STFAX vs. ELFTX
Compare and contrast key facts about State Street Equity 500 Index Fund (STFAX) and Elfun Tax Exempt Income Fund (ELFTX).
STFAX is managed by State Street. It was launched on Apr 18, 2001. ELFTX is managed by State Street. It was launched on Jan 1, 1980.
Performance
STFAX vs. ELFTX - Performance Comparison
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STFAX vs. ELFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | -4.37% | 17.63% | 24.80% | 26.09% | -18.28% | 28.31% | -88.19% | 31.13% | -4.52% | 21.43% |
ELFTX Elfun Tax Exempt Income Fund | -0.57% | 3.29% | -0.14% | 4.27% | -8.97% | 0.87% | 4.50% | 7.13% | 0.91% | 4.72% |
Returns By Period
In the year-to-date period, STFAX achieves a -4.37% return, which is significantly lower than ELFTX's -0.57% return. Over the past 10 years, STFAX has underperformed ELFTX with an annualized return of -9.57%, while ELFTX has yielded a comparatively higher 1.40% annualized return.
STFAX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.22%
- 1Y
- 17.12%
- 3Y*
- 18.11%
- 5Y*
- 11.58%
- 10Y*
- -9.57%
ELFTX
- 1D
- 0.20%
- 1M
- -2.20%
- YTD
- -0.57%
- 6M
- 1.05%
- 1Y
- 3.14%
- 3Y*
- 1.47%
- 5Y*
- -0.19%
- 10Y*
- 1.40%
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STFAX vs. ELFTX - Expense Ratio Comparison
STFAX has a 0.17% expense ratio, which is lower than ELFTX's 0.21% expense ratio. Despite the difference, 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
STFAX vs. ELFTX — Risk / Return Rank
STFAX
ELFTX
STFAX vs. ELFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) and Elfun Tax Exempt Income Fund (ELFTX). 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.
| STFAX | ELFTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.71 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.96 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.81 | +0.70 |
Martin ratioReturn relative to average drawdown | 7.21 | 2.44 | +4.77 |
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
| STFAX | ELFTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.71 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | -0.05 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | 0.36 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.71 | -0.78 |
Correlation
The correlation between STFAX and ELFTX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
STFAX vs. ELFTX - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.35%, less than ELFTX's 3.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 1.35% | 1.29% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% |
ELFTX Elfun Tax Exempt Income Fund | 3.70% | 3.99% | 2.66% | 2.88% | 3.09% | 2.61% | 3.24% | 3.78% | 4.09% | 4.00% | 4.00% | 3.82% |
Drawdowns
STFAX vs. ELFTX - Drawdown Comparison
The maximum STFAX drawdown since its inception was -91.92%, which is greater than ELFTX's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for STFAX and ELFTX.
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Drawdown Indicators
| STFAX | ELFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.92% | -19.15% | -72.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -5.23% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -13.59% | -10.98% |
Max Drawdown (10Y)Largest decline over 10 years | -91.92% | -13.59% | -78.33% |
Current DrawdownCurrent decline from peak | -79.13% | -3.24% | -75.89% |
Average DrawdownAverage peak-to-trough decline | -29.33% | -3.42% | -25.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.74% | +0.79% |
Volatility
STFAX vs. ELFTX - Volatility Comparison
State Street Equity 500 Index Fund (STFAX) has a higher volatility of 5.34% compared to Elfun Tax Exempt Income Fund (ELFTX) at 1.09%. This indicates that STFAX's price experiences larger fluctuations and is considered to be riskier than ELFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFAX | ELFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 1.09% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 1.66% | +7.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 5.11% | +13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 3.86% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.65% | 3.84% | +29.81% |