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STFGX vs. VPMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STFGX vs. VPMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Farm Growth Fund (STFGX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). The values are adjusted to include any dividend payments, if applicable.

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STFGX vs. VPMAX - 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%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
-5.86%54.11%13.30%28.25%-15.16%21.72%17.23%27.88%-1.93%28.28%

Returns By Period

In the year-to-date period, STFGX achieves a -2.35% return, which is significantly higher than VPMAX's -5.86% return. Over the past 10 years, STFGX has underperformed VPMAX with an annualized return of 12.82%, while VPMAX has yielded a comparatively higher 16.53% 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%

VPMAX

1D
-1.19%
1M
-10.43%
YTD
-5.86%
6M
22.85%
1Y
46.58%
3Y*
25.38%
5Y*
14.62%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STFGX vs. VPMAX - Expense Ratio Comparison

STFGX has a 0.12% expense ratio, which is lower than VPMAX's 0.31% expense ratio.


Return for Risk

STFGX vs. VPMAX — 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

VPMAX
VPMAX Risk / Return Rank: 9393
Overall Rank
VPMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPMAX Omega Ratio Rank: 9393
Omega Ratio Rank
VPMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMAX Martin Ratio Rank: 9696
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. VPMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Farm Growth Fund (STFGX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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.


STFGXVPMAXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.64

-0.38

Sortino ratio

Return per unit of downside risk

1.85

3.07

-1.22

Omega ratio

Gain probability vs. loss probability

1.29

1.44

-0.16

Calmar ratio

Return relative to maximum drawdown

1.40

3.21

-1.81

Martin ratio

Return relative to average drawdown

7.01

14.01

-7.00

STFGX vs. VPMAX - Sharpe Ratio Comparison

The current STFGX Sharpe Ratio is 1.26, which is comparable to the VPMAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of STFGX and VPMAX, 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


STFGXVPMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.64

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.73

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.83

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.61

-0.01

Correlation

The correlation between STFGX and VPMAX is 0.90, 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. VPMAX - Dividend Comparison

STFGX's dividend yield for the trailing twelve months is around 6.57%, less than VPMAX's 33.83% 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%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
33.83%31.85%6.71%7.24%9.94%10.18%9.82%7.23%8.43%4.52%5.13%5.99%

Drawdowns

STFGX vs. VPMAX - Drawdown Comparison

The maximum STFGX drawdown since its inception was -48.88%, roughly equal to the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for STFGX and VPMAX.


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Drawdown Indicators


STFGXVPMAXDifference

Max Drawdown

Largest peak-to-trough decline

-48.88%

-48.32%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-13.75%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-25.21%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.46%

-32.65%

+1.19%

Current Drawdown

Current decline from peak

-8.51%

-11.72%

+3.21%

Average Drawdown

Average peak-to-trough decline

-7.85%

-6.61%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.15%

-0.53%

Volatility

STFGX vs. VPMAX - Volatility Comparison

The current volatility for State Farm Growth Fund (STFGX) is 4.18%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that STFGX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STFGXVPMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

5.57%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

21.87%

-13.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

28.87%

-11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

20.12%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

20.09%

-3.36%