SVSPX vs. ELFNX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Elfun Trusts (ELFNX).
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. ELFNX is managed by State Street. It was launched on May 27, 1935.
Performance
SVSPX vs. ELFNX - Performance Comparison
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SVSPX vs. ELFNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | -7.09% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
ELFNX Elfun Trusts | -9.40% | 16.64% | 26.91% | 34.50% | -19.91% | 24.46% | 25.18% | 35.57% | -3.25% | 25.60% |
Returns By Period
In the year-to-date period, SVSPX achieves a -7.09% return, which is significantly higher than ELFNX's -9.40% return. Over the past 10 years, SVSPX has underperformed ELFNX with an annualized return of 13.59%, while ELFNX has yielded a comparatively higher 14.84% annualized return.
SVSPX
- 1D
- -2.06%
- 1M
- -8.10%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.41%
- 3Y*
- 17.15%
- 5Y*
- 11.29%
- 10Y*
- 13.59%
ELFNX
- 1D
- -0.21%
- 1M
- -7.68%
- YTD
- -9.40%
- 6M
- -6.55%
- 1Y
- 12.68%
- 3Y*
- 18.88%
- 5Y*
- 10.93%
- 10Y*
- 14.84%
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SVSPX vs. ELFNX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than ELFNX's 0.18% 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
SVSPX vs. ELFNX — Risk / Return Rank
SVSPX
ELFNX
SVSPX vs. ELFNX - 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 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.
| SVSPX | ELFNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.71 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.13 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.93 | -0.63 |
Martin ratioReturn relative to average drawdown | 1.15 | 3.55 | -2.40 |
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 | ELFNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.71 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.61 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.81 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.58 | -0.02 |
Correlation
The correlation between SVSPX and ELFNX is 0.94, 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. ELFNX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 8.93%, less than ELFNX's 10.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 8.93% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
ELFNX Elfun Trusts | 10.89% | 9.87% | 10.43% | 2.90% | 9.01% | 11.62% | 8.60% | 9.39% | 16.18% | 10.80% | 8.85% | 8.22% |
Drawdowns
SVSPX vs. ELFNX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -55.76%, which is greater than ELFNX's maximum drawdown of -50.28%. Use the drawdown chart below to compare losses from any high point for SVSPX and ELFNX.
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Drawdown Indicators
| SVSPX | ELFNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -50.28% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.48% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -26.39% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -32.44% | -1.25% |
Current DrawdownCurrent decline from peak | -8.93% | -11.40% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -7.65% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 3.01% | +1.98% |
Volatility
SVSPX vs. ELFNX - Volatility Comparison
The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 3.96%, while Elfun Trusts (ELFNX) has a volatility of 4.40%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than ELFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVSPX | ELFNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.40% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.57% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.53% | 18.37% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 17.87% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 18.35% | -0.07% |