- ISIN
- US00770G4901
- Issuer
- State Farm
- Inception Date
- Mar 13, 1968
- Category
- Diversified Portfolio
- Min. Investment
- $250
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
STFBX Performance Chart
State Farm Balanced Fund (STFBX) is up 8.4% since the beginning of the year. STFBX is currently trading at $102 per share. Investors who bought $1,000 worth of STFBX shares 5 years ago would now be looking at an investment worth $1,605.
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Returns By Period
State Farm Balanced Fund (STFBX) has returned 8.41% so far this year and 24.28% over the past 12 months. Over the last ten years, STFBX has returned 10.27% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
State Farm Balanced Fund
- 1D
- 0.58%
- 1M
- 0.17%
- YTD
- 8.41%
- 6M
- 8.37%
- 1Y
- 24.28%
- 3Y*
- 15.36%
- 5Y*
- 9.92%
- 10Y*
- 10.27%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
STFBX Monthly Returns History
Based on dividend-adjusted daily data since Jan 31, 1980, STFBX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 64% of months were positive and 36% were negative. The best month was Dec 1991 with a return of +10.4%, while the worst month was Oct 1987 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, STFBX closed higher 53% of trading days. The best single day was Oct 29, 1982 with a return of +10.3%, while the worst single day was Mar 31, 1980 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.71% | 1.54% | -4.06% | 6.60% | 1.93% | -0.27% | 8.41% | ||||||
| 2025 | 2.06% | 0.19% | -4.18% | -1.03% | 3.31% | 3.32% | 2.34% | 2.25% | 2.77% | 2.55% | 1.56% | -0.28% | 15.62% |
| 2024 | 0.78% | 3.35% | 2.56% | -3.29% | 4.08% | 2.09% | 1.38% | 2.14% | 1.62% | -1.29% | 3.88% | -3.04% | 14.84% |
| 2023 | 3.68% | -3.26% | 2.59% | 1.84% | -2.32% | 5.08% | 2.15% | -0.35% | -3.57% | -2.10% | 6.40% | 3.30% | 13.61% |
| 2022 | -3.42% | -1.37% | 2.37% | -4.97% | 0.06% | -6.74% | 6.33% | -2.76% | -6.91% | 7.30% | 4.28% | -3.61% | -10.23% |
| 2021 | -0.47% | 2.36% | 2.69% | 3.14% | 1.22% | 0.39% | 2.12% | 1.76% | -4.72% | 4.41% | -0.87% | 4.62% | 17.54% |
Benchmark Metrics
State Farm Balanced Fund has an annualized alpha of 4.24%, beta of 0.53, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 31, 1980.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.72%) than losses (59.57%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 4.24% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.53 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 4.24%
- Beta
- 0.53
- R²
- 0.62
- Upside Capture
- 66.72%
- Downside Capture
- 59.57%
Expense Ratio
STFBX has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
STFBX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STFBX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.37 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.78 | +0.86 |
| Martin ratioReturn relative to average drawdown | 15.99 | 12.44 | +3.55 |
Dividends
Dividend History
State Farm Balanced Fund provided a 6.68% dividend yield over the last twelve months, with an annual payout of $6.81 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.81 | $6.81 | $8.58 | $6.00 | $0.86 | $8.48 | $2.30 | $2.04 | $2.21 | $1.96 | $1.83 | $6.53 |
Dividend yield | 6.68% | 7.17% | 9.73% | 7.13% | 1.08% | 9.49% | 2.75% | 2.70% | 3.45% | 2.86% | 2.88% | 10.94% |
Monthly Dividends
The table displays the monthly dividend distributions for State Farm Balanced Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.85 | $6.81 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.62 | $8.58 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.11 | $6.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.86 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.61 | $8.48 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Farm Balanced Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the State Farm Balanced Fund was 31.11%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.
The current State Farm Balanced Fund drawdown is 0.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -31.11%Mar 2009 | 1y 2mo | 2y 1mo | 3y 4moDec 2007 - Apr 2011 |
Dot-com crash2000–2002 | -28.31%Jul 2002 | 1y 10mo | 3y 1mo | 4y 12moSep 2000 - Sep 2005 |
1982 bear market1982 | -27.42%Jun 1982 | 1y 6mo | 9mo 16d | 2y 3moDec 1980 - Mar 1983 |
COVID crash2020 | -22.74%Mar 2020 | 1mo 9d | 4mo | 5mo 9dFeb 2020 - Jul 2020 |
1984 bear market1984 | -22.13%Jul 1984 | 1y 1mo | 11mo 21d | 2y 1moJun 1983 - Jul 1985 |
Drawdown Indicators
| STFBX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.11% | -56.78% | +25.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -9.10% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -18.90% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -25.43% | +8.49% |
Max Drawdown (10Y)Largest decline over 10 years | -22.74% | -33.92% | +11.18% |
Current DrawdownCurrent decline from peak | -0.98% | -1.80% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -10.71% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.03% | -0.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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