EINFX vs. BCPIX
Compare and contrast key facts about Elfun Income Fund (EINFX) and Brandes Core Plus Fixed Income Fund (BCPIX).
EINFX is managed by State Street. It was launched on Dec 31, 1984. BCPIX is managed by Brandes. It was launched on Dec 28, 2007.
Performance
EINFX vs. BCPIX - Performance Comparison
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EINFX vs. BCPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EINFX Elfun Income Fund | -0.66% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | -0.86% | 3.91% |
BCPIX Brandes Core Plus Fixed Income Fund | -0.55% | 6.71% | 1.98% | 6.70% | -10.78% | -0.34% | 5.77% | 6.65% | -0.45% | 2.74% |
Returns By Period
In the year-to-date period, EINFX achieves a -0.66% return, which is significantly lower than BCPIX's -0.55% return. Over the past 10 years, EINFX has underperformed BCPIX with an annualized return of 1.43%, while BCPIX has yielded a comparatively higher 1.90% annualized 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%
BCPIX
- 1D
- 0.48%
- 1M
- -2.11%
- YTD
- -0.55%
- 6M
- 0.36%
- 1Y
- 3.41%
- 3Y*
- 3.73%
- 5Y*
- 0.90%
- 10Y*
- 1.90%
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EINFX vs. BCPIX - Expense Ratio Comparison
EINFX has a 0.29% expense ratio, which is lower than BCPIX's 0.30% expense ratio.
Return for Risk
EINFX vs. BCPIX — Risk / Return Rank
EINFX
BCPIX
EINFX vs. BCPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Income Fund (EINFX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.
| EINFX | BCPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.99 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.44 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.71 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.19 | 5.12 | -0.93 |
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
| EINFX | BCPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.99 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.18 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.46 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.33 | +0.46 |
Correlation
The correlation between EINFX and BCPIX is 0.86, 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. BCPIX - Dividend Comparison
EINFX's dividend yield for the trailing twelve months is around 3.49%, less than BCPIX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BCPIX Brandes Core Plus Fixed Income Fund | 4.10% | 4.32% | 3.67% | 2.91% | 2.54% | 1.89% | 1.76% | 2.77% | 2.90% | 2.49% | 2.84% | 2.72% |
Drawdowns
EINFX vs. BCPIX - Drawdown Comparison
The maximum EINFX drawdown since its inception was -19.78%, smaller than the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for EINFX and BCPIX.
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Drawdown Indicators
| EINFX | BCPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.78% | -22.43% | +2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -2.58% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.78% | -15.19% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -19.78% | -15.19% | -4.59% |
Current DrawdownCurrent decline from peak | -5.92% | -2.11% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -4.28% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.86% | +0.28% |
Volatility
EINFX vs. BCPIX - Volatility Comparison
Elfun Income Fund (EINFX) has a higher volatility of 1.64% compared to Brandes Core Plus Fixed Income Fund (BCPIX) at 1.42%. This indicates that EINFX's price experiences larger fluctuations and is considered to be riskier than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EINFX | BCPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 1.42% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.36% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.86% | 3.97% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.47% | 5.06% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 4.16% | +1.06% |