See what your fund actually adds

Elfun Diversified Fund ELDFX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

ELDFX compared with its replication portfolio
MeasureELDFXReplication
Annualized growth7.1%5.6%
Annualized volatility10.2%8.5%
Sharpe ratio0.730.68
Maximum drawdown21.6%19.4%
Replication fit (R²)0.91 · Tracking error 3.0%

Replication portfolio

The published portfolio below is the investable basket used to model ELDFX’s historical return behavior.

ELDFX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap41.1%
VCITFI · IG Credit25.3%
AGGFI · Aggregate22.9%
MBBFI · MBS10.8%