SFITX vs. SGINX
SFITX (State Farm Interim Fund) and SGINX (DWS GNMA Fund) are both Government Bonds funds. Over the past 10 years, SFITX returned 1.28%/yr vs 0.94%/yr for SGINX. A 0.70 correlation means they provide meaningful diversification when combined. SFITX charges 0.16%/yr vs 0.58%/yr for SGINX.
Performance
SFITX vs. SGINX - Performance Comparison
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Returns By Period
In the year-to-date period, SFITX achieves a -0.22% return, which is significantly higher than SGINX's -0.72% return. Over the past 10 years, SFITX has outperformed SGINX with an annualized return of 1.28%, while SGINX has yielded a comparatively lower 0.94% annualized return.
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%
SGINX
- 1D
- -0.43%
- 1M
- -0.17%
- YTD
- -0.72%
- 6M
- -0.81%
- 1Y
- 3.98%
- 3Y*
- 3.34%
- 5Y*
- -0.19%
- 10Y*
- 0.94%
SFITX vs. SGINX - 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% |
SGINX DWS GNMA Fund | -0.72% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Correlation
The correlation between SFITX and SGINX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.70 |
Over the past year, the correlation between SFITX and SGINX has dropped to 0.48 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
SFITX vs. SGINX — Risk / Return Rank
SFITX
SGINX
SFITX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) and DWS GNMA Fund (SGINX). 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 | SGINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.38 | +0.37 |
| Martin ratioReturn relative to average drawdown | 4.79 | 4.06 | +0.73 |
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Drawdowns
SFITX vs. SGINX - Drawdown Comparison
The maximum SFITX drawdown since its inception was -9.13%, smaller than the maximum SGINX drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for SFITX and SGINX.
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Drawdown Indicators
| SFITX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.13% | -17.37% | +8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -3.23% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -1.80% | -7.51% | +5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -8.78% | -16.91% | +8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -9.13% | -17.37% | +8.24% |
Current DrawdownCurrent decline from peak | -1.12% | -2.78% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -1.97% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 1.10% | -0.54% |
Volatility
SFITX vs. SGINX - Volatility Comparison
The current volatility for State Farm Interim Fund (SFITX) is 0.72%, while DWS GNMA Fund (SGINX) has a volatility of 1.72%. This indicates that SFITX experiences smaller price fluctuations and is considered to be less risky than SGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFITX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 1.72% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 3.09% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 3.96% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.05% | 6.47% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.48% | 4.84% | -2.36% |
SFITX vs. SGINX - Expense Ratio Comparison
SFITX has a 0.16% expense ratio, which is lower than SGINX's 0.58% expense ratio.
Dividends
SFITX vs. SGINX - Dividend Comparison
SFITX's dividend yield for the trailing twelve months is around 3.70%, less than SGINX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGINX DWS GNMA Fund | 4.15% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
Frequently Asked Questions
SFITX and SGINX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGINX has higher volatility (1.72%) compared to SFITX (0.72%). In terms of maximum drawdown, SFITX dropped -9.13% vs SGINX's -17.37%.
SFITX currently has the higher Sharpe Ratio (1.16 vs 1.13), 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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