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SFBDX vs. BLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFBDX vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Municipal Bond Fund (SFBDX) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFBDX achieves a -0.53% return, which is significantly higher than BLDR's -35.43% return. Over the past 10 years, SFBDX has underperformed BLDR with an annualized return of 1.68%, while BLDR has yielded a comparatively higher 17.87% annualized return.


SFBDX

1D
-0.25%
1M
-1.83%
6M
-1.41%
YTD
-0.53%
1Y
3.24%
3Y*
2.39%
5Y*
0.33%
10Y*
1.68%
ALL TIME*
3.76%

BLDR

1D
0.65%
1M
-21.55%
6M
-41.92%
YTD
-35.43%
1Y
-48.96%
3Y*
-23.22%
5Y*
8.35%
10Y*
17.87%
ALL TIME*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$192.84M$170.36M$198.87M
$0.00$0.00$0.00

SFBDX vs. BLDR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFBDX
State Farm Municipal Bond Fund
-0.53%5.11%0.65%4.05%-6.83%0.65%7.01%6.23%0.62%3.65%
BLDR
Builders FirstSource, Inc.
-35.43%-28.01%-14.38%157.31%-24.30%110.02%60.61%132.91%-49.93%98.63%

Correlation

The correlation between SFBDX and BLDR is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2005

-0.03

The correlation between SFBDX and BLDR shifts across timeframes, from -0.03 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SFBDX vs. BLDR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SFBDX
SFBDX Risk / Return Rank: 5656
Overall Rank
SFBDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SFBDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SFBDX Omega Ratio Rank: 8383
Omega Ratio Rank
SFBDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SFBDX Martin Ratio Rank: 2828
Martin Ratio Rank

BLDR
BLDR Risk / Return Rank: 88
Overall Rank
BLDR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BLDR Sortino Ratio Rank: 66
Sortino Ratio Rank
BLDR Omega Ratio Rank: 99
Omega Ratio Rank
BLDR Calmar Ratio Rank: 1010
Calmar Ratio Rank
BLDR Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SFBDX vs. BLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Municipal Bond Fund (SFBDX) and Builders FirstSource, Inc. (BLDR). 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.


SFBDXBLDRDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.40

0.84

+0.56

Calmar ratioReturn relative to maximum drawdown

1.38

-0.86

+2.24

Martin ratioReturn relative to average drawdown

4.05

-1.40

+5.46

SFBDX vs. BLDR - Sharpe Ratio Comparison

The current SFBDX Sharpe Ratio is 1.65, which is higher than the BLDR Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of SFBDX and BLDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SFBDX vs. BLDR - Drawdown Comparison

The maximum SFBDX drawdown since its inception was -11.79%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for SFBDX and BLDR.


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Drawdown Indicators


SFBDXBLDRDifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-96.78%

+84.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-55.76%

+52.89%

Max Drawdown (3Y)

Largest decline over 3 years

-4.33%

-68.73%

+64.40%

Max Drawdown (5Y)

Largest decline over 5 years

-11.79%

-68.73%

+56.94%

Max Drawdown (10Y)

Largest decline over 10 years

-11.79%

-68.73%

+56.94%

Current Drawdown

Current decline from peak

-2.37%

-68.53%

+66.16%

Average Drawdown

Average peak-to-trough decline

-1.37%

-47.96%

+46.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

34.05%

-33.08%

Volatility

SFBDX vs. BLDR - Volatility Comparison

The current volatility for State Farm Municipal Bond Fund (SFBDX) is 0.84%, while Builders FirstSource, Inc. (BLDR) has a volatility of 14.53%. This indicates that SFBDX experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFBDXBLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

14.53%

-13.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

36.76%

-34.76%

Volatility (1Y)

Calculated over the trailing 1-year period

2.41%

49.54%

-47.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

45.88%

-42.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

47.96%

-44.55%

Dividends

SFBDX vs. BLDR - Dividend Comparison

SFBDX's dividend yield for the trailing twelve months is around 3.12%, while BLDR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SFBDX
State Farm Municipal Bond Fund
3.12%2.97%2.62%2.46%2.01%2.33%4.03%2.78%2.23%2.77%2.06%2.64%

Frequently Asked Questions


SFBDX and BLDR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLDR has higher volatility (14.53%) compared to SFBDX (0.84%). In terms of maximum drawdown, SFBDX dropped -11.79% vs BLDR's -96.78%.

SFBDX currently has the higher Sharpe Ratio (1.65 vs -0.97), 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.

Portfolio Optimizer

Find the right allocation for SFBDX and BLDR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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