ELDFX vs. SVSPX
Compare and contrast key facts about Elfun Diversified Fund (ELDFX) and State Street S&P 500 Index Fund Class N (SVSPX).
ELDFX is managed by State Street. It was launched on Jan 3, 1988. 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
ELDFX vs. SVSPX - Performance Comparison
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ELDFX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELDFX Elfun Diversified Fund | -1.55% | 17.04% | 11.55% | 16.13% | -15.33% | 11.62% | 12.25% | 19.60% | -5.50% | 15.40% |
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, ELDFX achieves a -1.55% return, which is significantly higher than SVSPX's -4.37% return. Over the past 10 years, ELDFX has underperformed SVSPX with an annualized return of 8.09%, while SVSPX has yielded a comparatively higher 13.92% annualized return.
ELDFX
- 1D
- 1.64%
- 1M
- -4.46%
- YTD
- -1.55%
- 6M
- 0.56%
- 1Y
- 13.77%
- 3Y*
- 12.24%
- 5Y*
- 6.51%
- 10Y*
- 8.09%
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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ELDFX vs. SVSPX - Expense Ratio Comparison
ELDFX has a 0.33% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Return for Risk
ELDFX vs. SVSPX — Risk / Return Rank
ELDFX
SVSPX
ELDFX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Diversified Fund (ELDFX) 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.
| ELDFX | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.06 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.71 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.43 | +1.48 |
Martin ratioReturn relative to average drawdown | 8.19 | 1.65 | +6.54 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.06 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.70 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.78 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.56 | +0.07 |
Correlation
The correlation between ELDFX and SVSPX is 0.90, 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. SVSPX - Dividend Comparison
ELDFX's dividend yield for the trailing twelve months is around 7.89%, less than SVSPX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELDFX Elfun Diversified Fund | 7.89% | 7.77% | 6.38% | 2.56% | 7.89% | 7.91% | 4.54% | 4.17% | 3.24% | 11.08% | 3.06% | 6.01% |
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
ELDFX vs. SVSPX - Drawdown Comparison
The maximum ELDFX drawdown since its inception was -40.54%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for ELDFX and SVSPX.
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Drawdown Indicators
| ELDFX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.54% | -55.76% | +15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -12.15% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -24.59% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -33.69% | +10.74% |
Current DrawdownCurrent decline from peak | -5.26% | -6.26% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -9.28% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 5.01% | -3.27% |
Volatility
ELDFX vs. SVSPX - Volatility Comparison
The current volatility for Elfun Diversified Fund (ELDFX) is 3.97%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 5.01%. This indicates that ELDFX 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
| ELDFX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 5.01% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 9.75% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.44% | 20.72% | -10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.01% | 17.41% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.12% | 18.30% | -8.18% |