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BSIIX vs. SIFAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSIIX vs. SIFAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BSIIX achieves a 1.56% return, which is significantly lower than SIFAX's 7.95% return. Both investments have delivered pretty close results over the past 10 years, with BSIIX having a 3.64% annualized return and SIFAX not far behind at 3.55%.


BSIIX

1D
0.41%
1M
-0.72%
6M
0.63%
YTD
1.56%
1Y
4.56%
3Y*
6.58%
5Y*
2.83%
10Y*
3.64%
ALL TIME*
3.94%

SIFAX

1D
-0.35%
1M
1.79%
6M
3.64%
YTD
7.95%
1Y
11.32%
3Y*
6.87%
5Y*
5.74%
10Y*
3.55%
ALL TIME*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BSIIX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSIIX
BlackRock Strategic Income Opportunities Fund Institutional Shares
1.56%8.59%5.22%6.18%-6.14%0.80%7.22%7.65%-0.42%4.89%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
7.95%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.64%-1.96%

Correlation

The correlation between BSIIX and SIFAX is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.17

The correlation between BSIIX and SIFAX shifts across timeframes, from -0.31 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSIIX vs. SIFAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSIIX
BSIIX Risk / Return Rank: 4343
Overall Rank
BSIIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 4949
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 3535
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 6969
Overall Rank
SIFAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 7171
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSIIX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Income Opportunities Fund Institutional Shares (BSIIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSIIXSIFAXDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

1.61

2.52

-0.91

Martin ratioReturn relative to average drawdown

5.83

8.53

-2.70

BSIIX vs. SIFAX - Sharpe Ratio Comparison

The current BSIIX Sharpe Ratio is 1.54, which is comparable to the SIFAX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BSIIX and SIFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSIIX vs. SIFAX - Drawdown Comparison

The maximum BSIIX drawdown since its inception was -18.76%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for BSIIX and SIFAX.


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Drawdown Indicators


BSIIXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-23.62%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-4.47%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-2.84%

-4.47%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-9.13%

-8.32%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-9.91%

-13.64%

+3.73%

Current Drawdown

Current decline from peak

-0.73%

-1.95%

+1.22%

Average Drawdown

Average peak-to-trough decline

-1.80%

-8.48%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.32%

-0.54%

Volatility

BSIIX vs. SIFAX - Volatility Comparison

The current volatility for BlackRock Strategic Income Opportunities Fund Institutional Shares (BSIIX) is 0.86%, while SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) has a volatility of 1.79%. This indicates that BSIIX 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.


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Volatility by Period


BSIIXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.79%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

4.93%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

5.77%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

5.65%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.16%

5.24%

-2.08%

BSIIX vs. SIFAX - Expense Ratio Comparison

BSIIX has a 0.72% expense ratio, which is lower than SIFAX's 0.90% expense ratio.


Dividends

BSIIX vs. SIFAX - Dividend Comparison

BSIIX's dividend yield for the trailing twelve months is around 4.80%, more than SIFAX's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BSIIX
BlackRock Strategic Income Opportunities Fund Institutional Shares
4.80%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.22%4.55%3.25%3.82%11.90%7.89%1.45%1.49%1.90%1.39%1.15%0.48%

Frequently Asked Questions


BSIIX and SIFAX have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIFAX has higher volatility (1.79%) compared to BSIIX (0.86%). In terms of maximum drawdown, BSIIX dropped -18.76% vs SIFAX's -23.62%.

SIFAX currently has the higher Sharpe Ratio (1.95 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BSIIX and SIFAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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