ELDFX Performance — Elfun Diversified Fund
Data updated: 2026-08-28
ELDFX returned +6.91% year to date and +15.71% over one year to Jun 2026. Annualised returns are +13.92% over 3 years and +7.36% over 5 years. The fund beat its Moderate Allocation category average: $100 invested three years ago grew to $148, against $136 for the category, and to $116 over one year, against $112. Volatility over the past three years was 9.26% a year. In the 12 months to Jun 2026 the fund lost a net $9.4M, and assets reached $189.19M.
ELDFX Growth of $100
What $100 invested in Elfun Diversified Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | ELDFX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $116 | $112 |
| 3 years (Jul 2023 – Jun 2026) | $148 | $136 |
| 5 years (Jul 2021 – Jun 2026) | $143 | $129 |
| Since data start (Jul 2019 – Jun 2026) | $183 | $154 |
ELDFX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.91% |
| 1 year | +15.71% |
| 3 years (annualised) | +13.92% |
| 5 years (annualised) | +7.36% |
ELDFX Annual Returns
Calendar-year total returns of Elfun Diversified Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +6.91% |
| 2025 | +17.06% |
| 2024 | +11.59% |
| 2023 | +16.14% |
| 2022 | −15.29% |
| 2021 | +11.54% |
| 2020 | +12.23% |
| 2019 (Jul–Dec) | +6.40% |
ELDFX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.2% | +1.4% | −5.1% | +5.9% | +3.1% | −0.5% | — | — | — | — | — | — |
| 2025 | +2.2% | +0.8% | −2.0% | +0.8% | +2.9% | +3.3% | +0.5% | +2.2% | +2.7% | +1.6% | +0.3% | +0.6% |
| 2024 | +0.3% | +2.4% | +2.4% | −3.2% | +3.6% | +1.7% | +1.9% | +2.1% | +1.9% | −2.5% | +2.7% | −2.0% |
| 2023 | +5.8% | −2.9% | +2.9% | +1.3% | −1.1% | +3.8% | +2.3% | −2.0% | −3.8% | −2.4% | +7.5% | +4.6% |
| 2022 | −3.5% | −2.1% | +0.3% | −6.2% | +0.7% | −5.9% | +5.0% | −3.5% | −7.1% | +3.2% | +6.5% | −2.6% |
| 2021 | −0.6% | +1.1% | +1.5% | +3.1% | +1.1% | +1.0% | +0.9% | +1.6% | −3.0% | +3.2% | −1.4% | +2.6% |
| 2020 | −0.5% | −4.4% | −9.3% | +7.8% | +3.0% | +2.3% | +3.7% | +3.4% | −2.0% | −1.6% | +7.6% | +3.0% |
| 2019 | — | — | — | — | — | — | +0.2% | −0.5% | +1.1% | +1.8% | +1.5% | +2.2% |
ELDFX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.26%
- 3-year Sharpe ratio: 1.02 (vs 4.5% risk-free rate)
- Best month: +7.51% (Nov 2023)
- Worst month: −5.05% (Mar 2026)
ELDFX Fund Flows
Monthly money in and out of Elfun Diversified Fund, from SEC Form N-PORT.
- 12-month net flow: −$9.4M
- 12-month gross sales (incl. reinvestments): $18.7M
- Sales ÷ redemptions: 0.67×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $85K | $1.9M | −$1.8M |
| May 2026 | $45K | $4.6M | −$4.6M |
| Apr 2026 | $312K | $866K | −$554K |
| Mar 2026 | $136K | $1.3M | −$1.2M |
| Feb 2026 | $543K | $973K | −$430K |
| Jan 2026 | $3.9M | $4.0M | −$167K |
| Dec 2025 | $12.2M | $1.5M | $10.7M |
| Nov 2025 | $209K | $1.6M | −$1.4M |
| Oct 2025 | $125K | $7.0M | −$6.8M |
| Sep 2025 | $691K | $1.6M | −$886K |
| Aug 2025 | $243K | $1.3M | −$1.0M |
| Jul 2025 | $180K | $1.4M | −$1.2M |
ELDFX Assets Under Management
Net assets of Elfun Diversified Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $189.19M |
| 2026-03-31 | $180.67M |
| 2025-12-31 | $185.39M |
| 2025-09-30 | $191.57M |
| 2025-06-30 | $184.66M |
| 2025-03-31 | $176.59M |
| 2024-12-31 | $177.61M |
| 2024-09-30 | $185.41M |
| 2024-06-30 | $179.88M |
| 2024-03-31 | $180.31M |
| 2023-12-31 | $176.62M |
| 2023-09-30 | $166.12M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.