STFGX vs. DFIEX
Compare and contrast key facts about State Farm Growth Fund (STFGX) and DFA International Core Equity Portfolio I (DFIEX).
STFGX is managed by State Farm. It was launched on Mar 14, 1968. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
STFGX vs. DFIEX - Performance Comparison
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STFGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFGX State Farm Growth Fund | 0.27% | 19.19% | 20.85% | 17.49% | -11.27% | 25.90% | 15.65% | 28.02% | -5.35% | 16.60% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, STFGX achieves a 0.27% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, STFGX has outperformed DFIEX with an annualized return of 13.12%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
STFGX
- 1D
- 2.68%
- 1M
- -5.07%
- YTD
- 0.27%
- 6M
- 3.59%
- 1Y
- 23.96%
- 3Y*
- 18.00%
- 5Y*
- 11.99%
- 10Y*
- 13.12%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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STFGX vs. DFIEX - Expense Ratio Comparison
STFGX has a 0.12% expense ratio, which is lower than DFIEX's 0.24% 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%.
Return for Risk
STFGX vs. DFIEX — Risk / Return Rank
STFGX
DFIEX
STFGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.95 | -0.57 |
Sortino ratioReturn per unit of downside risk | 2.03 | 2.55 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.57 | -0.85 |
Martin ratioReturn relative to average drawdown | 8.55 | 10.07 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STFGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.95 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.60 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.59 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.35 | +0.26 |
Correlation
The correlation between STFGX and DFIEX is 0.81, 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.
Dividends
STFGX vs. DFIEX - Dividend Comparison
STFGX's dividend yield for the trailing twelve months is around 6.40%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFGX State Farm Growth Fund | 6.40% | 6.42% | 8.96% | 6.39% | 0.96% | 15.49% | 2.81% | 3.33% | 4.11% | 3.40% | 3.39% | 13.76% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
STFGX vs. DFIEX - Drawdown Comparison
The maximum STFGX drawdown since its inception was -48.88%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for STFGX and DFIEX.
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Drawdown Indicators
| STFGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -62.22% | +13.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -11.01% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -28.66% | +7.01% |
Max Drawdown (10Y)Largest decline over 10 years | -31.46% | -41.04% | +9.58% |
Current DrawdownCurrent decline from peak | -6.06% | -7.75% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -12.26% | +4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.81% | -0.17% |
Volatility
STFGX vs. DFIEX - Volatility Comparison
The current volatility for State Farm Growth Fund (STFGX) is 5.15%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 7.09% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 10.45% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 15.90% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 15.65% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 16.35% | +0.40% |