SFITX vs. LTUSX
SFITX (State Farm Interim Fund) and LTUSX (Thornburg Limited Term U.S. Government Fund) are both Government Bonds funds. Over the past 10 years, SFITX returned 1.29%/yr vs 0.96%/yr for LTUSX. Their correlation of 0.83 means they have usually moved in the same direction. SFITX charges 0.16%/yr vs 0.92%/yr for LTUSX.
Performance
SFITX vs. LTUSX - Performance Comparison
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Returns By Period
In the year-to-date period, SFITX achieves a -0.02% return, which is significantly lower than LTUSX's 0.35% return. Over the past 10 years, SFITX has outperformed LTUSX with an annualized return of 1.29%, while LTUSX has yielded a comparatively lower 0.96% annualized return.
SFITX
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- -0.13%
- YTD
- -0.02%
- 1Y
- 1.83%
- 3Y*
- 3.50%
- 5Y*
- 0.83%
- 10Y*
- 1.29%
- ALL TIME*
- 3.16%
LTUSX
- 1D
- 0.08%
- 1M
- -0.25%
- 6M
- 0.00%
- YTD
- 0.35%
- 1Y
- 2.49%
- 3Y*
- 3.70%
- 5Y*
- 0.54%
- 10Y*
- 0.96%
- ALL TIME*
- 3.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SFITX vs. LTUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFITX State Farm Interim Fund | -0.02% | 5.41% | 2.54% | 3.73% | -5.88% | -1.60% | 4.89% | 4.26% | 1.04% | 0.61% |
LTUSX Thornburg Limited Term U.S. Government Fund | 0.35% | 6.40% | 2.40% | 3.40% | -8.06% | -1.82% | 3.77% | 3.61% | 0.98% | 0.60% |
Correlation
The correlation between SFITX and LTUSX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.83 |
The correlation between SFITX and LTUSX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
SFITX vs. LTUSX — Risk / Return Rank
SFITX
LTUSX
SFITX vs. LTUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) and Thornburg Limited Term U.S. Government Fund (LTUSX). 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.
| SFITX | LTUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.48 | +0.36 |
| Martin ratioReturn relative to average drawdown | 4.58 | 3.50 | +1.08 |
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Drawdowns
SFITX vs. LTUSX - Drawdown Comparison
The maximum SFITX drawdown since its inception was -9.13%, smaller than the maximum LTUSX drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for SFITX and LTUSX.
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Drawdown Indicators
| SFITX | LTUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.13% | -12.34% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -2.31% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -1.80% | -3.23% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -8.69% | -11.69% | +3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -9.13% | -12.34% | +3.21% |
Current DrawdownCurrent decline from peak | -0.92% | -1.62% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -1.40% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.97% | -0.36% |
Volatility
SFITX vs. LTUSX - Volatility Comparison
The current volatility for State Farm Interim Fund (SFITX) is 0.55%, while Thornburg Limited Term U.S. Government Fund (LTUSX) has a volatility of 0.75%. This indicates that SFITX experiences smaller price fluctuations and is considered to be less risky than LTUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFITX | LTUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 0.75% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 1.72% | 2.27% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.27% | 2.88% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.05% | 4.04% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.48% | 3.10% | -0.62% |
SFITX vs. LTUSX - Expense Ratio Comparison
SFITX has a 0.16% expense ratio, which is lower than LTUSX's 0.92% expense ratio.
Dividends
SFITX vs. LTUSX - Dividend Comparison
SFITX's dividend yield for the trailing twelve months is around 3.41%, more than LTUSX's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTUSX Thornburg Limited Term U.S. Government Fund | 2.48% | 2.69% | 2.62% | 1.89% | 1.63% | 1.21% | 1.35% | 1.77% | 1.90% | 1.45% | 2.52% | 1.50% |
SFITX State Farm Interim Fund | 3.41% | 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
SFITX and LTUSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTUSX has higher volatility (0.75%) compared to SFITX (0.55%). In terms of maximum drawdown, SFITX dropped -9.13% vs LTUSX's -12.34%.
SFITX currently has the higher Sharpe Ratio (1.24 vs 1.19), 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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