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SSGVX vs. ELDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSGVX vs. ELDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Elfun Diversified Fund (ELDFX). The values are adjusted to include any dividend payments, if applicable.

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SSGVX vs. ELDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
-0.63%32.69%5.01%15.71%-16.42%8.42%1,010.40%21.71%-14.01%27.18%
ELDFX
Elfun Diversified Fund
-3.14%17.04%11.55%16.13%-15.33%11.62%12.25%19.60%-5.50%15.40%

Returns By Period

In the year-to-date period, SSGVX achieves a -0.63% return, which is significantly higher than ELDFX's -3.14% return. Over the past 10 years, SSGVX has outperformed ELDFX with an annualized return of 36.75%, while ELDFX has yielded a comparatively lower 7.91% annualized return.


SSGVX

1D
0.39%
1M
-10.87%
YTD
-0.63%
6M
4.13%
1Y
24.93%
3Y*
14.44%
5Y*
6.96%
10Y*
36.75%

ELDFX

1D
0.14%
1M
-6.58%
YTD
-3.14%
6M
-0.68%
1Y
12.31%
3Y*
11.63%
5Y*
6.36%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSGVX vs. ELDFX - Expense Ratio Comparison

SSGVX has a 0.05% expense ratio, which is lower than ELDFX's 0.33% expense ratio.


Return for Risk

SSGVX vs. ELDFX — Risk / Return Rank

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

SSGVX
SSGVX Risk / Return Rank: 8282
Overall Rank
SSGVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 8282
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 8080
Martin Ratio Rank

ELDFX
ELDFX Risk / Return Rank: 6969
Overall Rank
ELDFX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ELDFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
ELDFX Omega Ratio Rank: 6969
Omega Ratio Rank
ELDFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
ELDFX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSGVX vs. ELDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Elfun Diversified Fund (ELDFX). 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.


SSGVXELDFXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.21

+0.35

Sortino ratio

Return per unit of downside risk

2.12

1.74

+0.38

Omega ratio

Gain probability vs. loss probability

1.32

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

2.00

1.54

+0.46

Martin ratio

Return relative to average drawdown

7.92

6.72

+1.20

SSGVX vs. ELDFX - Sharpe Ratio Comparison

The current SSGVX Sharpe Ratio is 1.56, which is comparable to the ELDFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SSGVX and ELDFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSGVXELDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.21

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.64

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.78

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.62

-0.51

Correlation

The correlation between SSGVX and ELDFX is 0.85, 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

SSGVX vs. ELDFX - Dividend Comparison

SSGVX's dividend yield for the trailing twelve months is around 3.35%, less than ELDFX's 8.02% yield.


TTM20252024202320222021202020192018201720162015
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
3.35%3.33%3.09%2.96%2.35%2.58%1.66%2.96%3.02%2.77%1.56%2.16%
ELDFX
Elfun Diversified Fund
8.02%7.77%6.38%2.56%7.89%7.91%4.54%4.17%3.24%11.08%3.06%6.01%

Drawdowns

SSGVX vs. ELDFX - Drawdown Comparison

The maximum SSGVX drawdown since its inception was -35.79%, smaller than the maximum ELDFX drawdown of -40.54%. Use the drawdown chart below to compare losses from any high point for SSGVX and ELDFX.


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Drawdown Indicators


SSGVXELDFXDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-40.54%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-7.46%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-21.52%

-8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-22.95%

-12.84%

Current Drawdown

Current decline from peak

-10.87%

-6.79%

-4.08%

Average Drawdown

Average peak-to-trough decline

-7.83%

-4.66%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

1.71%

+1.13%

Volatility

SSGVX vs. ELDFX - Volatility Comparison

State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 6.43% compared to Elfun Diversified Fund (ELDFX) at 3.48%. This indicates that SSGVX's price experiences larger fluctuations and is considered to be riskier than ELDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSGVXELDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

3.48%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

6.24%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

10.34%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

9.99%

+4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

282.23%

10.11%

+272.12%