STLG vs. ELFNX

In the year-to-date period, STLG achieves a 2.63% return, which is significantly higher than ELFNX's 0.26% return.

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STLG has a 0.25% expense ratio, which is higher than ELFNX's 0.18% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Elfun Trusts (ELFNX). 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.

The current STLG Sharpe Ratio is 0.72, which is higher than the ELFNX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of STLG and ELFNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

STLG's dividend yield for the trailing twelve months is around 0.20%, less than ELFNX's 1.00% yield.

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum ELFNX drawdown of -61.49%. Use the drawdown chart below to compare losses from any high point for STLG and ELFNX. For additional features, visit the drawdowns tool.

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 7.27% compared to Elfun Trusts (ELFNX) at 5.62%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than ELFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.