STFBX vs. BALFX
Compare and contrast key facts about State Farm Balanced Fund (STFBX) and American Funds American Balanced Fund (BALFX).
STFBX is managed by State Farm. It was launched on Mar 13, 1968. BALFX is managed by American Funds. It was launched on Mar 15, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STFBX or BALFX.
Key characteristics
| STFBX | BALFX | |
|---|---|---|
| YTD Return | 16.73% | 16.43% |
| 1Y Return | 25.00% | 25.42% |
| 3Y Return (Ann) | 7.99% | 5.67% |
| 5Y Return (Ann) | 11.05% | 9.06% |
| 10Y Return (Ann) | 8.83% | 8.41% |
| Sharpe Ratio | 3.25 | 3.17 |
| Sortino Ratio | 4.63 | 4.50 |
| Omega Ratio | 1.64 | 1.61 |
| Calmar Ratio | 4.83 | 3.67 |
| Martin Ratio | 19.32 | 21.85 |
| Ulcer Index | 1.35% | 1.22% |
| Daily Std Dev | 8.01% | 8.39% |
| Max Drawdown | -29.99% | -39.30% |
| Current Drawdown | -0.15% | -0.14% |
Correlation
The correlation between STFBX and BALFX is 0.93, 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.
Performance
STFBX vs. BALFX - Performance Comparison
The year-to-date returns for both stocks are quite close, with STFBX having a 16.73% return and BALFX slightly lower at 16.43%. Both investments have delivered pretty close results over the past 10 years, with STFBX having a 8.83% annualized return and BALFX not far behind at 8.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STFBX vs. BALFX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than BALFX's 0.62% expense ratio.
Risk-Adjusted Performance
STFBX vs. BALFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and American Funds American Balanced Fund (BALFX). 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.
Dividends
STFBX vs. BALFX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 2.14%, more than BALFX's 2.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFBX State Farm Balanced Fund | 2.14% | 2.39% | 1.90% | 1.93% | 2.00% | 2.41% | 2.69% | 2.41% | 2.58% | 2.87% | 2.57% | 2.58% |
BALFX American Funds American Balanced Fund | 2.08% | 2.31% | 1.63% | 1.13% | 1.28% | 1.85% | 2.02% | 1.71% | 1.71% | 2.40% | 8.02% | 1.51% |
Drawdowns
STFBX vs. BALFX - Drawdown Comparison
The maximum STFBX drawdown since its inception was -29.99%, smaller than the maximum BALFX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for STFBX and BALFX. For additional features, visit the drawdowns tool.
Volatility
STFBX vs. BALFX - Volatility Comparison
State Farm Balanced Fund (STFBX) and American Funds American Balanced Fund (BALFX) have volatilities of 2.41% and 2.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.