STFBX vs. FBALX
Compare and contrast key facts about State Farm Balanced Fund (STFBX) and Fidelity Balanced Fund (FBALX).
STFBX is managed by State Farm. It was launched on Mar 13, 1968. FBALX is managed by Fidelity. It was launched on Nov 6, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STFBX or FBALX.
Key characteristics
| STFBX | FBALX | |
|---|---|---|
| YTD Return | 16.73% | 18.15% |
| 1Y Return | 25.00% | 26.94% |
| 3Y Return (Ann) | 7.99% | 5.15% |
| 5Y Return (Ann) | 11.05% | 11.86% |
| 10Y Return (Ann) | 8.83% | 9.89% |
| Sharpe Ratio | 3.25 | 3.25 |
| Sortino Ratio | 4.63 | 4.60 |
| Omega Ratio | 1.64 | 1.62 |
| Calmar Ratio | 4.83 | 3.17 |
| Martin Ratio | 19.32 | 21.64 |
| Ulcer Index | 1.35% | 1.30% |
| Daily Std Dev | 8.01% | 8.64% |
| Max Drawdown | -29.99% | -42.81% |
| Current Drawdown | -0.15% | 0.00% |
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.
Performance
STFBX vs. FBALX - Performance Comparison
In the year-to-date period, STFBX achieves a 16.73% return, which is significantly lower than FBALX's 18.15% return. Over the past 10 years, STFBX has underperformed FBALX with an annualized return of 8.83%, while FBALX has yielded a comparatively higher 9.89% annualized return. 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. FBALX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than FBALX's 0.51% expense ratio.
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.
Dividends
STFBX vs. FBALX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 2.14%, less than FBALX's 4.53% 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% |
FBALX Fidelity Balanced Fund | 4.53% | 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.
Volatility
STFBX vs. FBALX - Volatility Comparison
The current volatility for State Farm Balanced Fund (STFBX) is 2.41%, while Fidelity Balanced Fund (FBALX) has a volatility of 2.58%. This indicates that STFBX experiences smaller price fluctuations and is considered to be less risky than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.