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.
Key characteristics
| ELFNX | STLG | |
|---|---|---|
| YTD Return | 29.87% | 35.72% |
| 1Y Return | 42.62% | 49.80% |
| 3Y Return (Ann) | 11.39% | 11.85% |
| Sharpe Ratio | 2.95 | 2.73 |
| Sortino Ratio | 3.99 | 3.50 |
| Omega Ratio | 1.57 | 1.50 |
| Calmar Ratio | 5.01 | 3.66 |
| Martin Ratio | 21.24 | 14.02 |
| Ulcer Index | 1.96% | 3.51% |
| Daily Std Dev | 14.13% | 18.04% |
| Max Drawdown | -50.28% | -31.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ELFNX and STLG is 0.91, 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
In the year-to-date period, ELFNX achieves a 29.87% return, which is significantly lower than STLG's 35.72% 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. 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 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 0.83%, more than STLG's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFNX Elfun Trusts | 0.83% | 1.08% | 1.28% | 0.93% | 0.96% | 1.08% | 1.51% | 1.29% | 1.48% | 1.47% | 1.28% | 1.28% |
STLG iShares Factors US Growth Style ETF | 0.31% | 0.22% | 0.14% | 0.00% | 0.75% | 0.00% | 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 -50.28%, 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
The current volatility for Elfun Trusts (ELFNX) is 4.01%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.93%. This indicates that ELFNX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.