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EINFX vs. SAMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EINFX vs. SAMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elfun Income Fund (EINFX) and Virtus Seix Total Return Bond Fund (SAMFX). The values are adjusted to include any dividend payments, if applicable.

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EINFX vs. SAMFX - 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%3.91%
SAMFX
Virtus Seix Total Return Bond Fund
-0.55%6.87%0.43%4.35%-13.57%-1.44%10.24%7.12%-0.32%2.68%

Returns By Period

In the year-to-date period, EINFX achieves a -0.66% return, which is significantly lower than SAMFX's -0.55% return. Both investments have delivered pretty close results over the past 10 years, with EINFX having a 1.43% annualized return and SAMFX not far behind at 1.41%.


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%

SAMFX

1D
0.54%
1M
-2.30%
YTD
-0.55%
6M
0.49%
1Y
3.56%
3Y*
2.52%
5Y*
-0.33%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EINFX vs. SAMFX - Expense Ratio Comparison

EINFX has a 0.29% expense ratio, which is lower than SAMFX's 0.46% expense ratio.


Return for Risk

EINFX vs. SAMFX — 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

SAMFX
SAMFX Risk / Return Rank: 5050
Overall Rank
SAMFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SAMFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SAMFX Omega Ratio Rank: 3535
Omega Ratio Rank
SAMFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SAMFX Martin Ratio Rank: 4949
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. SAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Income Fund (EINFX) and Virtus Seix Total Return Bond Fund (SAMFX). 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.


EINFXSAMFXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.96

-0.10

Sortino ratio

Return per unit of downside risk

1.23

1.37

-0.14

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.55

1.63

-0.08

Martin ratio

Return relative to average drawdown

4.19

4.81

-0.62

EINFX vs. SAMFX - Sharpe Ratio Comparison

The current EINFX Sharpe Ratio is 0.85, which is comparable to the SAMFX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EINFX and SAMFX, 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


EINFXSAMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.96

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.06

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.29

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.57

+0.22

Correlation

The correlation between EINFX and SAMFX is 0.87, 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. SAMFX - Dividend Comparison

EINFX's dividend yield for the trailing twelve months is around 3.49%, less than SAMFX's 3.85% 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%
SAMFX
Virtus Seix Total Return Bond Fund
3.85%4.25%3.57%3.16%3.33%1.09%1.99%1.95%2.09%2.36%3.59%2.12%

Drawdowns

EINFX vs. SAMFX - Drawdown Comparison

The maximum EINFX drawdown since its inception was -19.78%, which is greater than SAMFX's maximum drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for EINFX and SAMFX.


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Drawdown Indicators


EINFXSAMFXDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-18.72%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-2.82%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-17.95%

-1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-19.78%

-18.72%

-1.06%

Current Drawdown

Current decline from peak

-5.92%

-5.71%

-0.21%

Average Drawdown

Average peak-to-trough decline

-3.57%

-3.50%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.96%

+0.18%

Volatility

EINFX vs. SAMFX - Volatility Comparison

Elfun Income Fund (EINFX) and Virtus Seix Total Return Bond Fund (SAMFX) have volatilities of 1.64% and 1.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EINFXSAMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.60%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.52%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

4.37%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

5.84%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.22%

4.87%

+0.35%