AMEFX vs. STDAX
Compare and contrast key facts about American Funds The Income Fund of America® Class F-2 (AMEFX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
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. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
AMEFX vs. STDAX - Performance Comparison
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AMEFX vs. STDAX - 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, AMEFX achieves a 1.49% return, which is significantly higher than STDAX's 0.36% return. Over the past 10 years, AMEFX has outperformed STDAX with an annualized return of 8.40%, while STDAX has yielded a comparatively lower 2.52% 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%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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AMEFX vs. STDAX - Expense Ratio Comparison
AMEFX has a 0.37% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
AMEFX vs. STDAX — Risk / Return Rank
AMEFX
STDAX
AMEFX vs. STDAX - 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 Defensive Strategy Allocation Fund (STDAX). 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 | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 4.24 | -2.67 |
Sortino ratioReturn per unit of downside risk | 2.15 | 7.10 | -4.95 |
Omega ratioGain probability vs. loss probability | 1.32 | 2.50 | -1.18 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 6.50 | -4.78 |
Martin ratioReturn relative to average drawdown | 8.12 | 31.36 | -23.24 |
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
| AMEFX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 4.24 | -2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.42 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.38 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | -0.00 | +0.66 |
Correlation
The correlation between AMEFX and STDAX is 0.72, 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. STDAX - Dividend Comparison
AMEFX's dividend yield for the trailing twelve months is around 10.08%, more than STDAX's 4.47% 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
AMEFX vs. STDAX - Drawdown Comparison
The maximum AMEFX drawdown since its inception was -37.22%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for AMEFX and STDAX.
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Drawdown Indicators
| AMEFX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -76.81% | +39.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -0.59% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | -2.91% | -12.76% |
Max Drawdown (10Y)Largest decline over 10 years | -26.10% | -26.89% | +0.79% |
Current DrawdownCurrent decline from peak | -5.74% | -9.55% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -31.95% | +28.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 0.12% | +1.62% |
Volatility
AMEFX vs. STDAX - 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 Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that AMEFX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEFX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 0.39% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 5.46% | 0.64% | +4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.51% | 0.93% | +8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.45% | 1.95% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 6.69% | +3.99% |