- ISIN
- US00770G5163
- Issuer
- State Farm
- Inception Date
- Mar 14, 1968
- Category
- Large Cap Blend Equities
- Min. Investment
- $250
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
STFGX Performance Chart
State Farm Growth Fund (STFGX) is up 12.0% since the beginning of the year. STFGX is currently trading at $147 per share. Investors who bought $1,000 worth of STFGX shares 5 years ago would now be looking at an investment worth $1,920.
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Returns By Period
State Farm Growth Fund (STFGX) has returned 12.03% so far this year and 32.55% over the past 12 months. Over the last decade, STFGX has posted an annualized return of 14.02%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
State Farm Growth Fund
- 1D
- 0.93%
- 1M
- 0.71%
- YTD
- 12.03%
- 6M
- 11.74%
- 1Y
- 32.55%
- 3Y*
- 20.00%
- 5Y*
- 13.94%
- 10Y*
- 14.02%
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%
STFGX Monthly Returns History
Based on dividend-adjusted daily data since Jan 31, 1980, STFGX's average daily return is +0.05%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 1991 with a return of +13.0%, while the worst month was Oct 1987 at -20.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, STFGX closed higher 52% of trading days. The best single day was Aug 31, 1984 with a return of +12.1%, while the worst single day was Mar 31, 1980 at -17.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.79% | 1.74% | -5.04% | 8.43% | 2.75% | 0.29% | 12.03% | ||||||
| 2025 | 2.69% | -0.39% | -5.69% | -1.32% | 5.00% | 4.31% | 2.89% | 2.74% | 4.18% | 2.81% | 1.49% | -0.53% | 19.19% |
| 2024 | 0.89% | 5.38% | 3.08% | -4.40% | 5.63% | 3.03% | 1.57% | 2.45% | 1.58% | -1.25% | 5.20% | -3.48% | 20.85% |
| 2023 | 4.01% | -3.62% | 3.02% | 1.88% | -1.52% | 7.20% | 2.74% | -1.18% | -4.83% | -2.65% | 8.04% | 4.08% | 17.49% |
| 2022 | -4.44% | -2.19% | 4.45% | -6.26% | 0.13% | -8.72% | 8.35% | -3.62% | -8.07% | 10.06% | 5.62% | -4.94% | -11.27% |
| 2021 | -0.20% | 3.10% | 3.83% | 3.92% | 1.52% | 0.57% | 2.66% | 2.50% | -6.27% | 6.63% | -0.80% | 6.44% | 25.90% |
Benchmark Metrics
State Farm Growth Fund has an annualized alpha of 3.03%, beta of 0.83, and R2 of 0.72 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 (93.90%) than losses (87.25%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 3.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.03%
- Beta
- 0.83
- R²
- 0.72
- Upside Capture
- 93.90%
- Downside Capture
- 87.25%
Expense Ratio
STFGX has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
STFGX ranks 88 for risk / return — in the top 88% 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 Growth Fund (STFGX) 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.
| STFGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 2.78 | +1.06 |
| Martin ratioReturn relative to average drawdown | 16.97 | 12.44 | +4.53 |
Dividends
Dividend History
State Farm Growth Fund provided a 5.77% dividend yield over the last twelve months, with an annual payout of $8.48 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $8.48 | $8.48 | $10.58 | $6.78 | $0.92 | $16.96 | $2.84 | $3.00 | $3.00 | $2.73 | $2.41 | $8.78 |
Dividend yield | 5.77% | 6.42% | 8.96% | 6.39% | 0.96% | 15.49% | 2.81% | 3.33% | 4.11% | 3.40% | 3.39% | 13.76% |
Monthly Dividends
The table displays the monthly dividend distributions for State Farm Growth 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 | $0.84 | $0.84 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.64 | $8.48 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.76 | $10.58 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.95 | $6.78 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $15.94 | $16.96 |
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 Growth 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 Growth Fund was 48.88%, occurring on Mar 9, 2009. Recovery took 980 trading sessions.
The current State Farm Growth Fund drawdown is 0.65%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -48.88%Mar 2009 | 1y 2mo | 3y 10mo | 5y 1moDec 2007 - Jan 2013 |
Dot-com crash2000–2002 | -43.09%Jul 2002 | 2y 5d | 3y 9mo | 5y 9moJul 2000 - May 2006 |
1982 bear market1982 | -33.00%Jul 1982 | 1y 7mo | 9mo 3d | 2y 4moDec 1980 - Apr 1983 |
COVID crash2020 | -31.46%Mar 2020 | 1mo 9d | 4mo 15d | 5mo 24dFeb 2020 - Aug 2020 |
1984 bear market1984 | -28.75%Jul 1984 | 1y 1mo | 1y 4mo | 2y 5moJun 1983 - Dec 1985 |
Drawdown Indicators
| STFGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -56.78% | +7.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -9.10% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -21.65% | -18.90% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -25.43% | +3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -31.46% | -33.92% | +2.46% |
Current DrawdownCurrent decline from peak | -0.65% | -1.80% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -10.71% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.03% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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