EGLBX vs. SVSPX
Compare and contrast key facts about Elfun International Equity Fund (EGLBX) and State Street S&P 500 Index Fund Class N (SVSPX).
EGLBX is managed by State Street. It was launched on Jan 4, 1988. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
EGLBX vs. SVSPX - Performance Comparison
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EGLBX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLBX Elfun International Equity Fund | -2.73% | 22.41% | 3.40% | 20.35% | -16.09% | 9.11% | 13.33% | 30.15% | -16.35% | 22.99% |
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
Returns By Period
In the year-to-date period, EGLBX achieves a -2.73% return, which is significantly higher than SVSPX's -4.37% return. Over the past 10 years, EGLBX has underperformed SVSPX with an annualized return of 8.04%, while SVSPX has yielded a comparatively higher 13.92% annualized return.
EGLBX
- 1D
- 2.44%
- 1M
- -7.10%
- YTD
- -2.73%
- 6M
- -1.31%
- 1Y
- 11.42%
- 3Y*
- 10.74%
- 5Y*
- 5.73%
- 10Y*
- 8.04%
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
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EGLBX vs. SVSPX - Expense Ratio Comparison
EGLBX has a 0.37% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Return for Risk
EGLBX vs. SVSPX — Risk / Return Rank
EGLBX
SVSPX
EGLBX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun International Equity Fund (EGLBX) and State Street S&P 500 Index Fund Class N (SVSPX). 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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.06 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.71 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.43 | +0.40 |
Martin ratioReturn relative to average drawdown | 3.15 | 1.65 | +1.50 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.06 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.70 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.78 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.56 | -0.16 |
Correlation
The correlation between EGLBX and SVSPX is 0.60, 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. SVSPX - Dividend Comparison
EGLBX's dividend yield for the trailing twelve months is around 11.74%, more than SVSPX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGLBX Elfun International Equity Fund | 11.74% | 11.42% | 6.62% | 1.95% | 6.97% | 8.23% | 1.17% | 1.68% | 2.49% | 1.56% | 2.19% | 1.85% |
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
EGLBX vs. SVSPX - Drawdown Comparison
The maximum EGLBX drawdown since its inception was -60.96%, which is greater than SVSPX's maximum drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for EGLBX and SVSPX.
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Drawdown Indicators
| EGLBX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.96% | -55.76% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -12.15% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -24.59% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -33.69% | +1.17% |
Current DrawdownCurrent decline from peak | -9.55% | -6.26% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -9.28% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 5.01% | -1.62% |
Volatility
EGLBX vs. SVSPX - Volatility Comparison
Elfun International Equity Fund (EGLBX) has a higher volatility of 7.57% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 5.01%. This indicates that EGLBX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGLBX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 5.01% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 9.75% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 20.72% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 17.41% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.30% | -1.39% |