CAAAX vs. SIFAX
Compare and contrast key facts about Calvert Growth Allocation Fund (CAAAX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX).
CAAAX is managed by Calvert Research and Management. It was launched on Jun 29, 2005. SIFAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
CAAAX vs. SIFAX - Performance Comparison
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CAAAX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAAX Calvert Growth Allocation Fund | -5.91% | 14.93% | 12.56% | 15.14% | -18.26% | 16.67% | 18.55% | 27.33% | -7.73% | 20.27% |
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, CAAAX achieves a -5.91% return, which is significantly lower than SIFAX's 9.34% return. Over the past 10 years, CAAAX has outperformed SIFAX with an annualized return of 9.15%, while SIFAX has yielded a comparatively lower 3.95% annualized return.
CAAAX
- 1D
- -0.18%
- 1M
- -8.97%
- YTD
- -5.91%
- 6M
- -3.07%
- 1Y
- 9.79%
- 3Y*
- 10.01%
- 5Y*
- 4.99%
- 10Y*
- 9.15%
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%
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CAAAX vs. SIFAX - Expense Ratio Comparison
CAAAX has a 0.43% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Return for Risk
CAAAX vs. SIFAX — Risk / Return Rank
CAAAX
SIFAX
CAAAX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Growth Allocation Fund (CAAAX) 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.
| CAAAX | SIFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 2.19 | -1.53 |
Sortino ratioReturn per unit of downside risk | 1.02 | 3.07 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.74 | -3.00 |
Martin ratioReturn relative to average drawdown | 3.34 | 9.56 | -6.23 |
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
| CAAAX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 2.19 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 1.27 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.77 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.36 | +0.05 |
Correlation
The correlation between CAAAX and SIFAX is 0.28, 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
CAAAX vs. SIFAX - Dividend Comparison
CAAAX's dividend yield for the trailing twelve months is around 4.25%, more than SIFAX's 4.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAAX Calvert Growth Allocation Fund | 4.25% | 4.00% | 2.50% | 4.47% | 2.81% | 3.68% | 3.34% | 3.53% | 6.44% | 5.57% | 5.13% | 15.27% |
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
CAAAX vs. SIFAX - Drawdown Comparison
The maximum CAAAX drawdown since its inception was -53.45%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for CAAAX and SIFAX.
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Drawdown Indicators
| CAAAX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.45% | -23.62% | -29.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -3.07% | -8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -8.32% | -17.58% |
Max Drawdown (10Y)Largest decline over 10 years | -32.59% | -14.69% | -17.90% |
Current DrawdownCurrent decline from peak | -9.39% | 0.00% | -9.39% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -8.65% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.25% | +1.21% |
Volatility
CAAAX vs. SIFAX - Volatility Comparison
Calvert Growth Allocation Fund (CAAAX) has a higher volatility of 4.61% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.03%. This indicates that CAAAX's price experiences larger fluctuations and is considered to be riskier 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
| CAAAX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 2.03% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 3.91% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 5.30% | +9.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 5.50% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 5.16% | +10.27% |