- ISIN
- US28627D1054
- Issuer
- State Street
- Inception Date
- Jan 3, 1988
- Category
- Diversified Portfolio
- Min. Investment
- $500
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ELDFX Performance Chart
Elfun Diversified Fund (ELDFX) is up 7.3% since the beginning of the year. ELDFX is currently trading at $24 per share. Investors who bought $1,000 worth of ELDFX shares 5 years ago would now be looking at an investment worth $1,452.
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Returns By Period
Elfun Diversified Fund (ELDFX) has returned 7.33% so far this year and 19.14% over the past 12 months. Over the last ten years, ELDFX has returned 8.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Elfun Diversified Fund
- 1D
- 0.68%
- 1M
- 1.11%
- YTD
- 7.33%
- 6M
- 7.31%
- 1Y
- 19.14%
- 3Y*
- 13.99%
- 5Y*
- 7.74%
- 10Y*
- 8.86%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ELDFX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 1987, ELDFX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +7.8%, while the worst month was Oct 2008 at -14.6%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ELDFX closed higher 51% of trading days. The best single day was Dec 29, 2000 with a return of +12.6%, while the worst single day was Jun 26, 1989 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.23% | 1.42% | -5.05% | 5.92% | 3.10% | -0.17% | 7.33% | ||||||
| 2025 | 2.18% | 0.77% | -1.97% | 0.83% | 2.92% | 3.26% | 0.55% | 2.23% | 2.67% | 1.60% | 0.30% | 0.62% | 17.04% |
| 2024 | 0.31% | 2.43% | 2.42% | -3.25% | 3.57% | 1.72% | 1.89% | 2.09% | 1.95% | -2.46% | 2.67% | -2.07% | 11.55% |
| 2023 | 5.76% | -2.94% | 2.86% | 1.28% | -1.15% | 3.78% | 2.30% | -1.99% | -3.79% | -2.39% | 7.51% | 4.58% | 16.13% |
| 2022 | -3.55% | -2.15% | 0.34% | -6.23% | 0.68% | -5.93% | 4.99% | -3.45% | -7.14% | 3.21% | 6.49% | -2.66% | -15.33% |
| 2021 | -0.62% | 1.06% | 1.52% | 3.13% | 1.13% | 1.03% | 0.93% | 1.58% | -2.99% | 3.21% | -1.43% | 2.66% | 11.62% |
Benchmark Metrics
Elfun Diversified Fund has an annualized alpha of 2.28%, beta of 0.52, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since December 31, 1987.
- This fund participated in 61.25% of S&P 500 Index downside but only 60.22% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.52 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.28%
- Beta
- 0.52
- R²
- 0.68
- Upside Capture
- 60.22%
- Downside Capture
- 61.25%
Expense Ratio
ELDFX has an expense ratio of 0.33%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ELDFX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Elfun Diversified Fund (ELDFX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ELDFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.78 | -0.04 |
| Martin ratioReturn relative to average drawdown | 11.77 | 12.44 | -0.67 |
Dividends
Dividend History
Elfun Diversified Fund provided a 7.23% dividend yield over the last twelve months, with an annual payout of $1.71 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.71 | $1.71 | $1.29 | $0.49 | $1.34 | $1.72 | $0.95 | $0.82 | $0.55 | $2.06 | $0.55 | $1.05 |
Dividend yield | 7.23% | 7.77% | 6.38% | 2.56% | 7.89% | 7.91% | 4.54% | 4.17% | 3.24% | 11.08% | 3.06% | 6.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Elfun Diversified Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.71 | $1.71 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.29 | $1.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.34 | $1.34 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.72 | $1.72 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Elfun Diversified Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Elfun Diversified Fund was 40.54%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current Elfun Diversified Fund drawdown is 0.42%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -40.54%Mar 2009 | 1y 4mo | 3y 10mo | 5y 2moNov 2007 - Jan 2013 |
COVID crash2020 | -22.95%Mar 2020 | 1mo 9d | 4mo 14d | 5mo 23dFeb 2020 - Aug 2020 |
Bear market2022 | -21.52%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
Dot-com crash2000–2002 | -19.72%Oct 2002 | 1y 8mo | 1y 4d | 2y 8moFeb 2001 - Oct 2003 |
1998 correction1998 | -14.16%Oct 1998 | 2mo 19d | 2mo 16d | 5mo 5dJul 1998 - Dec 1998 |
Drawdown Indicators
| ELDFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.54% | -56.78% | +16.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -9.10% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -9.57% | -18.90% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -25.43% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -33.92% | +10.97% |
Current DrawdownCurrent decline from peak | -0.42% | -1.80% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -10.71% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.03% | -0.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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