ELFNX vs. VTMGX
Compare and contrast key facts about Elfun Trusts (ELFNX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
ELFNX is managed by State Street. It was launched on May 27, 1935. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
ELFNX vs. VTMGX - Performance Comparison
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ELFNX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, ELFNX achieves a -9.40% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, ELFNX has outperformed VTMGX with an annualized return of 14.84%, while VTMGX has yielded a comparatively lower 8.99% 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%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
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ELFNX vs. VTMGX - Expense Ratio Comparison
ELFNX has a 0.18% expense ratio, which is higher than VTMGX's 0.07% 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. VTMGX — Risk / Return Rank
ELFNX
VTMGX
ELFNX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Trusts (ELFNX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.51 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.13 | 2.01 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.01 | -1.08 |
Martin ratioReturn relative to average drawdown | 3.55 | 7.98 | -4.43 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.51 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.52 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.55 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.28 | +0.30 |
Correlation
The correlation between ELFNX and VTMGX is 0.71, 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. VTMGX - Dividend Comparison
ELFNX's dividend yield for the trailing twelve months is around 10.89%, more than VTMGX's 3.01% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
ELFNX vs. VTMGX - Drawdown Comparison
The maximum ELFNX drawdown since its inception was -50.28%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for ELFNX and VTMGX.
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Drawdown Indicators
| ELFNX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.28% | -60.58% | +10.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -11.67% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -29.71% | +3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -32.44% | -35.68% | +3.24% |
Current DrawdownCurrent decline from peak | -11.40% | -11.62% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -14.74% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.94% | +0.07% |
Volatility
ELFNX vs. VTMGX - Volatility Comparison
The current volatility for Elfun Trusts (ELFNX) is 4.40%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that ELFNX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELFNX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 7.09% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 10.91% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 16.47% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 15.60% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 16.42% | +1.93% |