STFGX vs. SPY
Compare and contrast key facts about State Farm Growth Fund (STFGX) and State Street SPDR S&P 500 ETF (SPY).
STFGX is managed by State Farm. It was launched on Mar 14, 1968. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
STFGX vs. SPY - Performance Comparison
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STFGX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, STFGX achieves a -2.35% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, STFGX has underperformed SPY with an annualized return of 12.82%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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STFGX vs. SPY - Expense Ratio Comparison
STFGX has a 0.12% expense ratio, which is higher than SPY's 0.09% 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. SPY — Risk / Return Rank
STFGX
SPY
STFGX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.93 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.45 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.53 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.01 | 7.30 | -0.29 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.93 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.69 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.56 | +0.04 |
Correlation
The correlation between STFGX and SPY is 0.93, 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. SPY - Dividend Comparison
STFGX's dividend yield for the trailing twelve months is around 6.57%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
STFGX vs. SPY - Drawdown Comparison
The maximum STFGX drawdown since its inception was -48.88%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for STFGX and SPY.
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Drawdown Indicators
| STFGX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.88% | -55.19% | +6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -12.05% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -24.50% | +2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -31.46% | -33.72% | +2.26% |
Current DrawdownCurrent decline from peak | -8.51% | -6.24% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -9.09% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.52% | +0.10% |
Volatility
STFGX vs. SPY - Volatility Comparison
The current volatility for State Farm Growth Fund (STFGX) is 4.18%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STFGX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 5.31% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 9.47% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 19.05% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 17.06% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 17.92% | -1.19% |