ELFNX vs. SVSPX
Compare and contrast key facts about Elfun Trusts (ELFNX) and State Street S&P 500 Index Fund Class N (SVSPX).
ELFNX is managed by State Street. It was launched on May 27, 1935. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
ELFNX vs. SVSPX - Performance Comparison
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ELFNX vs. SVSPX - 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% |
SVSPX State Street S&P 500 Index Fund Class N | -7.09% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
Returns By Period
In the year-to-date period, ELFNX achieves a -9.40% return, which is significantly lower than SVSPX's -7.09% return. Over the past 10 years, ELFNX has outperformed SVSPX with an annualized return of 14.84%, while SVSPX has yielded a comparatively lower 13.59% 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%
SVSPX
- 1D
- -2.06%
- 1M
- -8.10%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.41%
- 3Y*
- 17.15%
- 5Y*
- 11.29%
- 10Y*
- 13.59%
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ELFNX vs. SVSPX - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is higher than SVSPX's 0.16% 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%.
Return for Risk
ELFNX vs. SVSPX — Risk / Return Rank
ELFNX
SVSPX
ELFNX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and State Street S&P 500 Index Fund Class N (SVSPX). 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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.77 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.29 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.30 | +0.63 |
Martin ratioReturn relative to average drawdown | 3.55 | 1.15 | +2.40 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.77 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.76 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.55 | +0.02 |
Correlation
The correlation between ELFNX and SVSPX is 0.94, 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.
Dividends
ELFNX vs. SVSPX - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 10.89%, more than SVSPX's 8.93% 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% |
SVSPX State Street S&P 500 Index Fund Class N | 8.93% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
ELFNX vs. SVSPX - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for ELFNX and SVSPX.
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Drawdown Indicators
| ELFNX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.28% | -55.76% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -12.15% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -24.59% | -1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | -33.69% | +1.25% |
Current DrawdownCurrent decline from peak | -11.40% | -8.93% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -9.28% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.99% | -1.98% |
Volatility
ELFNX vs. SVSPX - Volatility Comparison
Elfun Trusts (ELFNX) has a higher volatility of 4.40% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 3.96%. This indicates that ELFNX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFNX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.96% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.32% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 20.53% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 17.36% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 18.28% | +0.07% |