ELFNX vs. VTI
Compare and contrast key facts about Elfun Trusts (ELFNX) and Vanguard Total Stock Market ETF (VTI).
ELFNX is managed by State Street Global Advisors. It was launched on May 27, 1935. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ELFNX or VTI.
Key characteristics
| ELFNX | VTI | |
|---|---|---|
| YTD Return | 29.87% | 26.35% |
| 1Y Return | 42.62% | 40.48% |
| 3Y Return (Ann) | 11.39% | 8.68% |
| 5Y Return (Ann) | 18.31% | 15.37% |
| 10Y Return (Ann) | 14.68% | 12.90% |
| Sharpe Ratio | 2.95 | 3.10 |
| Sortino Ratio | 3.99 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 5.01 | 4.21 |
| Martin Ratio | 21.24 | 20.25 |
| Ulcer Index | 1.96% | 1.94% |
| Daily Std Dev | 14.13% | 12.68% |
| Max Drawdown | -50.28% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ELFNX and VTI is 0.95, 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. VTI - Performance Comparison
In the year-to-date period, ELFNX achieves a 29.87% return, which is significantly higher than VTI's 26.35% return. Over the past 10 years, ELFNX has outperformed VTI with an annualized return of 14.68%, while VTI has yielded a comparatively lower 12.90% 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. VTI - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is higher than VTI'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%.
Risk-Adjusted Performance
ELFNX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 0.83%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ELFNX vs. VTI - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ELFNX and VTI. For additional features, visit the drawdowns tool.
Volatility
ELFNX vs. VTI - Volatility Comparison
Elfun Trusts (ELFNX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.01% and 4.11%, 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.