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BALFX vs. STFBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BALFXSTFBX
YTD Return16.59%16.90%
1Y Return26.86%26.22%
3Y Return (Ann)5.65%7.81%
5Y Return (Ann)9.10%11.16%
10Y Return (Ann)8.45%8.85%
Sharpe Ratio3.073.20
Sortino Ratio4.364.57
Omega Ratio1.591.63
Calmar Ratio3.194.77
Martin Ratio21.2619.09
Ulcer Index1.22%1.35%
Daily Std Dev8.46%8.03%
Max Drawdown-39.30%-29.99%
Current Drawdown0.00%-0.01%

Correlation

-0.50.00.51.00.9

The correlation between BALFX and STFBX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BALFX vs. STFBX - Performance Comparison

The year-to-date returns for both investments are quite close, with BALFX having a 16.59% return and STFBX slightly higher at 16.90%. Both investments have delivered pretty close results over the past 10 years, with BALFX having a 8.45% annualized return and STFBX not far ahead at 8.85%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.41%
9.74%
BALFX
STFBX

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BALFX vs. STFBX - Expense Ratio Comparison

BALFX has a 0.62% expense ratio, which is higher than STFBX's 0.14% expense ratio.


BALFX
American Funds American Balanced Fund
Expense ratio chart for BALFX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for STFBX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

BALFX vs. STFBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund (BALFX) and State Farm Balanced Fund (STFBX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BALFX
Sharpe ratio
The chart of Sharpe ratio for BALFX, currently valued at 3.07, compared to the broader market0.002.004.003.07
Sortino ratio
The chart of Sortino ratio for BALFX, currently valued at 4.36, compared to the broader market0.005.0010.004.36
Omega ratio
The chart of Omega ratio for BALFX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for BALFX, currently valued at 3.19, compared to the broader market0.005.0010.0015.0020.0025.003.19
Martin ratio
The chart of Martin ratio for BALFX, currently valued at 21.26, compared to the broader market0.0020.0040.0060.0080.00100.0021.26
STFBX
Sharpe ratio
The chart of Sharpe ratio for STFBX, currently valued at 3.20, compared to the broader market0.002.004.003.20
Sortino ratio
The chart of Sortino ratio for STFBX, currently valued at 4.57, compared to the broader market0.005.0010.004.57
Omega ratio
The chart of Omega ratio for STFBX, currently valued at 1.63, compared to the broader market1.002.003.004.001.63
Calmar ratio
The chart of Calmar ratio for STFBX, currently valued at 4.77, compared to the broader market0.005.0010.0015.0020.0025.004.77
Martin ratio
The chart of Martin ratio for STFBX, currently valued at 19.09, compared to the broader market0.0020.0040.0060.0080.00100.0019.09

BALFX vs. STFBX - Sharpe Ratio Comparison

The current BALFX Sharpe Ratio is 3.07, which is comparable to the STFBX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of BALFX and STFBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.07
3.20
BALFX
STFBX

Dividends

BALFX vs. STFBX - Dividend Comparison

BALFX's dividend yield for the trailing twelve months is around 2.07%, less than STFBX's 2.14% yield.


TTM20232022202120202019201820172016201520142013
BALFX
American Funds American Balanced Fund
2.07%2.31%1.63%1.13%1.28%1.85%2.02%1.71%1.71%2.40%8.02%1.51%
STFBX
State Farm Balanced Fund
2.14%2.39%1.90%1.93%2.00%2.41%2.69%2.41%2.58%2.87%2.57%2.58%

Drawdowns

BALFX vs. STFBX - Drawdown Comparison

The maximum BALFX drawdown since its inception was -39.30%, which is greater than STFBX's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for BALFX and STFBX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.01%
BALFX
STFBX

Volatility

BALFX vs. STFBX - Volatility Comparison

American Funds American Balanced Fund (BALFX) and State Farm Balanced Fund (STFBX) have volatilities of 2.38% and 2.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.38%
2.45%
BALFX
STFBX