SVSPX vs. ELDFX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Elfun Diversified Fund (ELDFX).
SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992. ELDFX is managed by State Street. It was launched on Jan 3, 1988.
Performance
SVSPX vs. ELDFX - Performance Comparison
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SVSPX vs. ELDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
ELDFX Elfun Diversified Fund | -1.55% | 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, SVSPX achieves a -4.37% return, which is significantly lower than ELDFX's -1.55% return. Over the past 10 years, SVSPX has outperformed ELDFX with an annualized return of 13.92%, while ELDFX has yielded a comparatively lower 8.09% annualized return.
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
ELDFX
- 1D
- 1.64%
- 1M
- -4.46%
- YTD
- -1.55%
- 6M
- 0.56%
- 1Y
- 13.77%
- 3Y*
- 12.24%
- 5Y*
- 6.51%
- 10Y*
- 8.09%
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SVSPX vs. ELDFX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than ELDFX's 0.33% expense ratio.
Return for Risk
SVSPX vs. ELDFX — Risk / Return Rank
SVSPX
ELDFX
SVSPX vs. ELDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street S&P 500 Index Fund Class N (SVSPX) 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.
| SVSPX | ELDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.36 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.96 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.91 | -1.48 |
Martin ratioReturn relative to average drawdown | 1.65 | 8.19 | -6.54 |
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
| SVSPX | ELDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.36 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.65 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.80 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.63 | -0.07 |
Correlation
The correlation between SVSPX and ELDFX is 0.90, 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
SVSPX vs. ELDFX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.68%, more than ELDFX's 7.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
ELDFX Elfun Diversified Fund | 7.89% | 7.77% | 6.38% | 2.56% | 7.89% | 7.91% | 4.54% | 4.17% | 3.24% | 11.08% | 3.06% | 6.01% |
Drawdowns
SVSPX vs. ELDFX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, which is greater than ELDFX's maximum drawdown of -40.54%. Use the drawdown chart below to compare losses from any high point for SVSPX and ELDFX.
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Drawdown Indicators
| SVSPX | ELDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -40.54% | -15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -7.46% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -21.52% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -22.95% | -10.74% |
Current DrawdownCurrent decline from peak | -6.26% | -5.26% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -4.66% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 1.74% | +3.27% |
Volatility
SVSPX vs. ELDFX - Volatility Comparison
State Street S&P 500 Index Fund Class N (SVSPX) has a higher volatility of 5.01% compared to Elfun Diversified Fund (ELDFX) at 3.97%. This indicates that SVSPX'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
| SVSPX | ELDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 3.97% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 6.44% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 10.44% | +10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 10.01% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 10.12% | +8.18% |