STFBX vs. JNGTX
Compare and contrast key facts about State Farm Balanced Fund (STFBX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
STFBX is managed by State Farm. It was launched on Mar 13, 1968. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
STFBX vs. JNGTX - Performance Comparison
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STFBX vs. JNGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFBX State Farm Balanced Fund | 0.05% | 15.62% | 14.84% | 13.61% | -10.23% | 17.54% | 13.67% | 21.42% | -3.54% | 11.41% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | -7.02% | 25.00% | 32.34% | 55.33% | -37.63% | 17.53% | 51.18% | 45.15% | 0.92% | 44.69% |
Returns By Period
In the year-to-date period, STFBX achieves a 0.05% return, which is significantly higher than JNGTX's -7.02% return. Over the past 10 years, STFBX has underperformed JNGTX with an annualized return of 9.63%, while JNGTX has yielded a comparatively higher 20.41% annualized return.
STFBX
- 1D
- 2.00%
- 1M
- -4.04%
- YTD
- 0.05%
- 6M
- 3.51%
- 1Y
- 18.10%
- 3Y*
- 13.62%
- 5Y*
- 8.61%
- 10Y*
- 9.63%
JNGTX
- 1D
- 4.03%
- 1M
- -7.48%
- YTD
- -7.02%
- 6M
- -6.55%
- 1Y
- 27.77%
- 3Y*
- 24.99%
- 5Y*
- 10.78%
- 10Y*
- 20.41%
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STFBX vs. JNGTX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than JNGTX's 0.79% expense ratio.
Return for Risk
STFBX vs. JNGTX — Risk / Return Rank
STFBX
JNGTX
STFBX vs. JNGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX). 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.
| STFBX | JNGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.16 | +0.33 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.73 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.80 | +0.03 |
Martin ratioReturn relative to average drawdown | 8.54 | 6.10 | +2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STFBX | JNGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.16 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.41 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.84 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.44 | +0.34 |
Correlation
The correlation between STFBX and JNGTX is 0.76, 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
STFBX vs. JNGTX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 7.17%, less than JNGTX's 14.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFBX State Farm Balanced Fund | 7.17% | 7.17% | 9.73% | 7.13% | 1.08% | 9.49% | 2.75% | 2.70% | 3.45% | 2.86% | 2.88% | 10.94% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 14.43% | 13.42% | 11.65% | 0.77% | 0.00% | 15.86% | 8.99% | 8.55% | 6.61% | 7.47% | 4.83% | 7.75% |
Drawdowns
STFBX vs. JNGTX - Drawdown Comparison
The maximum STFBX drawdown since its inception was -31.11%, smaller than the maximum JNGTX drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for STFBX and JNGTX.
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Drawdown Indicators
| STFBX | JNGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.11% | -84.79% | +53.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -15.93% | +6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -46.46% | +29.52% |
Max Drawdown (10Y)Largest decline over 10 years | -22.74% | -46.46% | +23.72% |
Current DrawdownCurrent decline from peak | -4.83% | -12.54% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -40.47% | +36.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.69% | -2.68% |
Volatility
STFBX vs. JNGTX - Volatility Comparison
The current volatility for State Farm Balanced Fund (STFBX) is 3.84%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 8.32%. This indicates that STFBX experiences smaller price fluctuations and is considered to be less risky than JNGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFBX | JNGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 8.32% | -4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 6.55% | 16.27% | -9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 25.51% | -13.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 26.29% | -14.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.46% | 24.40% | -12.94% |