STFGX vs. CHTRX

Last updated Jun 4, 2026

STFGX (State Farm Growth Fund) and CHTRX (Invesco Charter Fund) are both Large Cap Blend Equities funds. Over the past 10 years, STFGX returned 14.07%/yr vs 11.41%/yr for CHTRX. Their correlation of 0.87 suggests significant overlap in exposure. STFGX charges 0.12%/yr vs 1.03%/yr for CHTRX.

Performance

STFGX vs. CHTRX - Performance Comparison

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

Returns By Period

In the year-to-date period, STFGX achieves a 12.37% return, which is significantly higher than CHTRX's 6.42% return. Over the past 10 years, STFGX has outperformed CHTRX with an annualized return of 14.07%, while CHTRX has yielded a comparatively lower 11.41% annualized return.

STFGX

• 1D: 0.56%
• 1M: 4.05%
• YTD: 12.37%
• 6M: 11.65%
• 1Y: 32.84%
• 3Y*: 21.30%
• 5Y*: 13.52%
• 10Y*: 14.07%

CHTRX

• 1D: 0.04%
• 1M: 3.70%
• YTD: 6.42%
• 6M: 6.26%
• 1Y: 20.89%
• 3Y*: 19.00%
• 5Y*: 10.96%
• 10Y*: 11.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STFGX vs. CHTRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STFGX State Farm Growth Fund	12.37%	19.19%	20.85%	17.49%	-11.27%	25.90%	15.65%	28.02%	-5.35%	16.60%
CHTRX Invesco Charter Fund	6.42%	16.02%	25.31%	23.03%	-20.75%	27.21%	13.53%	27.95%	-9.82%	13.24%

Correlation

The correlation between STFGX and CHTRX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Feb 1, 1980	0.87

The correlation between STFGX and CHTRX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

Return for Risk

STFGX vs. CHTRX — Risk / Return Rank

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

STFGX

STFGX Risk / Return Rank: 87
STFGX Sharpe Ratio Rank: 90
STFGX Sortino Ratio Rank: 88
STFGX Omega Ratio Rank: 83
STFGX Calmar Ratio Rank: 85
STFGX Martin Ratio Rank: 89

CHTRX

CHTRX Risk / Return Rank: 36
CHTRX Sharpe Ratio Rank: 39
CHTRX Sortino Ratio Rank: 37
CHTRX Omega Ratio Rank: 38
CHTRX Calmar Ratio Rank: 29
CHTRX Martin Ratio Rank: 40

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.

STFGX vs. CHTRX - Risk-Adjusted Trends Comparison

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

	STFGX	CHTRX	Difference
Sharpe ratio: Return per unit of total volatility	2.99	1.80	+1.18
Sortino ratio: Return per unit of downside risk	4.17	2.55	+1.62
Omega ratio: Gain probability vs. loss probability	1.56	1.33	+0.23
Calmar ratio: Return relative to maximum drawdown	4.00	2.01	+1.98
Martin ratio: Return relative to average drawdown	17.84	8.60	+9.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STFGX vs. CHTRX - Sharpe Ratio Comparison

The current STFGX Sharpe Ratio is 2.99, which is higher than the CHTRX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of STFGX and CHTRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STFGX	CHTRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.99	1.80	+1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.66	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.60	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.42	+0.20

Drawdowns

STFGX vs. CHTRX - Drawdown Comparison

The maximum STFGX drawdown since its inception was -48.88%, smaller than the maximum CHTRX drawdown of -56.30%. Use the drawdown chart below to compare losses from any high point for STFGX and CHTRX.

Drawdown Indicators

	STFGX	CHTRX	Difference
Max Drawdown Largest peak-to-trough decline	-48.88%	-56.30%	+7.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-10.77%	+2.26%
Max Drawdown (3Y) Largest decline over 3 years	-21.65%	-18.50%	-3.15%
Max Drawdown (5Y) Largest decline over 5 years	-21.65%	-26.77%	+5.12%
Max Drawdown (10Y) Largest decline over 10 years	-31.46%	-41.18%	+9.72%
Current Drawdown Current decline from peak	0.00%	-0.44%	+0.44%
Average Drawdown Average peak-to-trough decline	-7.82%	-13.28%	+5.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.51%	-0.62%

Volatility

STFGX vs. CHTRX - Volatility Comparison

State Farm Growth Fund (STFGX) and Invesco Charter Fund (CHTRX) have volatilities of 3.22% and 3.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STFGX	CHTRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	3.14%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	9.20%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	11.39%	12.03%	-0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	16.77%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	19.18%	-2.40%

STFGX vs. CHTRX - Expense Ratio Comparison

STFGX has a 0.12% expense ratio, which is lower than CHTRX's 1.03% expense ratio.

Dividends

STFGX vs. CHTRX - Dividend Comparison

STFGX's dividend yield for the trailing twelve months is around 5.71%, less than CHTRX's 6.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHTRX Invesco Charter Fund	6.79%	7.22%	7.91%	6.24%	4.25%	16.30%	2.35%	17.60%	11.71%	6.92%	10.39%	14.54%
STFGX State Farm Growth Fund	5.71%	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

Can I hold both STFGX and CHTRX in my portfolio?

STFGX and CHTRX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STFGX or CHTRX?

STFGX has higher volatility (3.22%) compared to CHTRX (3.14%). In terms of maximum drawdown, STFGX dropped -48.88% vs CHTRX's -56.30%.

Which has better risk-adjusted returns?

STFGX currently has the higher Sharpe Ratio (2.99 vs 1.80), 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.