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STFGX vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STFGX and AGTHX is 0.92, 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

STFGX vs. AGTHX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

STFGX:

0.10

AGTHX:

0.71

Sortino Ratio

STFGX:

0.29

AGTHX:

1.16

Omega Ratio

STFGX:

1.05

AGTHX:

1.17

Calmar Ratio

STFGX:

0.10

AGTHX:

0.78

Martin Ratio

STFGX:

0.29

AGTHX:

2.79

Ulcer Index

STFGX:

8.16%

AGTHX:

6.05%

Daily Std Dev

STFGX:

20.26%

AGTHX:

22.88%

Max Drawdown

STFGX:

-48.34%

AGTHX:

-51.65%

Current Drawdown

STFGX:

-10.23%

AGTHX:

-3.17%

Returns By Period

In the year-to-date period, STFGX achieves a 0.21% return, which is significantly lower than AGTHX's 3.28% return. Over the past 10 years, STFGX has underperformed AGTHX with an annualized return of 6.59%, while AGTHX has yielded a comparatively higher 12.76% annualized return.


STFGX

YTD

0.21%

1M

10.52%

6M

-7.26%

1Y

1.94%

3Y*

9.39%

5Y*

9.77%

10Y*

6.59%

AGTHX

YTD

3.28%

1M

16.13%

6M

3.25%

1Y

16.19%

3Y*

18.45%

5Y*

14.51%

10Y*

12.76%

*Annualized

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State Farm Growth Fund

STFGX vs. AGTHX - Expense Ratio Comparison

STFGX has a 0.12% expense ratio, which is lower than AGTHX's 0.61% expense ratio.


Risk-Adjusted Performance

STFGX vs. AGTHX — Risk-Adjusted Performance Rank

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

STFGX
The Risk-Adjusted Performance Rank of STFGX is 2626
Overall Rank
The Sharpe Ratio Rank of STFGX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of STFGX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of STFGX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of STFGX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of STFGX is 2525
Martin Ratio Rank

AGTHX
The Risk-Adjusted Performance Rank of AGTHX is 7272
Overall Rank
The Sharpe Ratio Rank of AGTHX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AGTHX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of AGTHX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AGTHX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AGTHX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STFGX vs. AGTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


The current STFGX Sharpe Ratio is 0.10, which is lower than the AGTHX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of STFGX and AGTHX, 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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Dividends

STFGX vs. AGTHX - Dividend Comparison

STFGX's dividend yield for the trailing twelve months is around 1.61%, less than AGTHX's 8.70% yield.


TTM20242023202220212020201920182017201620152014
STFGX
State Farm Growth Fund
1.61%1.61%1.74%1.79%1.87%1.97%2.39%2.70%2.30%2.46%2.77%2.14%
AGTHX
American Funds The Growth Fund of America Class A
8.70%8.99%6.81%0.75%8.18%4.30%7.15%11.99%7.03%6.61%8.87%9.90%

Drawdowns

STFGX vs. AGTHX - Drawdown Comparison

The maximum STFGX drawdown since its inception was -48.34%, smaller than the maximum AGTHX drawdown of -51.65%. Use the drawdown chart below to compare losses from any high point for STFGX and AGTHX. For additional features, visit the drawdowns tool.


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Volatility

STFGX vs. AGTHX - Volatility Comparison

The current volatility for State Farm Growth Fund (STFGX) is 4.45%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 5.55%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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