STFGX vs. ARKK
STFGX (State Farm Growth Fund) and ARKK (ARK Innovation ETF) are both funds - STFGX is a Large Cap Blend Equities fund managed by State Farm, while ARKK is a Technology Equities fund actively managed by ARK. Over the past 10 years, STFGX returned 13.54%/yr vs 14.31%/yr for ARKK. Their 0.58 correlation means they have sometimes moved together and sometimes differently. STFGX charges 0.12%/yr vs 0.75%/yr for ARKK.
Performance
STFGX vs. ARKK - Performance Comparison
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Returns By Period
In the year-to-date period, STFGX achieves a 11.87% return, which is significantly higher than ARKK's -7.38% return. Over the past 10 years, STFGX has underperformed ARKK with an annualized return of 13.54%, while ARKK has yielded a comparatively higher 14.31% annualized return.
STFGX
- 1D
- 0.63%
- 1M
- -1.06%
- 6M
- 7.79%
- YTD
- 11.87%
- 1Y
- 25.89%
- 3Y*
- 18.38%
- 5Y*
- 12.69%
- 10Y*
- 13.54%
- ALL TIME*
- 9.84%
ARKK
- 1D
- -2.28%
- 1M
- -12.32%
- 6M
- -4.85%
- YTD
- -7.38%
- 1Y
- 0.11%
- 3Y*
- 13.25%
- 5Y*
- -9.65%
- 10Y*
- 14.31%
- ALL TIME*
- 12.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $356.24M | $389.65M | $523.48M | |
| $0.00 | $0.00 | $0.00 |
STFGX vs. ARKK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFGX State Farm Growth Fund | 11.87% | 19.19% | 20.85% | 17.49% | -11.27% | 25.90% | 15.65% | 28.02% | -5.35% | 16.60% |
ARKK ARK Innovation ETF | -7.38% | 35.49% | 8.40% | 69.04% | -66.97% | -23.60% | 152.71% | 35.08% | 3.52% | 87.33% |
Correlation
The correlation between STFGX and ARKK is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2014 | 0.58 |
The correlation between STFGX and ARKK has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
STFGX vs. ARKK — Risk / Return Rank
STFGX
ARKK
STFGX vs. ARKK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and ARK Innovation ETF (ARKK). 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.
| STFGX | ARKK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.01 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | -0.17 | +3.01 |
| Martin ratioReturn relative to average drawdown | 12.34 | -0.35 | +12.69 |
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Drawdowns
STFGX vs. ARKK - Drawdown Comparison
The maximum STFGX drawdown since its inception was -48.88%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for STFGX and ARKK.
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Drawdown Indicators
| STFGX | ARKK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -80.97% | +32.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -31.35% | +22.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.65% | -39.56% | +17.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -76.27% | +54.62% |
Max Drawdown (10Y)Largest decline over 10 years | -31.46% | -80.97% | +49.51% |
Current DrawdownCurrent decline from peak | -1.88% | -53.87% | +51.99% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -30.38% | +22.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 15.57% | -13.62% |
Volatility
STFGX vs. ARKK - Volatility Comparison
The current volatility for State Farm Growth Fund (STFGX) is 2.75%, while ARK Innovation ETF (ARKK) has a volatility of 10.19%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFGX | ARKK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 10.19% | -7.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 27.72% | -18.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.96% | 36.83% | -24.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 46.55% | -30.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 40.48% | -23.73% |
STFGX vs. ARKK - Expense Ratio Comparison
STFGX has a 0.12% expense ratio, which is lower than ARKK's 0.75% expense ratio.
Dividends
STFGX vs. ARKK - Dividend Comparison
STFGX's dividend yield for the trailing twelve months is around 5.77%, while ARKK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
STFGX State Farm Growth Fund | 5.77% | 6.42% | 8.96% | 6.39% | 0.96% | 15.49% | 2.81% | 3.33% | 4.11% | 3.40% | 3.39% | 13.76% |
Frequently Asked Questions
STFGX and ARKK have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARKK has higher volatility (10.19%) compared to STFGX (2.75%). In terms of maximum drawdown, STFGX dropped -48.88% vs ARKK's -80.97%.
STFGX currently has the higher Sharpe Ratio (2.02 vs -0.15), 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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