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STFBX vs. FBALX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STFBX and FBALX is 0.84, 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.


-0.50.00.51.00.8

Performance

STFBX vs. FBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Balanced Fund (STFBX) and Fidelity Balanced Fund (FBALX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,913.40%
3,524.07%
STFBX
FBALX

Key characteristics

Sharpe Ratio

STFBX:

0.59

FBALX:

1.86

Sortino Ratio

STFBX:

0.73

FBALX:

2.59

Omega Ratio

STFBX:

1.16

FBALX:

1.34

Calmar Ratio

STFBX:

0.67

FBALX:

3.11

Martin Ratio

STFBX:

4.15

FBALX:

11.94

Ulcer Index

STFBX:

1.81%

FBALX:

1.38%

Daily Std Dev

STFBX:

12.61%

FBALX:

8.83%

Max Drawdown

STFBX:

-29.99%

FBALX:

-42.81%

Current Drawdown

STFBX:

-10.43%

FBALX:

-4.06%

Returns By Period

In the year-to-date period, STFBX achieves a 6.47% return, which is significantly lower than FBALX's 15.17% return. Over the past 10 years, STFBX has underperformed FBALX with an annualized return of 7.71%, while FBALX has yielded a comparatively higher 9.43% annualized return.


STFBX

YTD

6.47%

1M

-8.64%

6M

-3.18%

1Y

6.79%

5Y*

8.43%

10Y*

7.71%

FBALX

YTD

15.17%

1M

-1.46%

6M

4.34%

1Y

15.69%

5Y*

10.45%

10Y*

9.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


STFBX vs. FBALX - Expense Ratio Comparison

STFBX has a 0.14% expense ratio, which is lower than FBALX's 0.51% expense ratio.


FBALX
Fidelity Balanced Fund
Expense ratio chart for FBALX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for STFBX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

STFBX vs. FBALX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and Fidelity Balanced Fund (FBALX). 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.


Sharpe ratio
The chart of Sharpe ratio for STFBX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.591.86
The chart of Sortino ratio for STFBX, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.732.59
The chart of Omega ratio for STFBX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.34
The chart of Calmar ratio for STFBX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.0014.000.673.11
The chart of Martin ratio for STFBX, currently valued at 4.15, compared to the broader market0.0020.0040.0060.004.1511.94
STFBX
FBALX

The current STFBX Sharpe Ratio is 0.59, which is lower than the FBALX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of STFBX and FBALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.59
1.86
STFBX
FBALX

Dividends

STFBX vs. FBALX - Dividend Comparison

STFBX's dividend yield for the trailing twelve months is around 1.08%, less than FBALX's 1.34% yield.


TTM20232022202120202019201820172016201520142013
STFBX
State Farm Balanced Fund
1.08%2.39%1.90%1.93%2.00%2.41%2.69%2.41%2.58%2.87%2.57%2.58%
FBALX
Fidelity Balanced Fund
1.34%1.70%1.47%0.88%1.29%1.70%1.85%1.58%1.61%7.96%10.55%7.31%

Drawdowns

STFBX vs. FBALX - Drawdown Comparison

The maximum STFBX drawdown since its inception was -29.99%, smaller than the maximum FBALX drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for STFBX and FBALX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.43%
-4.06%
STFBX
FBALX

Volatility

STFBX vs. FBALX - Volatility Comparison

State Farm Balanced Fund (STFBX) has a higher volatility of 10.47% compared to Fidelity Balanced Fund (FBALX) at 2.88%. This indicates that STFBX's price experiences larger fluctuations and is considered to be riskier than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.47%
2.88%
STFBX
FBALX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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