STFGX vs. FXAIX
Compare and contrast key facts about State Farm Growth Fund (STFGX) and Fidelity 500 Index Fund (FXAIX).
STFGX is managed by State Farm. It was launched on Mar 14, 1968. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
STFGX vs. FXAIX - Performance Comparison
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STFGX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STFGX State Farm Growth Fund | -2.35% | 19.19% | 20.85% | 17.49% | -11.27% | 25.90% | 15.65% | 28.02% | -5.35% | 16.60% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, STFGX achieves a -2.35% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, STFGX has underperformed FXAIX with an annualized return of 12.82%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
STFGX
- 1D
- -0.37%
- 1M
- -7.52%
- YTD
- -2.35%
- 6M
- 1.35%
- 1Y
- 20.64%
- 3Y*
- 16.97%
- 5Y*
- 11.56%
- 10Y*
- 12.82%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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STFGX vs. FXAIX - Expense Ratio Comparison
STFGX has a 0.12% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, 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. FXAIX — Risk / Return Rank
STFGX
FXAIX
STFGX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.84 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.30 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.05 | +0.35 |
Martin ratioReturn relative to average drawdown | 7.01 | 5.13 | +1.88 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.84 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.68 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.77 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.75 | -0.14 |
Correlation
The correlation between STFGX and FXAIX is 0.94, 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. FXAIX - Dividend Comparison
STFGX's dividend yield for the trailing twelve months is around 6.57%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFGX State Farm Growth Fund | 6.57% | 6.42% | 8.96% | 6.39% | 0.96% | 15.49% | 2.81% | 3.33% | 4.11% | 3.40% | 3.39% | 13.76% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
STFGX vs. FXAIX - Drawdown Comparison
The maximum STFGX drawdown since its inception was -48.88%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for STFGX and FXAIX.
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Drawdown Indicators
| STFGX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -33.79% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -12.13% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -24.50% | +2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -31.46% | -33.79% | +2.33% |
Current DrawdownCurrent decline from peak | -8.51% | -8.89% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -3.83% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.50% | +0.12% |
Volatility
STFGX vs. FXAIX - Volatility Comparison
State Farm Growth Fund (STFGX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.18% and 4.24%, 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.
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Volatility by Period
| STFGX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 4.24% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 9.08% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 18.13% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 16.88% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 18.03% | -1.30% |