STFBX vs. SFBDX
STFBX (State Farm Balanced Fund) and SFBDX (State Farm Municipal Bond Fund) are both mutual funds - STFBX is a Diversified Portfolio fund managed by State Farm, while SFBDX is a Municipal Bonds fund managed by State Farm. Over the past 10 years, STFBX returned 10.04%/yr vs 1.68%/yr for SFBDX. Their 0.05 correlation means their historical movements had little consistent relationship. STFBX charges 0.14%/yr vs 0.16%/yr for SFBDX.
Performance
STFBX vs. SFBDX - Performance Comparison
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Returns By Period
In the year-to-date period, STFBX achieves a 8.99% return, which is significantly higher than SFBDX's -0.53% return. Over the past 10 years, STFBX has outperformed SFBDX with an annualized return of 10.04%, while SFBDX has yielded a comparatively lower 1.68% annualized return.
STFBX
- 1D
- 0.19%
- 1M
- -0.43%
- 6M
- 6.12%
- YTD
- 8.99%
- 1Y
- 19.88%
- 3Y*
- 14.38%
- 5Y*
- 9.15%
- 10Y*
- 10.04%
- ALL TIME*
- 8.60%
SFBDX
- 1D
- -0.25%
- 1M
- -1.83%
- 6M
- -1.41%
- YTD
- -0.53%
- 1Y
- 3.24%
- 3Y*
- 2.39%
- 5Y*
- 0.33%
- 10Y*
- 1.68%
- ALL TIME*
- 3.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STFBX vs. SFBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFBX State Farm Balanced Fund | 8.99% | 15.62% | 14.84% | 13.61% | -10.23% | 17.54% | 13.67% | 21.42% | -3.54% | 11.41% |
SFBDX State Farm Municipal Bond Fund | -0.53% | 5.11% | 0.65% | 4.05% | -6.83% | 0.65% | 7.01% | 6.23% | 0.62% | 3.65% |
Correlation
The correlation between STFBX and SFBDX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.05 |
The correlation between STFBX and SFBDX shifts across timeframes, from 0.05 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STFBX vs. SFBDX — Risk / Return Rank
STFBX
SFBDX
STFBX vs. SFBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and State Farm Municipal Bond Fund (SFBDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STFBX | SFBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 1.38 | +1.45 |
| Martin ratioReturn relative to average drawdown | 12.24 | 4.05 | +8.19 |
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Drawdowns
STFBX vs. SFBDX - Drawdown Comparison
The maximum STFBX drawdown since its inception was -31.11%, which is greater than SFBDX's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for STFBX and SFBDX.
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Drawdown Indicators
| STFBX | SFBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.11% | -11.79% | -19.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -2.87% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -4.33% | -9.37% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -11.79% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -22.74% | -11.79% | -10.95% |
Current DrawdownCurrent decline from peak | -1.20% | -2.37% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -1.37% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 0.97% | +0.57% |
Volatility
STFBX vs. SFBDX - Volatility Comparison
State Farm Balanced Fund (STFBX) has a higher volatility of 2.07% compared to State Farm Municipal Bond Fund (SFBDX) at 0.84%. This indicates that STFBX's price experiences larger fluctuations and is considered to be riskier than SFBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFBX | SFBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | 0.84% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 2.00% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.83% | 2.41% | +6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.46% | 3.29% | +8.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.51% | 3.41% | +8.10% |
STFBX vs. SFBDX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than SFBDX's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
STFBX vs. SFBDX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 6.64%, more than SFBDX's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFBDX State Farm Municipal Bond Fund | 3.12% | 2.97% | 2.62% | 2.46% | 2.01% | 2.33% | 4.03% | 2.78% | 2.23% | 2.77% | 2.06% | 2.64% |
STFBX State Farm Balanced Fund | 6.64% | 7.17% | 9.73% | 7.13% | 1.08% | 9.49% | 2.75% | 2.70% | 3.45% | 2.86% | 2.88% | 10.94% |
Frequently Asked Questions
STFBX and SFBDX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STFBX has higher volatility (2.07%) compared to SFBDX (0.84%). In terms of maximum drawdown, STFBX dropped -31.11% vs SFBDX's -11.79%.
STFBX currently has the higher Sharpe Ratio (2.15 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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