STFBX vs. FAIGX
Compare and contrast key facts about State Farm Balanced Fund (STFBX) and Fidelity Advisor Balanced Fund Class M (FAIGX).
STFBX is managed by State Farm. It was launched on Mar 13, 1968. FAIGX is managed by Fidelity. It was launched on Jan 6, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STFBX or FAIGX.
Key characteristics
| STFBX | FAIGX | |
|---|---|---|
| YTD Return | 16.90% | 14.85% |
| 1Y Return | 26.22% | 24.56% |
| 3Y Return (Ann) | 7.81% | 4.07% |
| 5Y Return (Ann) | 11.16% | 10.95% |
| 10Y Return (Ann) | 8.85% | 9.04% |
| Sharpe Ratio | 3.20 | 2.78 |
| Sortino Ratio | 4.57 | 3.98 |
| Omega Ratio | 1.63 | 1.54 |
| Calmar Ratio | 4.77 | 2.41 |
| Martin Ratio | 19.09 | 18.06 |
| Ulcer Index | 1.35% | 1.31% |
| Daily Std Dev | 8.03% | 8.49% |
| Max Drawdown | -29.99% | -44.19% |
| Current Drawdown | -0.01% | -0.89% |
Correlation
The correlation between STFBX and FAIGX is 0.85, 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. FAIGX - Performance Comparison
In the year-to-date period, STFBX achieves a 16.90% return, which is significantly higher than FAIGX's 14.85% return. Both investments have delivered pretty close results over the past 10 years, with STFBX having a 8.85% annualized return and FAIGX not far ahead at 9.04%. 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. FAIGX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than FAIGX's 1.06% expense ratio.
Risk-Adjusted Performance
STFBX vs. FAIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and Fidelity Advisor Balanced Fund Class M (FAIGX). 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. FAIGX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 2.14%, less than FAIGX's 3.90% 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% |
FAIGX Fidelity Advisor Balanced Fund Class M | 3.90% | 1.14% | 0.79% | 0.22% | 0.70% | 1.05% | 1.08% | 0.97% | 0.95% | 4.95% | 7.47% | 5.28% |
Drawdowns
STFBX vs. FAIGX - Drawdown Comparison
The maximum STFBX drawdown since its inception was -29.99%, smaller than the maximum FAIGX drawdown of -44.19%. Use the drawdown chart below to compare losses from any high point for STFBX and FAIGX. For additional features, visit the drawdowns tool.
Volatility
STFBX vs. FAIGX - Volatility Comparison
State Farm Balanced Fund (STFBX) has a higher volatility of 2.45% compared to Fidelity Advisor Balanced Fund Class M (FAIGX) at 1.30%. This indicates that STFBX's price experiences larger fluctuations and is considered to be riskier than FAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.