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EINFX vs. ANBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EINFX vs. ANBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elfun Income Fund (EINFX) and American Funds Strategic Bond Fund (ANBAX). The values are adjusted to include any dividend payments, if applicable.

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EINFX vs. ANBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EINFX
Elfun Income Fund
-0.66%7.35%-0.73%4.75%-13.82%-1.57%7.81%9.51%-0.86%3.82%
ANBAX
American Funds Strategic Bond Fund
-1.03%7.18%-0.61%1.52%-12.74%-1.13%18.10%7.83%0.28%2.97%

Returns By Period

In the year-to-date period, EINFX achieves a -0.66% return, which is significantly higher than ANBAX's -1.03% return.


EINFX

1D
0.52%
1M
-2.52%
YTD
-0.66%
6M
0.29%
1Y
3.54%
3Y*
2.44%
5Y*
-0.55%
10Y*
1.43%

ANBAX

1D
0.77%
1M
-2.79%
YTD
-1.03%
6M
-0.18%
1Y
2.31%
3Y*
1.16%
5Y*
-0.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EINFX vs. ANBAX - Expense Ratio Comparison

EINFX has a 0.29% expense ratio, which is lower than ANBAX's 0.71% expense ratio.


Return for Risk

EINFX vs. ANBAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EINFX
EINFX Risk / Return Rank: 4444
Overall Rank
EINFX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EINFX Sortino Ratio Rank: 3939
Sortino Ratio Rank
EINFX Omega Ratio Rank: 2929
Omega Ratio Rank
EINFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
EINFX Martin Ratio Rank: 4040
Martin Ratio Rank

ANBAX
ANBAX Risk / Return Rank: 2222
Overall Rank
ANBAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ANBAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
ANBAX Omega Ratio Rank: 1818
Omega Ratio Rank
ANBAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
ANBAX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EINFX vs. ANBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Income Fund (EINFX) and American Funds Strategic Bond Fund (ANBAX). 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.


EINFXANBAXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.52

+0.33

Sortino ratio

Return per unit of downside risk

1.23

0.75

+0.48

Omega ratio

Gain probability vs. loss probability

1.15

1.10

+0.04

Calmar ratio

Return relative to maximum drawdown

1.55

0.81

+0.74

Martin ratio

Return relative to average drawdown

4.19

2.89

+1.30

EINFX vs. ANBAX - Sharpe Ratio Comparison

The current EINFX Sharpe Ratio is 0.85, which is higher than the ANBAX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EINFX and ANBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EINFXANBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.52

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.13

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.39

+0.39

Correlation

The correlation between EINFX and ANBAX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EINFX vs. ANBAX - Dividend Comparison

EINFX's dividend yield for the trailing twelve months is around 3.49%, more than ANBAX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
EINFX
Elfun Income Fund
3.49%3.84%3.04%2.76%4.09%3.31%3.15%2.78%2.88%2.42%3.34%2.87%
ANBAX
American Funds Strategic Bond Fund
3.01%2.78%3.07%2.91%5.31%1.74%3.87%3.09%3.51%1.76%0.00%0.00%

Drawdowns

EINFX vs. ANBAX - Drawdown Comparison

The maximum EINFX drawdown since its inception was -19.78%, roughly equal to the maximum ANBAX drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for EINFX and ANBAX.


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Drawdown Indicators


EINFXANBAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-19.33%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.54%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-19.33%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.78%

Current Drawdown

Current decline from peak

-5.92%

-7.91%

+1.99%

Average Drawdown

Average peak-to-trough decline

-3.57%

-5.65%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.99%

+0.15%

Volatility

EINFX vs. ANBAX - Volatility Comparison

The current volatility for Elfun Income Fund (EINFX) is 1.64%, while American Funds Strategic Bond Fund (ANBAX) has a volatility of 1.95%. This indicates that EINFX experiences smaller price fluctuations and is considered to be less risky than ANBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EINFXANBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.95%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.64%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

4.69%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

6.28%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.22%

5.43%

-0.21%