EINFX vs. SVSPX
Compare and contrast key facts about Elfun Income Fund (EINFX) and State Street S&P 500 Index Fund Class N (SVSPX).
EINFX is managed by State Street. It was launched on Dec 31, 1984. 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
EINFX vs. SVSPX - Performance Comparison
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EINFX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EINFX Elfun Income Fund | -0.45% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | -0.86% | 3.91% |
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, EINFX achieves a -0.45% return, which is significantly higher than SVSPX's -4.37% return. Over the past 10 years, EINFX has underperformed SVSPX with an annualized return of 1.45%, while SVSPX has yielded a comparatively higher 13.92% annualized return.
EINFX
- 1D
- 0.21%
- 1M
- -1.82%
- YTD
- -0.45%
- 6M
- 0.30%
- 1Y
- 3.43%
- 3Y*
- 2.51%
- 5Y*
- -0.58%
- 10Y*
- 1.45%
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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EINFX vs. SVSPX - Expense Ratio Comparison
EINFX has a 0.29% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Return for Risk
EINFX vs. SVSPX — Risk / Return Rank
EINFX
SVSPX
EINFX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Income Fund (EINFX) 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.
| EINFX | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.06 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.71 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.43 | +0.98 |
Martin ratioReturn relative to average drawdown | 3.78 | 1.65 | +2.13 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.06 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.70 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.78 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.56 | +0.23 |
Correlation
The correlation between EINFX and SVSPX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EINFX vs. SVSPX - Dividend Comparison
EINFX's dividend yield for the trailing twelve months is around 3.49%, less than SVSPX's 8.68% 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% |
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
EINFX vs. SVSPX - Drawdown Comparison
The maximum EINFX drawdown since its inception was -19.78%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for EINFX and SVSPX.
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Drawdown Indicators
| EINFX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.78% | -55.76% | +35.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -12.15% | +9.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.78% | -24.59% | +4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -19.78% | -33.69% | +13.91% |
Current DrawdownCurrent decline from peak | -5.73% | -6.26% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -9.28% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 5.01% | -3.86% |
Volatility
EINFX vs. SVSPX - Volatility Comparison
The current volatility for Elfun Income Fund (EINFX) is 1.62%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 5.01%. This indicates that EINFX experiences smaller price fluctuations and is considered to be less risky 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
| EINFX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 5.01% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 9.75% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 20.72% | -15.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.47% | 17.41% | -10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 18.30% | -13.08% |