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SFITX vs. FEUGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFITX vs. FEUGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Interim Fund (SFITX) and Federated Hermes Adjustable Rate Fund (FEUGX). The values are adjusted to include any dividend payments, if applicable.

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SFITX vs. FEUGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFITX
State Farm Interim Fund
-0.33%5.41%2.54%3.73%-5.88%-1.60%4.89%4.26%1.04%0.61%
FEUGX
Federated Hermes Adjustable Rate Fund
0.90%5.26%4.81%4.20%-2.36%-0.29%0.96%2.95%1.66%0.67%

Returns By Period

In the year-to-date period, SFITX achieves a -0.33% return, which is significantly lower than FEUGX's 0.90% return. Over the past 10 years, SFITX has underperformed FEUGX with an annualized return of 1.31%, while FEUGX has yielded a comparatively higher 1.89% annualized return.


SFITX

1D
0.21%
1M
-1.23%
YTD
-0.33%
6M
0.80%
1Y
3.26%
3Y*
3.17%
5Y*
0.93%
10Y*
1.31%

FEUGX

1D
0.11%
1M
-0.21%
YTD
0.90%
6M
2.15%
1Y
4.63%
3Y*
4.56%
5Y*
2.50%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFITX vs. FEUGX - Expense Ratio Comparison

SFITX has a 0.16% expense ratio, which is lower than FEUGX's 0.55% expense ratio.


Return for Risk

SFITX vs. FEUGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFITX
SFITX Risk / Return Rank: 8484
Overall Rank
SFITX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SFITX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SFITX Omega Ratio Rank: 7878
Omega Ratio Rank
SFITX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SFITX Martin Ratio Rank: 8585
Martin Ratio Rank

FEUGX
FEUGX Risk / Return Rank: 9999
Overall Rank
FEUGX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FEUGX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FEUGX Omega Ratio Rank: 9999
Omega Ratio Rank
FEUGX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FEUGX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFITX vs. FEUGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) and Federated Hermes Adjustable Rate Fund (FEUGX). 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.


SFITXFEUGXDifference

Sharpe ratio

Return per unit of total volatility

1.49

3.33

-1.84

Sortino ratio

Return per unit of downside risk

2.43

9.08

-6.65

Omega ratio

Gain probability vs. loss probability

1.30

3.05

-1.74

Calmar ratio

Return relative to maximum drawdown

2.55

9.65

-7.10

Martin ratio

Return relative to average drawdown

8.69

33.30

-24.61

SFITX vs. FEUGX - Sharpe Ratio Comparison

The current SFITX Sharpe Ratio is 1.49, which is lower than the FEUGX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of SFITX and FEUGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFITXFEUGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

3.33

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

1.69

-1.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

1.52

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.97

+0.07

Correlation

The correlation between SFITX and FEUGX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SFITX vs. FEUGX - Dividend Comparison

SFITX's dividend yield for the trailing twelve months is around 3.33%, less than FEUGX's 4.08% yield.


TTM20252024202320222021202020192018201720162015
SFITX
State Farm Interim Fund
3.33%3.28%2.72%1.85%0.92%0.94%2.13%1.75%1.12%1.12%0.79%0.98%
FEUGX
Federated Hermes Adjustable Rate Fund
4.08%4.57%4.36%3.88%1.11%0.12%1.06%2.70%1.75%0.98%0.67%0.50%

Drawdowns

SFITX vs. FEUGX - Drawdown Comparison

The maximum SFITX drawdown since its inception was -9.13%, smaller than the maximum FEUGX drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for SFITX and FEUGX.


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Drawdown Indicators


SFITXFEUGXDifference

Max Drawdown

Largest peak-to-trough decline

-9.13%

-18.32%

+9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-0.53%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-8.78%

-3.05%

-5.73%

Max Drawdown (10Y)

Largest decline over 10 years

-9.13%

-3.17%

-5.96%

Current Drawdown

Current decline from peak

-1.23%

-0.21%

-1.02%

Average Drawdown

Average peak-to-trough decline

-1.09%

-1.15%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.15%

+0.30%

Volatility

SFITX vs. FEUGX - Volatility Comparison

State Farm Interim Fund (SFITX) has a higher volatility of 0.76% compared to Federated Hermes Adjustable Rate Fund (FEUGX) at 0.21%. This indicates that SFITX's price experiences larger fluctuations and is considered to be riskier than FEUGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFITXFEUGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.21%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

0.95%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.56%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

1.48%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

1.25%

+1.22%