ELDFX vs. SSSYX
Compare and contrast key facts about Elfun Diversified Fund (ELDFX) and State Street Equity 500 Index Fund Class K (SSSYX).
ELDFX is managed by State Street. It was launched on Jan 3, 1988. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
ELDFX vs. SSSYX - Performance Comparison
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ELDFX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELDFX Elfun Diversified Fund | -3.14% | 17.04% | 11.55% | 16.13% | -15.33% | 11.62% | 12.25% | 19.60% | -5.50% | 15.40% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, ELDFX achieves a -3.14% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, ELDFX has underperformed SSSYX with an annualized return of 7.91%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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ELDFX vs. SSSYX - Expense Ratio Comparison
ELDFX has a 0.33% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
ELDFX vs. SSSYX — Risk / Return Rank
ELDFX
SSSYX
ELDFX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Diversified Fund (ELDFX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| ELDFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.84 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.30 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.06 | +0.48 |
Martin ratioReturn relative to average drawdown | 6.72 | 5.13 | +1.58 |
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
| ELDFX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.84 | +0.37 |
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 | 0.11 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.11 | +0.52 |
Correlation
The correlation between ELDFX and SSSYX is 0.91, 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
ELDFX vs. SSSYX - Dividend Comparison
ELDFX's dividend yield for the trailing twelve months is around 8.02%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
ELDFX vs. SSSYX - Drawdown Comparison
The maximum ELDFX drawdown since its inception was -40.54%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for ELDFX and SSSYX.
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Drawdown Indicators
| ELDFX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.54% | -91.48% | +50.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -12.10% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -24.49% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -91.48% | +68.53% |
Current DrawdownCurrent decline from peak | -6.79% | -8.88% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -4.20% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.49% | -0.78% |
Volatility
ELDFX vs. SSSYX - Volatility Comparison
The current volatility for Elfun Diversified Fund (ELDFX) is 3.48%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that ELDFX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELDFX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 4.24% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 9.08% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 18.10% | -7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.99% | 16.85% | -6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.11% | 124.43% | -114.32% |