STFBX vs. VWENX
Compare and contrast key facts about State Farm Balanced Fund (STFBX) and Vanguard Wellington Fund Admiral Shares (VWENX).
STFBX is managed by State Farm. It was launched on Mar 13, 1968. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STFBX or VWENX.
Key characteristics
| STFBX | VWENX | |
|---|---|---|
| YTD Return | 16.90% | 16.38% |
| 1Y Return | 26.22% | 21.20% |
| 3Y Return (Ann) | 7.81% | -0.50% |
| 5Y Return (Ann) | 11.16% | 4.06% |
| 10Y Return (Ann) | 8.85% | 4.07% |
| Sharpe Ratio | 3.20 | 2.18 |
| Sortino Ratio | 4.57 | 2.84 |
| Omega Ratio | 1.63 | 1.43 |
| Calmar Ratio | 4.77 | 1.02 |
| Martin Ratio | 19.09 | 13.24 |
| Ulcer Index | 1.35% | 1.54% |
| Daily Std Dev | 8.03% | 9.34% |
| Max Drawdown | -29.99% | -38.68% |
| Current Drawdown | -0.01% | -3.10% |
Correlation
The correlation between STFBX and VWENX is 0.94, 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. VWENX - Performance Comparison
The year-to-date returns for both stocks are quite close, with STFBX having a 16.90% return and VWENX slightly lower at 16.38%. Over the past 10 years, STFBX has outperformed VWENX with an annualized return of 8.85%, while VWENX has yielded a comparatively lower 4.07% 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. VWENX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than VWENX'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%.
Risk-Adjusted Performance
STFBX vs. VWENX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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. VWENX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 2.14%, which matches VWENX's 2.16% 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% |
VWENX Vanguard Wellington Fund Admiral Shares | 2.16% | 2.33% | 2.34% | 1.79% | 2.15% | 2.61% | 3.10% | 2.53% | 2.64% | 2.81% | 2.63% | 2.58% |
Drawdowns
STFBX vs. VWENX - Drawdown Comparison
The maximum STFBX drawdown since its inception was -29.99%, smaller than the maximum VWENX drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for STFBX and VWENX. For additional features, visit the drawdowns tool.
Volatility
STFBX vs. VWENX - Volatility Comparison
The current volatility for State Farm Balanced Fund (STFBX) is 2.45%, while Vanguard Wellington Fund Admiral Shares (VWENX) has a volatility of 2.72%. This indicates that STFBX experiences smaller price fluctuations and is considered to be less risky than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.