PortfoliosLab logo
ELFNX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ELFNX and VOO 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.


-0.50.00.51.0
Correlation: 1.0

Performance

ELFNX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elfun Trusts (ELFNX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
156.30%
557.08%
ELFNX
VOO

Key characteristics

Sharpe Ratio

ELFNX:

-0.10

VOO:

0.54

Sortino Ratio

ELFNX:

0.02

VOO:

0.88

Omega Ratio

ELFNX:

1.00

VOO:

1.13

Calmar Ratio

ELFNX:

-0.08

VOO:

0.55

Martin Ratio

ELFNX:

-0.25

VOO:

2.27

Ulcer Index

ELFNX:

8.45%

VOO:

4.55%

Daily Std Dev

ELFNX:

21.92%

VOO:

19.19%

Max Drawdown

ELFNX:

-61.49%

VOO:

-33.99%

Current Drawdown

ELFNX:

-17.87%

VOO:

-9.90%

Returns By Period

In the year-to-date period, ELFNX achieves a -7.17% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, ELFNX has underperformed VOO with an annualized return of 4.43%, while VOO has yielded a comparatively higher 12.24% annualized return.


ELFNX

YTD

-7.17%

1M

-0.72%

6M

-14.17%

1Y

-3.01%

5Y*

8.49%

10Y*

4.43%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ELFNX vs. VOO - Expense Ratio Comparison

ELFNX has a 0.18% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for ELFNX: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ELFNX: 0.18%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

ELFNX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELFNX
The Risk-Adjusted Performance Rank of ELFNX is 1919
Overall Rank
The Sharpe Ratio Rank of ELFNX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ELFNX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ELFNX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of ELFNX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ELFNX is 1919
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELFNX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for ELFNX, currently valued at -0.10, compared to the broader market-1.000.001.002.003.00
ELFNX: -0.10
VOO: 0.54
The chart of Sortino ratio for ELFNX, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.00
ELFNX: 0.02
VOO: 0.88
The chart of Omega ratio for ELFNX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
ELFNX: 1.00
VOO: 1.13
The chart of Calmar ratio for ELFNX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.00
ELFNX: -0.08
VOO: 0.55
The chart of Martin ratio for ELFNX, currently valued at -0.25, compared to the broader market0.0010.0020.0030.0040.0050.00
ELFNX: -0.25
VOO: 2.27

The current ELFNX Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ELFNX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.10
0.54
ELFNX
VOO

Dividends

ELFNX vs. VOO - Dividend Comparison

ELFNX's dividend yield for the trailing twelve months is around 1.08%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
ELFNX
Elfun Trusts
1.08%1.01%1.08%1.28%0.93%0.96%1.08%1.51%1.29%1.48%1.47%1.28%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ELFNX vs. VOO - Drawdown Comparison

The maximum ELFNX drawdown since its inception was -61.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ELFNX and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.87%
-9.90%
ELFNX
VOO

Volatility

ELFNX vs. VOO - Volatility Comparison

Elfun Trusts (ELFNX) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.02% and 13.96%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.02%
13.96%
ELFNX
VOO