STFBX vs. VWINX
Compare and contrast key facts about State Farm Balanced Fund (STFBX) and Vanguard Wellesley Income Fund Investor Shares (VWINX).
STFBX is managed by State Farm. It was launched on Mar 13, 1968. VWINX is managed by Vanguard. It was launched on Jul 1, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STFBX or VWINX.
Key characteristics
| STFBX | VWINX | |
|---|---|---|
| YTD Return | 16.90% | 8.20% |
| 1Y Return | 26.22% | 18.46% |
| 3Y Return (Ann) | 7.81% | -0.54% |
| 5Y Return (Ann) | 11.16% | 2.83% |
| 10Y Return (Ann) | 8.85% | 3.40% |
| Sharpe Ratio | 3.20 | 2.61 |
| Sortino Ratio | 4.57 | 4.03 |
| Omega Ratio | 1.63 | 1.55 |
| Calmar Ratio | 4.77 | 1.04 |
| Martin Ratio | 19.09 | 17.12 |
| Ulcer Index | 1.35% | 1.03% |
| Daily Std Dev | 8.03% | 6.72% |
| Max Drawdown | -29.99% | -24.01% |
| Current Drawdown | -0.01% | -1.59% |
Correlation
The correlation between STFBX and VWINX is 0.73, 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. VWINX - Performance Comparison
In the year-to-date period, STFBX achieves a 16.90% return, which is significantly higher than VWINX's 8.20% return. Over the past 10 years, STFBX has outperformed VWINX with an annualized return of 8.85%, while VWINX has yielded a comparatively lower 3.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
STFBX vs. VWINX - Expense Ratio Comparison
STFBX has a 0.14% expense ratio, which is lower than VWINX's 0.23% 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. VWINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Balanced Fund (STFBX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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. VWINX - Dividend Comparison
STFBX's dividend yield for the trailing twelve months is around 2.14%, less than VWINX's 5.73% 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% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.73% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
Drawdowns
STFBX vs. VWINX - Drawdown Comparison
The maximum STFBX drawdown since its inception was -29.99%, which is greater than VWINX's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for STFBX and VWINX. For additional features, visit the drawdowns tool.
Volatility
STFBX vs. VWINX - Volatility Comparison
State Farm Balanced Fund (STFBX) has a higher volatility of 2.45% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.53%. This indicates that STFBX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.