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ELFNX vs. MITTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ELFNX and MITTX is 0.92, 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.


-0.50.00.51.00.9

Performance

ELFNX vs. MITTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elfun Trusts (ELFNX) and MFS Massachusetts Investors Trust (MITTX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.24%
-4.53%
ELFNX
MITTX

Key characteristics

Sharpe Ratio

ELFNX:

1.01

MITTX:

0.44

Sortino Ratio

ELFNX:

1.28

MITTX:

0.59

Omega Ratio

ELFNX:

1.22

MITTX:

1.12

Calmar Ratio

ELFNX:

1.37

MITTX:

0.35

Martin Ratio

ELFNX:

4.96

MITTX:

1.53

Ulcer Index

ELFNX:

3.41%

MITTX:

4.73%

Daily Std Dev

ELFNX:

16.76%

MITTX:

16.65%

Max Drawdown

ELFNX:

-61.49%

MITTX:

-48.21%

Current Drawdown

ELFNX:

-8.13%

MITTX:

-14.99%

Returns By Period

The year-to-date returns for both investments are quite close, with ELFNX having a 3.84% return and MITTX slightly higher at 3.85%. Over the past 10 years, ELFNX has outperformed MITTX with an annualized return of 6.16%, while MITTX has yielded a comparatively lower 4.71% annualized return.


ELFNX

YTD

3.84%

1M

-7.30%

6M

1.24%

1Y

15.78%

5Y*

9.01%

10Y*

6.16%

MITTX

YTD

3.85%

1M

1.69%

6M

-4.53%

1Y

6.23%

5Y*

4.85%

10Y*

4.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ELFNX vs. MITTX - Expense Ratio Comparison

ELFNX has a 0.18% expense ratio, which is lower than MITTX's 0.70% expense ratio.


MITTX
MFS Massachusetts Investors Trust
Expense ratio chart for MITTX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for ELFNX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

ELFNX vs. MITTX — Risk-Adjusted Performance Rank

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

ELFNX
The Risk-Adjusted Performance Rank of ELFNX is 5555
Overall Rank
The Sharpe Ratio Rank of ELFNX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ELFNX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ELFNX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ELFNX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ELFNX is 5757
Martin Ratio Rank

MITTX
The Risk-Adjusted Performance Rank of MITTX is 1919
Overall Rank
The Sharpe Ratio Rank of MITTX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of MITTX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MITTX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of MITTX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of MITTX is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELFNX vs. MITTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and MFS Massachusetts Investors Trust (MITTX). 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.


Sharpe ratio
The chart of Sharpe ratio for ELFNX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.010.44
The chart of Sortino ratio for ELFNX, currently valued at 1.28, compared to the broader market0.005.0010.001.280.59
The chart of Omega ratio for ELFNX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.12
The chart of Calmar ratio for ELFNX, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.370.35
The chart of Martin ratio for ELFNX, currently valued at 4.96, compared to the broader market0.0020.0040.0060.0080.00100.004.961.53
ELFNX
MITTX

The current ELFNX Sharpe Ratio is 1.01, which is higher than the MITTX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ELFNX and MITTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.01
0.44
ELFNX
MITTX

Dividends

ELFNX vs. MITTX - Dividend Comparison

ELFNX's dividend yield for the trailing twelve months is around 0.97%, more than MITTX's 0.50% yield.


TTM20242023202220212020201920182017201620152014
ELFNX
Elfun Trusts
0.97%1.01%1.08%1.28%0.93%0.96%1.08%1.51%1.29%1.48%1.47%1.28%
MITTX
MFS Massachusetts Investors Trust
0.50%0.52%0.88%1.00%0.65%8.31%0.65%1.10%0.95%0.94%1.61%7.54%

Drawdowns

ELFNX vs. MITTX - Drawdown Comparison

The maximum ELFNX drawdown since its inception was -61.49%, which is greater than MITTX's maximum drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for ELFNX and MITTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.13%
-14.99%
ELFNX
MITTX

Volatility

ELFNX vs. MITTX - Volatility Comparison

Elfun Trusts (ELFNX) has a higher volatility of 10.78% compared to MFS Massachusetts Investors Trust (MITTX) at 3.46%. This indicates that ELFNX's price experiences larger fluctuations and is considered to be riskier than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
10.78%
3.46%
ELFNX
MITTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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