AMEFX vs. SICIX
Compare and contrast key facts about American Funds The Income Fund of America® Class F-2 (AMEFX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
AMEFX is a passively managed fund by American Funds that tracks the performance of the 65%/35% S&P 500 Index/Bloomberg U.S. Aggregate Index. It was launched on Dec 1, 1973. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
AMEFX vs. SICIX - Performance Comparison
Loading graphics...
AMEFX vs. SICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEFX American Funds The Income Fund of America® Class F-2 | 1.49% | 18.03% | 11.08% | 6.92% | -6.22% | 17.63% | 4.67% | 18.74% | -5.11% | 12.73% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -2.07% | 5.13% |
Returns By Period
In the year-to-date period, AMEFX achieves a 1.49% return, which is significantly higher than SICIX's 0.36% return. Over the past 10 years, AMEFX has outperformed SICIX with an annualized return of 8.40%, while SICIX has yielded a comparatively lower 3.36% annualized return.
AMEFX
- 1D
- 0.19%
- 1M
- -5.74%
- YTD
- 1.49%
- 6M
- 4.29%
- 1Y
- 14.39%
- 3Y*
- 12.15%
- 5Y*
- 8.14%
- 10Y*
- 8.40%
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AMEFX vs. SICIX - Expense Ratio Comparison
AMEFX has a 0.37% expense ratio, which is lower than SICIX's 0.51% expense ratio.
Return for Risk
AMEFX vs. SICIX — Risk / Return Rank
AMEFX
SICIX
AMEFX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds The Income Fund of America® Class F-2 (AMEFX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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.
| AMEFX | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.66 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.15 | 2.20 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.19 | -0.47 |
Martin ratioReturn relative to average drawdown | 8.12 | 8.95 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMEFX | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.66 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.84 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.87 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.78 | -0.12 |
Correlation
The correlation between AMEFX and SICIX is 0.82, 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
AMEFX vs. SICIX - Dividend Comparison
AMEFX's dividend yield for the trailing twelve months is around 10.08%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMEFX American Funds The Income Fund of America® Class F-2 | 10.08% | 10.16% | 6.60% | 3.09% | 7.21% | 6.87% | 3.00% | 5.19% | 7.67% | 4.38% | 3.27% | 5.27% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Drawdowns
AMEFX vs. SICIX - Drawdown Comparison
The maximum AMEFX drawdown since its inception was -37.22%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for AMEFX and SICIX.
Loading graphics...
Drawdown Indicators
| AMEFX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -27.62% | -9.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -2.73% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | -10.94% | -4.73% |
Max Drawdown (10Y)Largest decline over 10 years | -26.10% | -11.61% | -14.49% |
Current DrawdownCurrent decline from peak | -5.74% | -2.39% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -3.59% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 0.67% | +1.07% |
Volatility
AMEFX vs. SICIX - Volatility Comparison
American Funds The Income Fund of America® Class F-2 (AMEFX) has a higher volatility of 2.90% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that AMEFX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AMEFX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 1.24% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 5.46% | 2.06% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.51% | 3.66% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.45% | 3.87% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 3.89% | +6.79% |