SFITX vs. VGIVX
SFITX (State Farm Interim Fund) and VGIVX (Vanguard Emerging Markets Government Bond Index Fund Institutional Shares) are both Government Bonds funds. Over the past 10 years, SFITX returned 1.35%/yr vs 3.65%/yr for VGIVX. At a 0.33 correlation, their price movements are largely independent. SFITX charges 0.16%/yr vs 0.18%/yr for VGIVX.
Performance
SFITX vs. VGIVX - Performance Comparison
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Returns By Period
In the year-to-date period, SFITX achieves a 0.09% return, which is significantly lower than VGIVX's 1.70% return. Over the past 10 years, SFITX has underperformed VGIVX with an annualized return of 1.35%, while VGIVX has yielded a comparatively higher 3.65% annualized return.
SFITX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.09%
- 6M
- 0.40%
- 1Y
- 3.30%
- 3Y*
- 3.45%
- 5Y*
- 0.93%
- 10Y*
- 1.35%
VGIVX
- 1D
- 0.22%
- 1M
- 1.04%
- YTD
- 1.70%
- 6M
- 1.99%
- 1Y
- 11.36%
- 3Y*
- 9.79%
- 5Y*
- 2.38%
- 10Y*
- 3.65%
SFITX vs. VGIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFITX State Farm Interim Fund | 0.09% | 5.41% | 2.54% | 3.73% | -5.88% | -1.60% | 4.89% | 4.26% | 1.04% | 0.61% |
VGIVX Vanguard Emerging Markets Government Bond Index Fund Institutional Shares | 1.70% | 13.05% | 6.31% | 10.48% | -16.72% | -2.41% | 5.83% | 14.03% | -2.72% | 8.47% |
Correlation
The correlation between SFITX and VGIVX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014 | 0.33 |
The correlation between SFITX and VGIVX shifts across timeframes, from 0.33 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SFITX vs. VGIVX — Risk / Return Rank
SFITX
VGIVX
SFITX vs. VGIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) and Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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.
| SFITX | VGIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.58 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.98 | -0.80 |
| Martin ratioReturn relative to average drawdown | 6.51 | 11.93 | -5.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFITX | VGIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.85 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.38 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.58 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.69 | +0.35 |
Drawdowns
SFITX vs. VGIVX - Drawdown Comparison
The maximum SFITX drawdown since its inception was -9.13%, smaller than the maximum VGIVX drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for SFITX and VGIVX.
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Drawdown Indicators
| SFITX | VGIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.13% | -26.79% | +17.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -3.93% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -1.80% | -7.14% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -8.78% | -26.79% | +18.01% |
Max Drawdown (10Y)Largest decline over 10 years | -9.13% | -26.79% | +17.66% |
Current DrawdownCurrent decline from peak | -0.81% | -0.07% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -4.70% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 0.98% | -0.47% |
Volatility
SFITX vs. VGIVX - Volatility Comparison
The current volatility for State Farm Interim Fund (SFITX) is 0.67%, while Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) has a volatility of 1.56%. This indicates that SFITX experiences smaller price fluctuations and is considered to be less risky than VGIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFITX | VGIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 1.56% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 1.66% | 3.35% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 4.12% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.04% | 6.30% | -3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.48% | 6.36% | -3.88% |
SFITX vs. VGIVX - Expense Ratio Comparison
SFITX has a 0.16% expense ratio, which is lower than VGIVX's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SFITX vs. VGIVX - Dividend Comparison
SFITX's dividend yield for the trailing twelve months is around 3.69%, less than VGIVX's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFITX State Farm Interim Fund | 3.69% | 3.28% | 2.72% | 1.85% | 0.92% | 0.94% | 2.13% | 1.75% | 1.12% | 1.12% | 0.79% | 0.98% |
VGIVX Vanguard Emerging Markets Government Bond Index Fund Institutional Shares | 5.88% | 5.95% | 6.58% | 5.53% | 5.32% | 3.53% | 4.21% | 4.62% | 4.62% | 4.67% | 4.76% | 4.55% |
Frequently Asked Questions
SFITX and VGIVX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGIVX has higher volatility (1.56%) compared to SFITX (0.67%). In terms of maximum drawdown, SFITX dropped -9.13% vs VGIVX's -26.79%.
VGIVX currently has the higher Sharpe Ratio (2.85 vs 1.44), 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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