STFGX vs. PGR
STFGX (State Farm Growth Fund) is Large Cap Blend Equities fund managed by State Farm, while PGR (The Progressive Corporation) is a stock. Over the past 10 years, STFGX returned 13.54%/yr vs 23.97%/yr for PGR. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
STFGX vs. PGR - 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 PGR's -1.17% return. Over the past 10 years, STFGX has underperformed PGR with an annualized return of 13.54%, while PGR has yielded a comparatively higher 23.97% 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%
PGR
- 1D
- -0.87%
- 1M
- -8.96%
- 6M
- 1.74%
- YTD
- -1.17%
- 1Y
- -6.61%
- 3Y*
- 21.99%
- 5Y*
- 19.95%
- 10Y*
- 23.97%
- ALL TIME*
- 16.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $553.97M | $662.84M | $690.26M | |
| $0.00 | $0.00 | $0.00 |
STFGX vs. PGR - 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% |
PGR The Progressive Corporation | -1.17% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
Correlation
The correlation between STFGX and PGR is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 1986 | 0.42 |
The correlation between STFGX and PGR shifts across timeframes, from -0.16 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
STFGX vs. PGR — Risk / Return Rank
STFGX
PGR
STFGX vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and The Progressive Corporation (PGR). 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 | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.97 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | -0.35 | +3.19 |
| Martin ratioReturn relative to average drawdown | 12.34 | -0.59 | +12.93 |
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Drawdowns
STFGX vs. PGR - Drawdown Comparison
The maximum STFGX drawdown since its inception was -48.88%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for STFGX and PGR.
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Drawdown Indicators
| STFGX | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -71.06% | +22.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -19.79% | +11.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.65% | -30.35% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -30.35% | +8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -31.46% | -30.35% | -1.11% |
Current DrawdownCurrent decline from peak | -1.88% | -22.63% | +20.75% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -14.55% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 11.87% | -9.92% |
Volatility
STFGX vs. PGR - Volatility Comparison
The current volatility for State Farm Growth Fund (STFGX) is 2.75%, while The Progressive Corporation (PGR) has a volatility of 13.17%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFGX | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 13.17% | -10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 20.69% | -11.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.96% | 25.68% | -13.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 25.26% | -9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 24.85% | -8.10% |
Dividends
STFGX vs. PGR - Dividend Comparison
STFGX's dividend yield for the trailing twelve months is around 5.77%, less than PGR's 6.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 6.57% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
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 PGR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGR has higher volatility (13.17%) compared to STFGX (2.75%). In terms of maximum drawdown, STFGX dropped -48.88% vs PGR's -71.06%.
STFGX currently has the higher Sharpe Ratio (2.02 vs -0.27), 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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