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SFITX vs. VSBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFITX vs. VSBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Interim Fund (SFITX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). The values are adjusted to include any dividend payments, if applicable.

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SFITX vs. VSBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFITX
State Farm Interim Fund
-0.23%5.41%2.54%3.73%-5.88%-1.60%4.89%4.26%1.04%0.61%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
0.28%5.11%4.37%4.28%-3.87%-0.67%3.11%3.53%1.52%0.40%

Returns By Period

In the year-to-date period, SFITX achieves a -0.23% return, which is significantly lower than VSBIX's 0.28% return. Over the past 10 years, SFITX has underperformed VSBIX with an annualized return of 1.32%, while VSBIX has yielded a comparatively higher 1.76% annualized return.


SFITX

1D
0.10%
1M
-0.82%
YTD
-0.23%
6M
0.80%
1Y
3.37%
3Y*
3.20%
5Y*
0.95%
10Y*
1.32%

VSBIX

1D
0.04%
1M
-0.33%
YTD
0.28%
6M
1.24%
1Y
3.69%
3Y*
4.12%
5Y*
1.86%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFITX vs. VSBIX - Expense Ratio Comparison

SFITX has a 0.16% expense ratio, which is higher than VSBIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SFITX vs. VSBIX — Risk / Return Rank

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

SFITX
SFITX Risk / Return Rank: 7979
Overall Rank
SFITX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SFITX Sortino Ratio Rank: 8181
Sortino Ratio Rank
SFITX Omega Ratio Rank: 6868
Omega Ratio Rank
SFITX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SFITX Martin Ratio Rank: 8282
Martin Ratio Rank

VSBIX
VSBIX Risk / Return Rank: 9797
Overall Rank
VSBIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VSBIX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBIX Martin Ratio Rank: 9797
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. VSBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Interim Fund (SFITX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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.


SFITXVSBIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

2.65

-1.27

Sortino ratio

Return per unit of downside risk

2.23

4.33

-2.10

Omega ratio

Gain probability vs. loss probability

1.28

1.58

-0.30

Calmar ratio

Return relative to maximum drawdown

2.69

4.70

-2.02

Martin ratio

Return relative to average drawdown

9.06

18.02

-8.96

SFITX vs. VSBIX - Sharpe Ratio Comparison

The current SFITX Sharpe Ratio is 1.38, which is lower than the VSBIX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of SFITX and VSBIX, 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


SFITXVSBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.65

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.96

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

1.16

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.09

-0.04

Correlation

The correlation between SFITX and VSBIX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SFITX vs. VSBIX - Dividend Comparison

SFITX's dividend yield for the trailing twelve months is around 3.33%, less than VSBIX's 3.59% 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%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
3.59%3.99%4.52%3.31%1.14%0.65%1.74%2.28%1.81%1.11%0.80%0.74%

Drawdowns

SFITX vs. VSBIX - Drawdown Comparison

The maximum SFITX drawdown since its inception was -9.13%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for SFITX and VSBIX.


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Drawdown Indicators


SFITXVSBIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.13%

-5.74%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-0.81%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-8.78%

-5.74%

-3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-9.13%

-5.74%

-3.39%

Current Drawdown

Current decline from peak

-1.12%

-0.44%

-0.68%

Average Drawdown

Average peak-to-trough decline

-1.09%

-0.59%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.21%

+0.24%

Volatility

SFITX vs. VSBIX - Volatility Comparison

State Farm Interim Fund (SFITX) has a higher volatility of 0.73% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.51%. This indicates that SFITX's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFITXVSBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.51%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

0.82%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

1.42%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

1.94%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

1.53%

+0.94%