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VTAPX vs. ELFNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTAPX vs. ELFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) and Elfun Trusts (ELFNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTAPX achieves a 2.05% return, which is significantly lower than ELFNX's 6.95% return. Over the past 10 years, VTAPX has underperformed ELFNX with an annualized return of 3.13%, while ELFNX has yielded a comparatively higher 16.53% annualized return.


VTAPX

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.04%
1Y
4.69%
3Y*
5.23%
5Y*
3.38%
10Y*
3.13%

ELFNX

1D
-0.40%
1M
3.93%
YTD
6.95%
6M
6.94%
1Y
24.44%
3Y*
22.47%
5Y*
13.32%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTAPX vs. ELFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
2.05%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%
ELFNX
Elfun Trusts
6.95%16.64%26.91%34.50%-19.91%24.46%25.18%35.57%-3.25%25.60%

Correlation

The correlation between VTAPX and ELFNX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2013

0.05

The correlation between VTAPX and ELFNX shifts across timeframes, from -0.02 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VTAPX vs. ELFNX — Risk / Return Rank

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

VTAPX
VTAPX Risk / Return Rank: 9494
Overall Rank
VTAPX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9090
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9797
Martin Ratio Rank

ELFNX
ELFNX Risk / Return Rank: 4242
Overall Rank
ELFNX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ELFNX Sortino Ratio Rank: 4444
Sortino Ratio Rank
ELFNX Omega Ratio Rank: 4343
Omega Ratio Rank
ELFNX Calmar Ratio Rank: 3434
Calmar Ratio Rank
ELFNX Martin Ratio Rank: 4242
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.

VTAPX vs. ELFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) 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.


VTAPXELFNXDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.65

1.36

+0.29

Calmar ratioReturn relative to maximum drawdown

6.45

2.21

+4.24

Martin ratioReturn relative to average drawdown

25.59

9.03

+16.56

VTAPX vs. ELFNX - Sharpe Ratio Comparison

The current VTAPX Sharpe Ratio is 3.03, which is higher than the ELFNX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VTAPX and ELFNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTAPXELFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

2.02

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.75

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.41

0.90

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.60

+0.47

Drawdowns

VTAPX vs. ELFNX - Drawdown Comparison

The maximum VTAPX drawdown since its inception was -5.33%, smaller than the maximum ELFNX drawdown of -50.28%. Use the drawdown chart below to compare losses from any high point for VTAPX and ELFNX.


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Drawdown Indicators


VTAPXELFNXDifference

Max Drawdown

Largest peak-to-trough decline

-5.33%

-50.28%

+44.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-11.40%

+10.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.92%

-19.58%

+18.66%

Max Drawdown (5Y)

Largest decline over 5 years

-5.33%

-26.39%

+21.06%

Max Drawdown (10Y)

Largest decline over 10 years

-5.33%

-32.44%

+27.11%

Current Drawdown

Current decline from peak

-0.04%

-0.40%

+0.36%

Average Drawdown

Average peak-to-trough decline

-1.03%

-7.63%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

2.78%

-2.60%

Volatility

VTAPX vs. ELFNX - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) is 0.57%, while Elfun Trusts (ELFNX) has a volatility of 2.94%. This indicates that VTAPX 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


VTAPXELFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

2.94%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.11%

9.46%

-8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.52%

12.49%

-10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

17.89%

-15.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.23%

18.38%

-16.15%

VTAPX vs. ELFNX - Expense Ratio Comparison

VTAPX has a 0.06% 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%.


Dividends

VTAPX vs. ELFNX - Dividend Comparison

VTAPX's dividend yield for the trailing twelve months is around 3.55%, less than ELFNX's 9.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ELFNX
Elfun Trusts
9.23%9.87%10.43%2.90%9.01%11.62%8.60%9.39%16.18%10.80%8.85%8.22%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%0.00%

Frequently Asked Questions


VTAPX and ELFNX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELFNX has higher volatility (2.94%) compared to VTAPX (0.57%). In terms of maximum drawdown, VTAPX dropped -5.33% vs ELFNX's -50.28%.

VTAPX currently has the higher Sharpe Ratio (3.03 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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