FUTBX vs. SFITX
FUTBX (Fidelity SAI U.S. Treasury Bond Index Fund) and SFITX (State Farm Interim Fund) are both Government Bonds funds. Over the past 5 years, FUTBX returned -0.57%/yr vs 0.92%/yr for SFITX. Their correlation of 0.80 suggests significant overlap in exposure. FUTBX charges 0.03%/yr vs 0.16%/yr for SFITX.
Performance
FUTBX vs. SFITX - Performance Comparison
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Returns By Period
In the year-to-date period, FUTBX achieves a -0.05% return, which is significantly higher than SFITX's -0.22% return.
FUTBX
- 1D
- 0.11%
- 1M
- 0.60%
- YTD
- -0.05%
- 6M
- -0.03%
- 1Y
- 2.85%
- 3Y*
- 2.91%
- 5Y*
- -0.57%
- 10Y*
- —
SFITX
- 1D
- 0.00%
- 1M
- 0.21%
- YTD
- -0.22%
- 6M
- 0.19%
- 1Y
- 2.55%
- 3Y*
- 3.49%
- 5Y*
- 0.92%
- 10Y*
- 1.28%
FUTBX vs. SFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.05% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
SFITX State Farm Interim Fund | -0.22% | 5.41% | 2.54% | 3.73% | -5.88% | -1.60% | 4.89% | 4.26% | 1.04% | 0.61% |
Correlation
The correlation between FUTBX and SFITX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.80 |
The correlation between FUTBX and SFITX has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
FUTBX vs. SFITX — Risk / Return Rank
FUTBX
SFITX
FUTBX vs. SFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) and State Farm Interim Fund (SFITX). 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.
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.
| FUTBX | SFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.75 | -0.75 |
| Martin ratioReturn relative to average drawdown | 2.71 | 4.79 | -2.08 |
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Drawdowns
FUTBX vs. SFITX - Drawdown Comparison
The maximum FUTBX drawdown since its inception was -19.69%, which is greater than SFITX's maximum drawdown of -9.13%. Use the drawdown chart below to compare losses from any high point for FUTBX and SFITX.
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Drawdown Indicators
| FUTBX | SFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.69% | -9.13% | -10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -1.53% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -5.42% | -1.80% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -8.78% | -8.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.13% | — |
Current DrawdownCurrent decline from peak | -7.72% | -1.12% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -1.09% | -5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.56% | +0.58% |
Volatility
FUTBX vs. SFITX - Volatility Comparison
Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a higher volatility of 1.07% compared to State Farm Interim Fund (SFITX) at 0.72%. This indicates that FUTBX's price experiences larger fluctuations and is considered to be riskier than SFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTBX | SFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.72% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 1.68% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 2.32% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 3.05% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.14% | 2.48% | +2.66% |
FUTBX vs. SFITX - Expense Ratio Comparison
FUTBX has a 0.03% expense ratio, which is lower than SFITX's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FUTBX vs. SFITX - Dividend Comparison
FUTBX's dividend yield for the trailing twelve months is around 3.65%, less than SFITX's 3.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.65% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
SFITX State Farm Interim Fund | 3.70% | 3.28% | 2.72% | 1.85% | 0.92% | 0.94% | 2.13% | 1.75% | 1.12% | 1.12% | 0.79% | 0.98% |
Frequently Asked Questions
FUTBX and SFITX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTBX has higher volatility (1.07%) compared to SFITX (0.72%). In terms of maximum drawdown, FUTBX dropped -19.69% vs SFITX's -9.13%.
SFITX currently has the higher Sharpe Ratio (1.16 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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