PortfoliosLab logoPortfoliosLab logo
BLDIX vs. SIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLDIX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Managed Income Fund (BLDIX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BLDIX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLDIX
BlackRock Managed Income Fund
-1.46%9.87%5.19%8.69%-9.88%5.26%5.81%9.78%-0.64%5.32%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
9.34%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.64%-1.96%

Returns By Period

In the year-to-date period, BLDIX achieves a -1.46% return, which is significantly lower than SIFAX's 9.34% return. Over the past 10 years, BLDIX has outperformed SIFAX with an annualized return of 4.17%, while SIFAX has yielded a comparatively lower 3.95% annualized return.


BLDIX

1D
0.32%
1M
-3.56%
YTD
-1.46%
6M
-0.10%
1Y
5.83%
3Y*
5.94%
5Y*
3.07%
10Y*
4.17%

SIFAX

1D
0.46%
1M
2.61%
YTD
9.34%
6M
11.23%
1Y
11.09%
3Y*
7.29%
5Y*
6.95%
10Y*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLDIX vs. SIFAX - Expense Ratio Comparison

BLDIX has a 0.41% expense ratio, which is lower than SIFAX's 0.90% expense ratio.


Return for Risk

BLDIX vs. SIFAX — Risk / Return Rank

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

BLDIX
BLDIX Risk / Return Rank: 7676
Overall Rank
BLDIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BLDIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BLDIX Omega Ratio Rank: 7373
Omega Ratio Rank
BLDIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BLDIX Martin Ratio Rank: 7676
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 9393
Overall Rank
SIFAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 9191
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 8888
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.

BLDIX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Managed Income Fund (BLDIX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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.


BLDIXSIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.39

2.19

-0.80

Sortino ratio

Return per unit of downside risk

1.94

3.07

-1.12

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratio

Return relative to maximum drawdown

1.72

3.74

-2.02

Martin ratio

Return relative to average drawdown

7.29

9.56

-2.27

BLDIX vs. SIFAX - Sharpe Ratio Comparison

The current BLDIX Sharpe Ratio is 1.39, which is lower than the SIFAX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of BLDIX and SIFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BLDIXSIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.19

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

1.27

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.77

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.36

+0.31

Correlation

The correlation between BLDIX and SIFAX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BLDIX vs. SIFAX - Dividend Comparison

BLDIX's dividend yield for the trailing twelve months is around 5.22%, more than SIFAX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
BLDIX
BlackRock Managed Income Fund
5.22%5.46%5.76%3.55%3.86%4.87%3.53%3.87%4.27%4.48%4.15%2.87%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.16%4.55%3.25%3.82%11.90%7.89%1.45%1.49%1.90%1.39%1.15%0.48%

Drawdowns

BLDIX vs. SIFAX - Drawdown Comparison

The maximum BLDIX drawdown since its inception was -14.47%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for BLDIX and SIFAX.


Loading graphics...

Drawdown Indicators


BLDIXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.47%

-23.62%

+9.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-3.07%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-8.32%

-5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-14.33%

-14.69%

+0.36%

Current Drawdown

Current decline from peak

-3.56%

0.00%

-3.56%

Average Drawdown

Average peak-to-trough decline

-2.83%

-8.65%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.25%

-0.34%

Volatility

BLDIX vs. SIFAX - Volatility Comparison

The current volatility for BlackRock Managed Income Fund (BLDIX) is 1.78%, while SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) has a volatility of 2.03%. This indicates that BLDIX experiences smaller price fluctuations and is considered to be less risky than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BLDIXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.03%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

3.91%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

5.30%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

5.50%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.56%

5.16%

+0.40%