ELFNX vs. EINFX
ELFNX (Elfun Trusts) and EINFX (Elfun Income Fund) are both mutual funds - ELFNX is a Large Cap Growth Equities fund managed by State Street, while EINFX is a Intermediate Core-Plus Bond fund managed by State Street. Over the past 10 years, ELFNX returned 15.91%/yr vs 1.07%/yr for EINFX. Their 0.02 correlation means their historical movements had little consistent relationship. ELFNX charges 0.18%/yr vs 0.29%/yr for EINFX.
Performance
ELFNX vs. EINFX - Performance Comparison
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Returns By Period
In the year-to-date period, ELFNX achieves a 5.44% return, which is significantly higher than EINFX's -1.00% return. Over the past 10 years, ELFNX has outperformed EINFX with an annualized return of 15.91%, while EINFX has yielded a comparatively lower 1.07% annualized return.
ELFNX
- 1D
- 2.33%
- 1M
- -0.01%
- 6M
- 4.39%
- YTD
- 5.44%
- 1Y
- 14.45%
- 3Y*
- 18.91%
- 5Y*
- 12.07%
- 10Y*
- 15.91%
- ALL TIME*
- 11.00%
EINFX
- 1D
- 0.00%
- 1M
- -1.14%
- 6M
- -1.18%
- YTD
- -1.00%
- 1Y
- 1.42%
- 3Y*
- 2.65%
- 5Y*
- -1.23%
- 10Y*
- 1.07%
- ALL TIME*
- 3.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EINFX Elfun Income Fund | $0.00 | $0.00 | $0.00 |
ELFNX Elfun Trusts | $0.00 | $0.00 | $0.00 |
ELFNX vs. EINFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELFNX Elfun Trusts | 5.44% | 16.64% | 26.91% | 34.50% | -19.91% | 24.46% | 25.18% | 35.57% | -3.25% | 25.60% |
EINFX Elfun Income Fund | -1.00% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | -0.86% | 3.91% |
Correlation
The correlation between ELFNX and EINFX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.02 |
Over the past year, ELFNX and EINFX have become more correlated (0.25) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
ELFNX vs. EINFX — Risk / Return Rank
ELFNX
EINFX
ELFNX vs. EINFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Elfun Income Fund (EINFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ELFNX | EINFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.80 | +0.30 |
| Martin ratioReturn relative to average drawdown | 4.21 | 1.93 | +2.28 |
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Drawdowns
ELFNX vs. EINFX - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, which is greater than EINFX's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for ELFNX and EINFX.
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Drawdown Indicators
| ELFNX | EINFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.28% | -19.78% | -30.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -3.40% | -8.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -6.96% | -12.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -19.78% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | -19.78% | -12.66% |
Current DrawdownCurrent decline from peak | -2.18% | -6.24% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -3.58% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.40% | +1.57% |
Volatility
ELFNX vs. EINFX - Volatility Comparison
Elfun Trusts (ELFNX) has a higher volatility of 4.06% compared to Elfun Income Fund (EINFX) at 0.95%. This indicates that ELFNX's price experiences larger fluctuations and is considered to be riskier than EINFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFNX | EINFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 0.95% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 3.11% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 4.03% | +9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 6.51% | +11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 5.24% | +13.14% |
ELFNX vs. EINFX - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is lower than EINFX's 0.29% expense ratio.
Dividends
ELFNX vs. EINFX - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 9.36%, more than EINFX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINFX Elfun Income Fund | 3.57% | 3.84% | 3.04% | 2.76% | 4.09% | 3.31% | 3.15% | 2.78% | 2.88% | 2.42% | 3.34% | 2.87% |
ELFNX Elfun Trusts | 9.36% | 9.87% | 10.43% | 2.90% | 9.01% | 11.62% | 8.60% | 9.39% | 16.18% | 10.80% | 8.85% | 8.22% |
Frequently Asked Questions
ELFNX and EINFX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELFNX has higher volatility (4.06%) compared to EINFX (0.95%). In terms of maximum drawdown, ELFNX dropped -50.28% vs EINFX's -19.78%.
ELFNX currently has the higher Sharpe Ratio (0.92 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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