ELFNX vs. QGRO
Compare and contrast key facts about Elfun Trusts (ELFNX) and American Century STOXX U.S. Quality Growth ETF (QGRO).
ELFNX is managed by State Street Global Advisors. It was launched on May 27, 1935. QGRO is a passively managed fund by American Century Investments that tracks the performance of the iSTOXX American Century USA Quality Growth (USD)(GR). It was launched on Sep 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELFNX or QGRO.
Key characteristics
| ELFNX | QGRO | |
|---|---|---|
| YTD Return | 25.82% | 27.82% |
| 1Y Return | 37.54% | 42.18% |
| 3Y Return (Ann) | 10.35% | 7.97% |
| 5Y Return (Ann) | 17.61% | 18.34% |
| Sharpe Ratio | 2.78 | 2.88 |
| Sortino Ratio | 3.75 | 3.88 |
| Omega Ratio | 1.53 | 1.50 |
| Calmar Ratio | 4.66 | 3.25 |
| Martin Ratio | 19.73 | 17.05 |
| Ulcer Index | 1.96% | 2.54% |
| Daily Std Dev | 13.95% | 15.00% |
| Max Drawdown | -50.28% | -32.57% |
| Current Drawdown | -1.16% | 0.00% |
Correlation
The correlation between ELFNX and QGRO is 0.86, 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.
Performance
ELFNX vs. QGRO - Performance Comparison
In the year-to-date period, ELFNX achieves a 25.82% return, which is significantly lower than QGRO's 27.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ELFNX vs. QGRO - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is lower than QGRO's 0.29% expense ratio.
Risk-Adjusted Performance
ELFNX vs. QGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.
Dividends
ELFNX vs. QGRO - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 0.86%, more than QGRO's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFNX Elfun Trusts | 0.86% | 1.08% | 1.28% | 0.93% | 0.96% | 1.08% | 1.51% | 1.29% | 1.48% | 1.47% | 1.28% | 1.28% |
QGRO American Century STOXX U.S. Quality Growth ETF | 0.31% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ELFNX vs. QGRO - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, which is greater than QGRO's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for ELFNX and QGRO. For additional features, visit the drawdowns tool.
Volatility
ELFNX vs. QGRO - Volatility Comparison
The current volatility for Elfun Trusts (ELFNX) is 3.28%, while American Century STOXX U.S. Quality Growth ETF (QGRO) has a volatility of 4.77%. This indicates that ELFNX experiences smaller price fluctuations and is considered to be less risky than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.