EGLBX vs. ELFNX
Compare and contrast key facts about Elfun International Equity Fund (EGLBX) and Elfun Trusts (ELFNX).
EGLBX is managed by State Street. It was launched on Jan 4, 1988. ELFNX is managed by State Street. It was launched on May 27, 1935.
Performance
EGLBX vs. ELFNX - Performance Comparison
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EGLBX vs. ELFNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLBX Elfun International Equity Fund | -5.04% | 22.41% | 3.40% | 20.35% | -16.09% | 9.11% | 13.33% | 30.15% | -16.35% | 22.99% |
ELFNX Elfun Trusts | -9.40% | 16.64% | 26.91% | 34.50% | -19.91% | 24.46% | 25.18% | 35.57% | -3.25% | 25.60% |
Returns By Period
In the year-to-date period, EGLBX achieves a -5.04% return, which is significantly higher than ELFNX's -9.40% return. Over the past 10 years, EGLBX has underperformed ELFNX with an annualized return of 7.78%, while ELFNX has yielded a comparatively higher 14.84% annualized return.
EGLBX
- 1D
- 0.89%
- 1M
- -11.70%
- YTD
- -5.04%
- 6M
- -2.28%
- 1Y
- 9.11%
- 3Y*
- 9.86%
- 5Y*
- 5.55%
- 10Y*
- 7.78%
ELFNX
- 1D
- -0.21%
- 1M
- -7.68%
- YTD
- -9.40%
- 6M
- -6.55%
- 1Y
- 12.68%
- 3Y*
- 18.88%
- 5Y*
- 10.93%
- 10Y*
- 14.84%
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EGLBX vs. ELFNX - Expense Ratio Comparison
EGLBX has a 0.37% expense ratio, which is higher than ELFNX's 0.18% expense ratio.
Return for Risk
EGLBX vs. ELFNX — Risk / Return Rank
EGLBX
ELFNX
EGLBX vs. ELFNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun International Equity Fund (EGLBX) and Elfun Trusts (ELFNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EGLBX | ELFNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.71 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.13 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.93 | -0.38 |
Martin ratioReturn relative to average drawdown | 2.07 | 3.55 | -1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGLBX | ELFNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.71 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.61 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.81 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.58 | -0.18 |
Correlation
The correlation between EGLBX and ELFNX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EGLBX vs. ELFNX - Dividend Comparison
EGLBX's dividend yield for the trailing twelve months is around 12.03%, more than ELFNX's 10.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGLBX Elfun International Equity Fund | 12.03% | 11.42% | 6.62% | 1.95% | 6.97% | 8.23% | 1.17% | 1.68% | 2.49% | 1.56% | 2.19% | 1.85% |
ELFNX Elfun Trusts | 10.89% | 9.87% | 10.43% | 2.90% | 9.01% | 11.62% | 8.60% | 9.39% | 16.18% | 10.80% | 8.85% | 8.22% |
Drawdowns
EGLBX vs. ELFNX - Drawdown Comparison
The maximum EGLBX drawdown since its inception was -60.96%, which is greater than ELFNX's maximum drawdown of -50.28%. Use the drawdown chart below to compare losses from any high point for EGLBX and ELFNX.
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Drawdown Indicators
| EGLBX | ELFNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.96% | -50.28% | -10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -11.48% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -26.39% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -32.44% | -0.08% |
Current DrawdownCurrent decline from peak | -11.70% | -11.40% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -7.65% | -5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.01% | +0.38% |
Volatility
EGLBX vs. ELFNX - Volatility Comparison
Elfun International Equity Fund (EGLBX) has a higher volatility of 7.33% compared to Elfun Trusts (ELFNX) at 4.40%. This indicates that EGLBX's price experiences larger fluctuations and is considered to be riskier than ELFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGLBX | ELFNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 4.40% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 9.57% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 18.37% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.87% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 18.35% | -1.45% |