SFITX vs. SFBDX
SFITX (State Farm Interim Fund) and SFBDX (State Farm Municipal Bond Fund) are both mutual funds - SFITX is a Government Bonds fund managed by State Farm, while SFBDX is a Municipal Bonds fund managed by State Farm. Over the past 10 years, SFITX returned 1.28%/yr vs 1.85%/yr for SFBDX. A 0.53 correlation means they provide meaningful diversification when combined. Both charge a 0.16% expense ratio.
Performance
SFITX vs. SFBDX - Performance Comparison
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Returns By Period
In the year-to-date period, SFITX achieves a -0.22% return, which is significantly lower than SFBDX's 1.03% return. Over the past 10 years, SFITX has underperformed SFBDX with an annualized return of 1.28%, while SFBDX has yielded a comparatively higher 1.85% annualized return.
SFITX
- 1D
- -0.10%
- 1M
- 0.21%
- YTD
- -0.22%
- 6M
- 0.30%
- 1Y
- 2.65%
- 3Y*
- 3.49%
- 5Y*
- 0.90%
- 10Y*
- 1.28%
SFBDX
- 1D
- 0.00%
- 1M
- 1.27%
- YTD
- 1.03%
- 6M
- 1.44%
- 1Y
- 5.72%
- 3Y*
- 3.05%
- 5Y*
- 0.82%
- 10Y*
- 1.85%
SFITX vs. SFBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFBDX State Farm Municipal Bond Fund | 1.03% | 5.11% | 0.65% | 4.05% | -6.83% | 0.65% | 7.01% | 6.23% | 0.62% | 3.65% |
Correlation
The correlation between SFITX and SFBDX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.53 |
The correlation between SFITX and SFBDX has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
SFITX vs. SFBDX — Risk / Return Rank
SFITX
SFBDX
SFITX vs. SFBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) and State Farm Municipal Bond Fund (SFBDX). 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 | SFBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.73 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.06 | -0.24 |
| Martin ratioReturn relative to average drawdown | 5.02 | 6.81 | -1.79 |
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Drawdowns
SFITX vs. SFBDX - Drawdown Comparison
The maximum SFITX drawdown since its inception was -9.13%, smaller than the maximum SFBDX drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for SFITX and SFBDX.
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Drawdown Indicators
| SFITX | SFBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.13% | -11.79% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -2.87% | +1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.80% | -5.14% | +3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -8.78% | -11.79% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -9.13% | -11.79% | +2.66% |
Current DrawdownCurrent decline from peak | -1.12% | -0.83% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -1.37% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.86% | -0.31% |
Volatility
SFITX vs. SFBDX - Volatility Comparison
State Farm Interim Fund (SFITX) has a higher volatility of 0.73% compared to State Farm Municipal Bond Fund (SFBDX) at 0.60%. This indicates that SFITX's price experiences larger fluctuations and is considered to be riskier than SFBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFITX | SFBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.60% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 1.77% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 2.24% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.05% | 3.26% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.49% | 3.41% | -0.92% |
SFITX vs. SFBDX - Expense Ratio Comparison
Both SFITX and SFBDX have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SFITX vs. SFBDX - Dividend Comparison
SFITX's dividend yield for the trailing twelve months is around 3.70%, more than SFBDX's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFBDX State Farm Municipal Bond Fund | 3.33% | 2.97% | 2.62% | 2.46% | 2.01% | 2.33% | 4.03% | 2.78% | 2.23% | 2.77% | 2.06% | 2.64% |
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
SFITX and SFBDX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFITX has higher volatility (0.73%) compared to SFBDX (0.60%). In terms of maximum drawdown, SFITX dropped -9.13% vs SFBDX's -11.79%.
SFBDX currently has the higher Sharpe Ratio (2.65 vs 1.20), 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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