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

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.


-0.50.00.51.0
Correlation: 0.9

Performance

STFGX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Growth Fund (STFGX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
172.81%
439.25%
STFGX
FXAIX

Key characteristics

Sharpe Ratio

STFGX:

0.20

FXAIX:

0.74

Sortino Ratio

STFGX:

0.39

FXAIX:

1.14

Omega Ratio

STFGX:

1.07

FXAIX:

1.17

Calmar Ratio

STFGX:

0.17

FXAIX:

0.77

Martin Ratio

STFGX:

0.52

FXAIX:

3.06

Ulcer Index

STFGX:

7.71%

FXAIX:

4.72%

Daily Std Dev

STFGX:

20.05%

FXAIX:

19.51%

Max Drawdown

STFGX:

-48.34%

FXAIX:

-33.79%

Current Drawdown

STFGX:

-13.44%

FXAIX:

-7.24%

Returns By Period

In the year-to-date period, STFGX achieves a -3.37% return, which is significantly lower than FXAIX's -2.95% return. Over the past 10 years, STFGX has underperformed FXAIX with an annualized return of 6.35%, while FXAIX has yielded a comparatively higher 12.36% annualized return.


STFGX

YTD

-3.37%

1M

-0.38%

6M

-8.62%

1Y

3.12%

5Y*

9.66%

10Y*

6.35%

FXAIX

YTD

-2.95%

1M

0.02%

6M

-0.11%

1Y

13.78%

5Y*

16.78%

10Y*

12.36%

*Annualized

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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%.


Expense ratio chart for STFGX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STFGX: 0.12%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

STFGX vs. FXAIX — 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 3333
Overall Rank
The Sharpe Ratio Rank of STFGX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of STFGX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of STFGX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of STFGX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of STFGX is 3131
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7272
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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. FXAIX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for STFGX, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.00
STFGX: 0.20
FXAIX: 0.74
The chart of Sortino ratio for STFGX, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.00
STFGX: 0.39
FXAIX: 1.14
The chart of Omega ratio for STFGX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
STFGX: 1.07
FXAIX: 1.17
The chart of Calmar ratio for STFGX, currently valued at 0.17, compared to the broader market0.002.004.006.008.00
STFGX: 0.17
FXAIX: 0.77
The chart of Martin ratio for STFGX, currently valued at 0.52, compared to the broader market0.0010.0020.0030.0040.00
STFGX: 0.52
FXAIX: 3.06

The current STFGX Sharpe Ratio is 0.20, which is lower than the FXAIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of STFGX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.20
0.74
STFGX
FXAIX

Dividends

STFGX vs. FXAIX - Dividend Comparison

STFGX's dividend yield for the trailing twelve months is around 1.67%, more than FXAIX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
STFGX
State Farm Growth Fund
1.67%1.61%1.74%1.79%1.87%1.97%2.39%2.70%2.30%2.46%2.77%2.14%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

STFGX vs. FXAIX - Drawdown Comparison

The maximum STFGX drawdown since its inception was -48.34%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.44%
-7.24%
STFGX
FXAIX

Volatility

STFGX vs. FXAIX - Volatility Comparison

The current volatility for State Farm Growth Fund (STFGX) is 13.52%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.31%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.52%
14.31%
STFGX
FXAIX