ELFNX vs. SSFDX
Compare and contrast key facts about Elfun Trusts (ELFNX) and State Street Aggregate Bond Index Fund (SSFDX).
ELFNX is managed by State Street. It was launched on May 27, 1935. SSFDX is managed by State Street. It was launched on Sep 19, 2014.
Performance
ELFNX vs. SSFDX - Performance Comparison
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ELFNX vs. SSFDX - 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% |
SSFDX State Street Aggregate Bond Index Fund | -0.18% | 6.80% | 1.36% | 5.39% | -13.36% | -1.98% | -89.24% | 8.98% | -0.20% | 3.29% |
Returns By Period
In the year-to-date period, ELFNX achieves a -9.40% return, which is significantly lower than SSFDX's -0.18% return. Over the past 10 years, ELFNX has outperformed SSFDX with an annualized return of 14.84%, while SSFDX has yielded a comparatively lower -19.37% 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%
SSFDX
- 1D
- 0.52%
- 1M
- -1.98%
- YTD
- -0.18%
- 6M
- 0.81%
- 1Y
- 4.11%
- 3Y*
- 3.37%
- 5Y*
- 0.06%
- 10Y*
- -19.37%
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ELFNX vs. SSFDX - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is lower than SSFDX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ELFNX vs. SSFDX — Risk / Return Rank
ELFNX
SSFDX
ELFNX vs. SSFDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and State Street Aggregate Bond Index Fund (SSFDX). 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 | SSFDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.04 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.48 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.95 | -1.02 |
Martin ratioReturn relative to average drawdown | 3.55 | 5.41 | -1.85 |
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 | SSFDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.04 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.01 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | -0.61 | +1.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | -0.56 | +1.14 |
Correlation
The correlation between ELFNX and SSFDX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ELFNX vs. SSFDX - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 10.89%, more than SSFDX's 4.03% 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% |
SSFDX State Street Aggregate Bond Index Fund | 4.03% | 3.64% | 3.59% | 2.95% | 2.27% | 3.12% | 8.84% | 3.15% | 2.79% | 2.43% | 2.19% | 4.63% |
Drawdowns
ELFNX vs. SSFDX - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum SSFDX drawdown of -92.69%. Use the drawdown chart below to compare losses from any high point for ELFNX and SSFDX.
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Drawdown Indicators
| ELFNX | SSFDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.28% | -92.69% | +42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -2.53% | -8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -18.19% | -8.20% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | -92.69% | +60.25% |
Current DrawdownCurrent decline from peak | -11.40% | -90.19% | +78.79% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -47.39% | +39.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 0.91% | +2.10% |
Volatility
ELFNX vs. SSFDX - Volatility Comparison
Elfun Trusts (ELFNX) has a higher volatility of 4.40% compared to State Street Aggregate Bond Index Fund (SSFDX) at 1.60%. This indicates that ELFNX's price experiences larger fluctuations and is considered to be riskier than SSFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFNX | SSFDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 1.60% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 2.50% | +7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 4.20% | +14.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 5.91% | +11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 31.81% | -13.46% |