ELFNX vs. STLG
Compare and contrast key facts about Elfun Trusts (ELFNX) and iShares Factors US Growth Style ETF (STLG).
ELFNX is managed by State Street Global Advisors. It was launched on May 27, 1935. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELFNX or STLG.
Correlation
The correlation between ELFNX and STLG is 0.90, 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. STLG - Performance Comparison
Key characteristics
ELFNX:
1.01
STLG:
1.96
ELFNX:
1.28
STLG:
2.58
ELFNX:
1.22
STLG:
1.35
ELFNX:
1.37
STLG:
2.76
ELFNX:
4.96
STLG:
10.13
ELFNX:
3.41%
STLG:
3.66%
ELFNX:
16.76%
STLG:
18.99%
ELFNX:
-61.49%
STLG:
-31.34%
ELFNX:
-8.13%
STLG:
-0.29%
Returns By Period
In the year-to-date period, ELFNX achieves a 3.84% return, which is significantly lower than STLG's 4.94% return.
ELFNX
3.84%
-7.30%
1.24%
15.78%
9.01%
6.16%
STLG
4.94%
1.45%
17.66%
36.84%
19.49%
N/A
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ELFNX vs. STLG - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is lower than STLG's 0.25% 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%.
Risk-Adjusted Performance
ELFNX vs. STLG — Risk-Adjusted Performance Rank
ELFNX
STLG
ELFNX vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and iShares Factors US Growth Style ETF (STLG). 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. STLG - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 0.97%, more than STLG's 0.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STLG iShares Factors US Growth Style ETF | 0.21% | 0.22% | 0.08% | 0.14% | 0.00% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ELFNX vs. STLG - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -61.49%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for ELFNX and STLG. For additional features, visit the drawdowns tool.
Volatility
ELFNX vs. STLG - Volatility Comparison
Elfun Trusts (ELFNX) has a higher volatility of 10.78% compared to iShares Factors US Growth Style ETF (STLG) at 5.02%. This indicates that ELFNX's price experiences larger fluctuations and is considered to be riskier than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.