- ISIN
- US2862811005
- Issuer
- State Street
- Inception Date
- May 27, 1935
- Category
- Large Cap Growth Equities
- Min. Investment
- $500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
ELFNX Performance Chart
Elfun Trusts (ELFNX) is up 5.0% since the beginning of the year. ELFNX is currently trading at $98 per share. Investors who bought $1,000 worth of ELFNX shares 5 years ago would now be looking at an investment worth $1,859.
Loading charts...
Returns By Period
Elfun Trusts (ELFNX) has returned 4.98% so far this year and 21.72% over the past 12 months. Looking at the last ten years, ELFNX has achieved an annualized return of 16.51%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Elfun Trusts
- 1D
- 1.13%
- 1M
- -0.67%
- YTD
- 4.98%
- 6M
- 4.95%
- 1Y
- 21.72%
- 3Y*
- 20.81%
- 5Y*
- 13.20%
- 10Y*
- 16.51%
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%
ELFNX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1980, ELFNX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Dec 1984 with a return of +14.8%, while the worst month was Oct 1987 at -22.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ELFNX closed higher 48% of trading days. The best single day was Jan 3, 2001 with a return of +12.1%, while the worst single day was Jan 29, 1982 at -14.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.00% | -2.84% | -4.95% | 10.81% | 3.41% | -1.78% | 4.98% | ||||||
| 2025 | 2.69% | -2.62% | -6.21% | -0.30% | 6.34% | 5.68% | 4.09% | 1.21% | 2.15% | 3.44% | -0.26% | -0.02% | 16.64% |
| 2024 | 3.24% | 7.02% | 2.99% | -4.02% | 5.06% | 4.23% | 1.06% | 1.84% | 1.50% | -0.85% | 4.44% | -1.90% | 26.91% |
| 2023 | 7.85% | -2.94% | 2.58% | 2.69% | 2.66% | 6.62% | 3.47% | -0.49% | -4.95% | -0.64% | 9.47% | 4.69% | 34.50% |
| 2022 | -3.25% | -3.97% | 1.89% | -8.53% | -0.07% | -8.70% | 9.54% | -4.42% | -9.33% | 6.61% | 6.05% | -5.55% | -19.91% |
| 2021 | -1.50% | 4.48% | 3.99% | 5.56% | 0.84% | 1.55% | 2.32% | 1.69% | -4.40% | 6.27% | -2.14% | 3.99% | 24.46% |
Benchmark Metrics
Elfun Trusts has an annualized alpha of 3.36%, beta of 0.83, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 02, 1980.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.68%) than losses (92.92%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 3.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.36%
- Beta
- 0.83
- R²
- 0.63
- Upside Capture
- 99.68%
- Downside Capture
- 92.92%
Expense Ratio
ELFNX has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
ELFNX ranks 34 for risk / return — below 34% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Elfun Trusts (ELFNX) 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.
| ELFNX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.78 | -0.92 |
| Martin ratioReturn relative to average drawdown | 7.44 | 12.44 | -5.00 |
Dividends
Dividend History
Elfun Trusts provided a 9.40% dividend yield over the last twelve months, with an annual payout of $9.25 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 | $9.25 | $9.25 | $9.20 | $2.22 | $5.28 | $9.26 | $6.15 | $5.84 | $8.11 | $6.52 | $4.71 | $4.48 |
Dividend yield | 9.40% | 9.87% | 10.43% | 2.90% | 9.01% | 11.62% | 8.60% | 9.39% | 16.18% | 10.80% | 8.85% | 8.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Elfun Trusts. 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 | $9.25 | $9.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.20 | $9.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.22 | $2.22 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.28 | $5.28 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.26 | $9.26 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Elfun Trusts. 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 Trusts was 50.28%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.
The current Elfun Trusts drawdown is 2.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -50.28%Mar 2009 | 1y 4mo | 1y 11mo | 3y 3moOct 2007 - Feb 2011 |
Dot-com crash2000–2002 | -34.76%Jul 2002 | 1y 8mo | 4y 2mo | 5y 11moNov 2000 - Oct 2006 |
Black Monday1987 | -32.83%Dec 1987 | 4mo 4d | 1y 9mo | 2y 1moAug 1987 - Oct 1989 |
COVID crash2020 | -32.44%Mar 2020 | 1mo 2d | 3mo 24d | 4mo 26dFeb 2020 - Jul 2020 |
Bear market2022 | -26.39%Oct 2022 | 11mo 8d | 1y 1mo | 2y 6dNov 2021 - Nov 2023 |
Drawdown Indicators
| ELFNX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.28% | -56.78% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -9.10% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -18.90% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -25.43% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | -33.92% | +1.48% |
Current DrawdownCurrent decline from peak | -2.23% | -1.80% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -10.71% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.03% | +0.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ELFNX
Add Elfun Trusts to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ELFNX