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STFGX vs. VITPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STFGX vs. VITPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Growth Fund (STFGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). The values are adjusted to include any dividend payments, if applicable.

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STFGX vs. VITPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
-6.74%17.17%25.43%26.01%-19.48%25.76%20.95%30.87%-5.59%20.51%

Returns By Period

In the year-to-date period, STFGX achieves a -2.35% return, which is significantly higher than VITPX's -6.74% return. Both investments have delivered pretty close results over the past 10 years, with STFGX having a 12.82% annualized return and VITPX not far ahead at 13.34%.


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%

VITPX

1D
-0.46%
1M
-7.72%
YTD
-6.74%
6M
-4.46%
1Y
14.81%
3Y*
17.24%
5Y*
10.44%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STFGX vs. VITPX - Expense Ratio Comparison

STFGX has a 0.12% expense ratio, which is higher than VITPX'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. VITPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STFGX
STFGX Risk / Return Rank: 7272
Overall Rank
STFGX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
STFGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
STFGX Omega Ratio Rank: 7676
Omega Ratio Rank
STFGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
STFGX Martin Ratio Rank: 7474
Martin Ratio Rank

VITPX
VITPX Risk / Return Rank: 4545
Overall Rank
VITPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VITPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VITPX Omega Ratio Rank: 4848
Omega Ratio Rank
VITPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VITPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STFGX vs. VITPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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.


STFGXVITPXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.84

+0.42

Sortino ratio

Return per unit of downside risk

1.85

1.30

+0.55

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

1.40

1.05

+0.35

Martin ratio

Return relative to average drawdown

7.01

5.10

+1.91

STFGX vs. VITPX - Sharpe Ratio Comparison

The current STFGX Sharpe Ratio is 1.26, which is higher than the VITPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of STFGX and VITPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STFGXVITPXDifference

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

0.61

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.73

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.47

+0.14

Correlation

The correlation between STFGX and VITPX 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. VITPX - Dividend Comparison

STFGX's dividend yield for the trailing twelve months is around 6.57%, more than VITPX's 2.69% yield.


TTM20252024202320222021202020192018201720162015
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%
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
2.69%2.64%4.14%2.41%6.48%5.38%11.57%2.91%3.93%1.90%2.80%2.30%

Drawdowns

STFGX vs. VITPX - Drawdown Comparison

The maximum STFGX drawdown since its inception was -48.88%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for STFGX and VITPX.


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Drawdown Indicators


STFGXVITPXDifference

Max Drawdown

Largest peak-to-trough decline

-48.88%

-55.28%

+6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-12.41%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-25.31%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-31.46%

-34.99%

+3.53%

Current Drawdown

Current decline from peak

-8.51%

-8.92%

+0.41%

Average Drawdown

Average peak-to-trough decline

-7.85%

-8.07%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.56%

+0.06%

Volatility

STFGX vs. VITPX - Volatility Comparison

The current volatility for State Farm Growth Fund (STFGX) is 4.18%, while Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) has a volatility of 4.40%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than VITPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STFGXVITPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.40%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

9.33%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

18.42%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

17.32%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

18.37%

-1.64%