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ELFNX vs. EGLBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFNX vs. EGLBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elfun Trusts (ELFNX) and Elfun International Equity Fund (EGLBX). The values are adjusted to include any dividend payments, if applicable.

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ELFNX vs. EGLBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELFNX
Elfun Trusts
-9.40%16.64%26.91%34.50%-19.91%24.46%25.18%35.57%-3.25%25.60%
EGLBX
Elfun International Equity Fund
-5.04%22.41%3.40%20.35%-16.09%9.11%13.33%30.15%-16.35%22.99%

Returns By Period

In the year-to-date period, ELFNX achieves a -9.40% return, which is significantly lower than EGLBX's -5.04% return. Over the past 10 years, ELFNX has outperformed EGLBX with an annualized return of 14.84%, while EGLBX has yielded a comparatively lower 7.78% annualized return.


ELFNX

1D
-0.21%
1M
-7.68%
YTD
-9.40%
6M
-6.55%
1Y
12.68%
3Y*
18.88%
5Y*
10.93%
10Y*
14.84%

EGLBX

1D
0.89%
1M
-11.70%
YTD
-5.04%
6M
-2.28%
1Y
9.11%
3Y*
9.86%
5Y*
5.55%
10Y*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELFNX vs. EGLBX - Expense Ratio Comparison

ELFNX has a 0.18% expense ratio, which is lower than EGLBX's 0.37% expense ratio.


Return for Risk

ELFNX vs. EGLBX — Risk / Return Rank

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

ELFNX
ELFNX Risk / Return Rank: 3434
Overall Rank
ELFNX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ELFNX Sortino Ratio Rank: 3434
Sortino Ratio Rank
ELFNX Omega Ratio Rank: 3535
Omega Ratio Rank
ELFNX Calmar Ratio Rank: 3434
Calmar Ratio Rank
ELFNX Martin Ratio Rank: 3333
Martin Ratio Rank

EGLBX
EGLBX Risk / Return Rank: 1818
Overall Rank
EGLBX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EGLBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
EGLBX Omega Ratio Rank: 1616
Omega Ratio Rank
EGLBX Calmar Ratio Rank: 1919
Calmar Ratio Rank
EGLBX Martin Ratio Rank: 2020
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.

ELFNX vs. EGLBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Elfun International Equity Fund (EGLBX). 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.


ELFNXEGLBXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.43

+0.28

Sortino ratio

Return per unit of downside risk

1.13

0.74

+0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.10

+0.06

Calmar ratio

Return relative to maximum drawdown

0.93

0.55

+0.38

Martin ratio

Return relative to average drawdown

3.55

2.07

+1.48

ELFNX vs. EGLBX - Sharpe Ratio Comparison

The current ELFNX Sharpe Ratio is 0.71, which is higher than the EGLBX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ELFNX and EGLBX, 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


ELFNXEGLBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.43

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.33

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.46

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.18

Correlation

The correlation between ELFNX and EGLBX is 0.57, 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

ELFNX vs. EGLBX - Dividend Comparison

ELFNX's dividend yield for the trailing twelve months is around 10.89%, less than EGLBX's 12.03% yield.


TTM20252024202320222021202020192018201720162015
ELFNX
Elfun Trusts
10.89%9.87%10.43%2.90%9.01%11.62%8.60%9.39%16.18%10.80%8.85%8.22%
EGLBX
Elfun International Equity Fund
12.03%11.42%6.62%1.95%6.97%8.23%1.17%1.68%2.49%1.56%2.19%1.85%

Drawdowns

ELFNX vs. EGLBX - Drawdown Comparison

The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum EGLBX drawdown of -60.96%. Use the drawdown chart below to compare losses from any high point for ELFNX and EGLBX.


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Drawdown Indicators


ELFNXEGLBXDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-60.96%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-12.80%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-32.52%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

-32.52%

+0.08%

Current Drawdown

Current decline from peak

-11.40%

-11.70%

+0.30%

Average Drawdown

Average peak-to-trough decline

-7.65%

-12.65%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.39%

-0.38%

Volatility

ELFNX vs. EGLBX - Volatility Comparison

The current volatility for Elfun Trusts (ELFNX) is 4.40%, while Elfun International Equity Fund (EGLBX) has a volatility of 7.33%. This indicates that ELFNX experiences smaller price fluctuations and is considered to be less risky than EGLBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELFNXEGLBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

7.33%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

11.47%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

18.64%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

16.91%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

16.90%

+1.45%