ELFNX vs. VFIAX
Compare and contrast key facts about Elfun Trusts (ELFNX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
ELFNX is managed by State Street Global Advisors. It was launched on May 27, 1935. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELFNX or VFIAX.
Performance
ELFNX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, ELFNX achieves a 27.36% return, which is significantly higher than VFIAX's 25.52% return. Over the past 10 years, ELFNX has outperformed VFIAX with an annualized return of 14.30%, while VFIAX has yielded a comparatively lower 13.13% annualized return.
ELFNX
27.36%
0.32%
10.28%
33.98%
17.52%
14.30%
VFIAX
25.52%
1.18%
12.20%
32.15%
15.54%
13.13%
Key characteristics
| ELFNX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 2.40 | 2.61 |
| Sortino Ratio | 3.29 | 3.49 |
| Omega Ratio | 1.46 | 1.48 |
| Calmar Ratio | 4.06 | 3.77 |
| Martin Ratio | 17.06 | 16.97 |
| Ulcer Index | 1.98% | 1.88% |
| Daily Std Dev | 14.06% | 12.24% |
| Max Drawdown | -50.28% | -55.20% |
| Current Drawdown | -1.93% | -1.35% |
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ELFNX vs. VFIAX - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is higher than VFIAX's 0.04% 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%.
Correlation
The correlation between ELFNX and VFIAX is 0.96, 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.
Risk-Adjusted Performance
ELFNX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 0.85%, less than VFIAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELFNX Elfun Trusts | 0.85% | 1.08% | 1.28% | 0.93% | 0.96% | 1.08% | 1.51% | 1.29% | 1.48% | 1.47% | 1.28% | 1.28% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ELFNX vs. VFIAX - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for ELFNX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
ELFNX vs. VFIAX - Volatility Comparison
Elfun Trusts (ELFNX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 4.22% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.