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ELDFX vs. NWQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELDFX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elfun Diversified Fund (ELDFX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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ELDFX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELDFX
Elfun Diversified Fund
-3.14%17.04%11.55%16.13%-15.33%11.62%12.25%19.60%-5.50%15.40%
NWQIX
Nuveen Flexible Income Fund
-0.33%12.22%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%

Returns By Period

In the year-to-date period, ELDFX achieves a -3.14% return, which is significantly lower than NWQIX's -0.33% return. Over the past 10 years, ELDFX has outperformed NWQIX with an annualized return of 7.91%, while NWQIX has yielded a comparatively lower 5.38% annualized return.


ELDFX

1D
0.14%
1M
-6.58%
YTD
-3.14%
6M
-0.68%
1Y
12.31%
3Y*
11.63%
5Y*
6.36%
10Y*
7.91%

NWQIX

1D
0.00%
1M
-2.94%
YTD
-0.33%
6M
2.27%
1Y
10.77%
3Y*
9.04%
5Y*
3.81%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELDFX vs. NWQIX - Expense Ratio Comparison

ELDFX has a 0.33% expense ratio, which is lower than NWQIX's 0.70% expense ratio.


Return for Risk

ELDFX vs. NWQIX — Risk / Return Rank

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

ELDFX
ELDFX Risk / Return Rank: 6969
Overall Rank
ELDFX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ELDFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
ELDFX Omega Ratio Rank: 6969
Omega Ratio Rank
ELDFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
ELDFX Martin Ratio Rank: 7171
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9595
Overall Rank
NWQIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9393
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.

ELDFX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Diversified Fund (ELDFX) and Nuveen Flexible Income Fund (NWQIX). 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.


ELDFXNWQIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.58

-1.38

Sortino ratio

Return per unit of downside risk

1.74

3.49

-1.75

Omega ratio

Gain probability vs. loss probability

1.26

1.56

-0.30

Calmar ratio

Return relative to maximum drawdown

1.54

2.91

-1.37

Martin ratio

Return relative to average drawdown

6.72

11.90

-5.19

ELDFX vs. NWQIX - Sharpe Ratio Comparison

The current ELDFX Sharpe Ratio is 1.21, which is lower than the NWQIX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of ELDFX and NWQIX, 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


ELDFXNWQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.58

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.68

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.86

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.72

-0.10

Correlation

The correlation between ELDFX and NWQIX is 0.70, 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

ELDFX vs. NWQIX - Dividend Comparison

ELDFX's dividend yield for the trailing twelve months is around 8.02%, more than NWQIX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
ELDFX
Elfun Diversified Fund
8.02%7.77%6.38%2.56%7.89%7.91%4.54%4.17%3.24%11.08%3.06%6.01%
NWQIX
Nuveen Flexible Income Fund
5.75%6.52%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Drawdowns

ELDFX vs. NWQIX - Drawdown Comparison

The maximum ELDFX drawdown since its inception was -40.54%, which is greater than NWQIX's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for ELDFX and NWQIX.


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Drawdown Indicators


ELDFXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.54%

-23.89%

-16.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-3.75%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-17.75%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

-23.89%

+0.94%

Current Drawdown

Current decline from peak

-6.79%

-2.94%

-3.85%

Average Drawdown

Average peak-to-trough decline

-4.66%

-3.04%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.92%

+0.79%

Volatility

ELDFX vs. NWQIX - Volatility Comparison

Elfun Diversified Fund (ELDFX) has a higher volatility of 3.48% compared to Nuveen Flexible Income Fund (NWQIX) at 1.50%. This indicates that ELDFX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELDFXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

1.50%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

2.76%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

4.41%

+5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.99%

5.64%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.11%

6.31%

+3.80%