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

Correlation

The correlation between ELFNX and NOSIX is 0.95, 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.


-0.50.00.51.01.0

Performance

ELFNX vs. NOSIX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
7.96%
ELFNX
NOSIX

Key characteristics

Sharpe Ratio

ELFNX:

1.88

NOSIX:

1.98

Sortino Ratio

ELFNX:

2.59

NOSIX:

2.65

Omega Ratio

ELFNX:

1.36

NOSIX:

1.37

Calmar Ratio

ELFNX:

3.24

NOSIX:

2.94

Martin Ratio

ELFNX:

13.40

NOSIX:

13.04

Ulcer Index

ELFNX:

2.01%

NOSIX:

1.90%

Daily Std Dev

ELFNX:

14.35%

NOSIX:

12.57%

Max Drawdown

ELFNX:

-50.28%

NOSIX:

-55.43%

Current Drawdown

ELFNX:

-3.71%

NOSIX:

-3.46%

Returns By Period

In the year-to-date period, ELFNX achieves a 26.52% return, which is significantly higher than NOSIX's 24.69% return. Over the past 10 years, ELFNX has outperformed NOSIX with an annualized return of 14.12%, while NOSIX has yielded a comparatively lower 12.89% annualized return.


ELFNX

YTD

26.52%

1M

-0.82%

6M

5.50%

1Y

28.72%

5Y*

16.37%

10Y*

14.12%

NOSIX

YTD

24.69%

1M

-0.64%

6M

7.96%

1Y

26.67%

5Y*

14.49%

10Y*

12.89%

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. NOSIX - Expense Ratio Comparison

ELFNX has a 0.18% expense ratio, which is higher than NOSIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


ELFNX
Elfun Trusts
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%
Expense ratio chart for NOSIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

ELFNX vs. NOSIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Northern Stock Index Fund (NOSIX). 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 1.88, compared to the broader market-1.000.001.002.003.004.001.881.98
The chart of Sortino ratio for ELFNX, currently valued at 2.59, compared to the broader market-2.000.002.004.006.008.0010.002.592.65
The chart of Omega ratio for ELFNX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.37
The chart of Calmar ratio for ELFNX, currently valued at 3.24, compared to the broader market0.002.004.006.008.0010.0012.0014.003.242.94
The chart of Martin ratio for ELFNX, currently valued at 13.40, compared to the broader market0.0020.0040.0060.0013.4013.04
ELFNX
NOSIX

The current ELFNX Sharpe Ratio is 1.88, which is comparable to the NOSIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ELFNX and NOSIX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.88
1.98
ELFNX
NOSIX

Dividends

ELFNX vs. NOSIX - Dividend Comparison

ELFNX's dividend yield for the trailing twelve months is around 0.85%, less than NOSIX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
ELFNX
Elfun Trusts
0.85%1.08%1.28%0.93%0.96%1.08%1.51%1.29%1.48%1.47%1.28%1.28%
NOSIX
Northern Stock Index Fund
1.27%1.56%1.68%1.15%1.53%1.70%2.09%1.73%2.06%1.99%1.77%1.74%

Drawdowns

ELFNX vs. NOSIX - Drawdown Comparison

The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum NOSIX drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for ELFNX and NOSIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.71%
-3.46%
ELFNX
NOSIX

Volatility

ELFNX vs. NOSIX - Volatility Comparison

Elfun Trusts (ELFNX) and Northern Stock Index Fund (NOSIX) have volatilities of 3.68% and 3.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.68%
3.59%
ELFNX
NOSIX
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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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