ELFNX vs. VTAPX
Compare and contrast key facts about Elfun Trusts (ELFNX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX).
ELFNX is managed by State Street Global Advisors. It was launched on May 27, 1935. VTAPX is managed by Vanguard. It was launched on Oct 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELFNX or VTAPX.
Key characteristics
| ELFNX | VTAPX | |
|---|---|---|
| YTD Return | 29.87% | 4.59% |
| 1Y Return | 42.62% | 6.61% |
| 3Y Return (Ann) | 11.39% | 2.06% |
| 5Y Return (Ann) | 18.31% | 3.44% |
| 10Y Return (Ann) | 14.68% | 2.35% |
| Sharpe Ratio | 2.95 | 3.08 |
| Sortino Ratio | 3.99 | 5.08 |
| Omega Ratio | 1.57 | 1.70 |
| Calmar Ratio | 5.01 | 3.74 |
| Martin Ratio | 21.24 | 24.65 |
| Ulcer Index | 1.96% | 0.26% |
| Daily Std Dev | 14.13% | 2.05% |
| Max Drawdown | -50.28% | -5.33% |
| Current Drawdown | 0.00% | -0.47% |
Correlation
The correlation between ELFNX and VTAPX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ELFNX vs. VTAPX - Performance Comparison
In the year-to-date period, ELFNX achieves a 29.87% return, which is significantly higher than VTAPX's 4.59% return. Over the past 10 years, ELFNX has outperformed VTAPX with an annualized return of 14.68%, while VTAPX has yielded a comparatively lower 2.35% annualized 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. VTAPX - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is higher than VTAPX's 0.06% 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%.
Risk-Adjusted Performance
ELFNX vs. VTAPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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. VTAPX - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 0.83%, less than VTAPX's 2.88% 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% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 2.88% | 2.84% | 6.82% | 4.68% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.06% |
Drawdowns
ELFNX vs. VTAPX - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for ELFNX and VTAPX. For additional features, visit the drawdowns tool.
Volatility
ELFNX vs. VTAPX - Volatility Comparison
Elfun Trusts (ELFNX) has a higher volatility of 4.01% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.42%. This indicates that ELFNX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.