 years (annualised) | +0.03% |
SSAFX Annual Returns
Calendar-year total returns of State Street Aggregate Bond Index Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.70% |
| 2025 | +7.17% |
| 2024 | +1.33% |
| 2023 | +5.61% |
| 2022 | −13.30% |
| 2021 | −1.73% |
| 2020 | +7.83% |
| 2019 (Jul–Dec) | +2.41% |
SSAFX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.2% | +1.6% | −1.8% | +0.1% | +0.3% | +0.2% | — | — | — | — | — | — |
| 2025 | +0.5% | +2.2% | 0.0% | +0.4% | −0.7% | +1.5% | −0.3% | +1.2% | +1.1% | +0.6% | +0.6% | −0.2% |
| 2024 | −0.2% | −1.4% | +0.9% | −2.5% | +1.7% | +0.9% | +2.3% | +1.4% | +1.4% | −2.5% | +1.1% | −1.7% |
| 2023 | +3.2% | −2.6% | +2.6% | +0.6% | −1.1% | −0.4% | −0.1% | −0.7% | −2.5% | −1.6% | +4.5% | +3.7% |
| 2022 | −2.2% | −1.1% | −2.8% | −3.9% | +0.7% | −1.6% | +2.5% | −2.9% | −4.4% | −1.3% | +3.7% | −0.7% |
| 2021 | −0.8% | −1.5% | −1.3% | +0.8% | +0.3% | +0.7% | +1.1% | −0.2% | −0.9% | −0.1% | +0.3% | −0.3% |
| 2020 | +1.9% | +1.8% | −0.5% | +2.0% | +0.5% | +0.7% | +1.5% | −0.8% | −0.1% | −0.5% | +1.0% | +0.1% |
| 2019 | — | — | — | — | — | — | +0.2% | +2.6% | −0.5% | +0.3% | −0.1% | −0.1% |
SSAFX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.52%
- 3-year Sharpe ratio: -0.07 (vs 4.5% risk-free rate)
- Best month: +4.51% (Nov 2023)
- Worst month: −2.53% (Sep 2023)
SSAFX Fund Flows
Monthly money in and out of State Street Aggregate Bond Index Portfolio, from SEC Form N-PORT.
- 12-month net flow: $1.4B
- 12-month gross sales (incl. reinvestments): $2.3B
- Sales ÷ redemptions: 2.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $325.1M | $391.7M | −$66.6M |
| May 2026 | $210.0M | $42.0M | $168.0M |
| Apr 2026 | $113.7M | $154.2M | −$40.4M |
| Mar 2026 | $275.8M | $0 | $275.8M |
| Feb 2026 | $71.3M | $14.7M | $56.6M |
| Jan 2026 | $125.4M | $60.8M | $64.6M |
| Dec 2025 | $190.9M | $26.6M | $164.3M |
| Nov 2025 | $68.5M | $24.8M | $43.7M |
| Oct 2025 | $232.9M | $17.7M | $215.2M |
| Sep 2025 | $315.3M | $15.7M | $299.7M |
| Aug 2025 | $68.2M | $63.3M | $4.9M |
| Jul 2025 | $259.0M | $29.5M | $229.5M |
SSAFX Assets Under Management
Net assets of State Street Aggregate Bond Index Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $6.20B |
| 2026-03-31 | $6.16B |
| 2025-12-31 | $5.81B |
| 2025-09-30 | $5.41B |
| 2025-06-30 | $4.82B |
| 2025-03-31 | $4.24B |
| 2024-12-31 | $4.04B |
| 2024-09-30 | $3.38B |
| 2024-06-30 | $3.01B |
| 2024-03-31 | $2.84B |
| 2023-12-31 | $2.73B |
| 2023-09-30 | $2.48B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.