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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in State Farm Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
State Farm Growth Fund (STFGX) has returned -2.35% so far this year and 20.64% over the past 12 months. Looking at the last ten years, STFGX has achieved an annualized return of 12.82%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
State Farm Growth Fund
- 1D
- -0.37%
- 1M
- -7.52%
- YTD
- -2.35%
- 6M
- 1.35%
- 1Y
- 20.64%
- 3Y*
- 16.97%
- 5Y*
- 11.56%
- 10Y*
- 12.82%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 1980, STFGX's average daily return is +0.05%, while the average monthly return is +0.86%. At this rate, your 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% | -7.52% | -2.35% | |||||||||
| 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 February 29, 1980.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.28%) than losses (87.55%) — 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
- 94.28%
- Downside Capture
- 87.55%
Expense Ratio
STFGX has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
STFGX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and compare them to a chosen benchmark (S&P 500 Index).
| STFGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.90 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.39 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.40 | 0.00 |
Martin ratioReturn relative to average drawdown | 7.01 | 6.61 | +0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore STFGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
State Farm Growth Fund provided a 6.57% 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 | 6.57% | 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 | |||||||||
| 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 8.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.88% | Dec 11, 2007 | 312 | Mar 9, 2009 | 980 | Jan 29, 2013 | 1292 |
| -43.09% | Jul 18, 2000 | 504 | Jul 23, 2002 | 954 | May 5, 2006 | 1458 |
| -33% | Dec 12, 1980 | 24 | Jul 30, 1982 | 10 | Apr 29, 1983 | 34 |
| -31.46% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -28.75% | Jun 16, 1983 | 17 | Jul 31, 1984 | 245 | Dec 11, 1985 | 262 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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