PTKIX vs. EINFX
PTKIX (T. Rowe Price Total Return Fund) and EINFX (Elfun Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, PTKIX returned -1.05%/yr vs -1.23%/yr for EINFX. Their correlation of 0.92 means they have usually moved in the same direction. PTKIX charges 0.33%/yr vs 0.29%/yr for EINFX.
Performance
PTKIX vs. EINFX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PTKIX having a -1.04% return and EINFX slightly higher at -1.00%.
PTKIX
- 1D
- 0.00%
- 1M
- -1.33%
- 6M
- -1.46%
- YTD
- -1.04%
- 1Y
- 1.67%
- 3Y*
- 3.92%
- 5Y*
- -1.05%
- 10Y*
- —
- ALL TIME*
- 2.14%
EINFX
- 1D
- 0.00%
- 1M
- -1.14%
- 6M
- -1.18%
- YTD
- -1.00%
- 1Y
- 1.42%
- 3Y*
- 2.65%
- 5Y*
- -1.23%
- 10Y*
- 1.07%
- ALL TIME*
- 3.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EINFX Elfun Income Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PTKIX vs. EINFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTKIX T. Rowe Price Total Return Fund | -1.04% | 7.50% | 2.46% | 4.95% | -16.52% | 0.59% | 8.40% | 11.86% | 0.17% | 4.97% |
EINFX Elfun Income Fund | -1.00% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | -0.86% | 3.91% |
Correlation
The correlation between PTKIX and EINFX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.92 |
The correlation between PTKIX and EINFX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
PTKIX vs. EINFX — Risk / Return Rank
PTKIX
EINFX
PTKIX vs. EINFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return Fund (PTKIX) and Elfun Income Fund (EINFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTKIX | EINFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 0.80 | +0.04 |
| Martin ratioReturn relative to average drawdown | 1.94 | 1.93 | +0.01 |
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Drawdowns
PTKIX vs. EINFX - Drawdown Comparison
The maximum PTKIX drawdown since its inception was -20.91%, which is greater than EINFX's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for PTKIX and EINFX.
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Drawdown Indicators
| PTKIX | EINFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -19.78% | -1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -3.40% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -5.14% | -6.96% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.91% | -19.78% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.78% | — |
Current DrawdownCurrent decline from peak | -5.60% | -6.24% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -3.58% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.40% | -0.14% |
Volatility
PTKIX vs. EINFX - Volatility Comparison
T. Rowe Price Total Return Fund (PTKIX) and Elfun Income Fund (EINFX) have volatilities of 0.94% and 0.95%, 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.
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Volatility by Period
| PTKIX | EINFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.95% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 3.11% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 4.03% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.89% | 6.51% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 5.24% | -0.20% |
PTKIX vs. EINFX - Expense Ratio Comparison
PTKIX has a 0.33% expense ratio, which is higher than EINFX's 0.29% expense ratio.
Dividends
PTKIX vs. EINFX - Dividend Comparison
PTKIX's dividend yield for the trailing twelve months is around 4.43%, more than EINFX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINFX Elfun Income Fund | 3.57% | 3.84% | 3.04% | 2.76% | 4.09% | 3.31% | 3.15% | 2.78% | 2.88% | 2.42% | 3.34% | 2.87% |
PTKIX T. Rowe Price Total Return Fund | 4.43% | 5.27% | 5.22% | 4.19% | 2.87% | 3.28% | 3.38% | 6.78% | 3.41% | 3.35% | 0.00% | 0.00% |
Frequently Asked Questions
PTKIX and EINFX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EINFX has higher volatility (0.95%) compared to PTKIX (0.94%). In terms of maximum drawdown, PTKIX dropped -20.91% vs EINFX's -19.78%.
EINFX currently has the higher Sharpe Ratio (0.67 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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