ELFNX vs. EGLBX
Compare and contrast key facts about Elfun Trusts (ELFNX) and Elfun International Equity Fund (EGLBX).
ELFNX is managed by State Street. It was launched on May 27, 1935. EGLBX is managed by State Street. It was launched on Jan 4, 1988.
Performance
ELFNX vs. EGLBX - Performance Comparison
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ELFNX vs. EGLBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
ELFNX
EGLBX
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.
| ELFNX | EGLBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.43 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.74 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.10 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.55 | +0.38 |
Martin ratioReturn relative to average drawdown | 3.55 | 2.07 | +1.48 |
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
| ELFNX | EGLBX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| ELFNX | EGLBX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.40% | -11.70% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -12.65% | +5.00% |
Ulcer IndexDepth 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
| ELFNX | EGLBX | Difference | |
|---|---|---|---|
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% |