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STFBX vs. STFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STFBX vs. STFGX - Performance Comparison

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

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STFBX vs. STFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STFBX
State Farm Balanced Fund
-1.91%15.62%14.84%13.61%-10.23%17.54%13.67%21.42%-3.54%11.41%
STFGX
State Farm Growth Fund
-2.35%19.19%20.85%17.49%-11.27%25.90%15.65%28.02%-5.35%16.60%

Returns By Period

In the year-to-date period, STFBX achieves a -1.91% return, which is significantly higher than STFGX's -2.35% return. Over the past 10 years, STFBX has underperformed STFGX with an annualized return of 9.42%, while STFGX has yielded a comparatively higher 12.82% annualized return.


STFBX

1D
-0.09%
1M
-5.94%
YTD
-1.91%
6M
1.88%
1Y
15.76%
3Y*
12.87%
5Y*
8.34%
10Y*
9.42%

STFGX

1D
-0.37%
1M
-7.52%
YTD
-2.35%
6M
1.35%
1Y
20.64%
3Y*
16.97%
5Y*
11.56%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STFBX vs. STFGX - Expense Ratio Comparison

STFBX has a 0.14% expense ratio, which is higher than STFGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

STFBX vs. STFGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STFBX
STFBX Risk / Return Rank: 7575
Overall Rank
STFBX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
STFBX Sortino Ratio Rank: 7979
Sortino Ratio Rank
STFBX Omega Ratio Rank: 7979
Omega Ratio Rank
STFBX Calmar Ratio Rank: 6666
Calmar Ratio Rank
STFBX Martin Ratio Rank: 7474
Martin Ratio Rank

STFGX
STFGX Risk / Return Rank: 7272
Overall Rank
STFGX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
STFGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
STFGX Omega Ratio Rank: 7676
Omega Ratio Rank
STFGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
STFGX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STFBX vs. STFGX - Risk-Adjusted Trends Comparison

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


STFBXSTFGXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.26

+0.10

Sortino ratio

Return per unit of downside risk

1.97

1.85

+0.12

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

1.49

1.40

+0.09

Martin ratio

Return relative to average drawdown

7.08

7.01

+0.07

STFBX vs. STFGX - Sharpe Ratio Comparison

The current STFBX Sharpe Ratio is 1.36, which is comparable to the STFGX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of STFBX and STFGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STFBXSTFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.26

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.73

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.77

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.61

+0.17

Correlation

The correlation between STFBX and STFGX is 0.97, 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. STFGX - Dividend Comparison

STFBX's dividend yield for the trailing twelve months is around 7.31%, more than STFGX's 6.57% yield.


TTM20252024202320222021202020192018201720162015
STFBX
State Farm Balanced Fund
7.31%7.17%9.73%7.13%1.08%9.49%2.75%2.70%3.45%2.86%2.88%10.94%
STFGX
State Farm Growth Fund
6.57%6.42%8.96%6.39%0.96%15.49%2.81%3.33%4.11%3.40%3.39%13.76%

Drawdowns

STFBX vs. STFGX - Drawdown Comparison

The maximum STFBX drawdown since its inception was -31.11%, smaller than the maximum STFGX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for STFBX and STFGX.


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Drawdown Indicators


STFBXSTFGXDifference

Max Drawdown

Largest peak-to-trough decline

-31.11%

-48.88%

+17.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-12.60%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-21.65%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

-31.46%

+8.72%

Current Drawdown

Current decline from peak

-6.69%

-8.51%

+1.82%

Average Drawdown

Average peak-to-trough decline

-4.40%

-7.85%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.62%

-0.61%

Volatility

STFBX vs. STFGX - Volatility Comparison

The current volatility for State Farm Balanced Fund (STFBX) is 3.10%, while State Farm Growth Fund (STFGX) has a volatility of 4.18%. This indicates that STFBX experiences smaller price fluctuations and is considered to be less risky than STFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STFBXSTFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

4.18%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

8.58%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

17.32%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

15.90%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.44%

16.73%

-5.29%