PortfoliosLab logoPortfoliosLab logo
CRDBX vs. SIOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRDBX vs. SIOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conquer Risk Defensive Bull Fund (CRDBX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CRDBX vs. SIOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRDBX
Conquer Risk Defensive Bull Fund
-2.90%25.36%19.91%18.44%-8.22%28.08%24.03%
SIOAX
SEI Institutional Managed Trust Multi-Asset Income Fund
0.35%10.08%7.25%11.09%-13.13%4.50%10.43%

Returns By Period

In the year-to-date period, CRDBX achieves a -2.90% return, which is significantly lower than SIOAX's 0.35% return.


CRDBX

1D
0.00%
1M
-0.07%
YTD
-2.90%
6M
3.92%
1Y
30.41%
3Y*
13.23%
5Y*
11.79%
10Y*

SIOAX

1D
0.10%
1M
-2.20%
YTD
0.35%
6M
2.26%
1Y
7.45%
3Y*
8.34%
5Y*
3.79%
10Y*
5.05%
*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.


CRDBX vs. SIOAX - Expense Ratio Comparison

CRDBX has a 1.24% expense ratio, which is higher than SIOAX's 0.80% expense ratio.


Return for Risk

CRDBX vs. SIOAX — Risk / Return Rank

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

CRDBX
CRDBX Risk / Return Rank: 9292
Overall Rank
CRDBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CRDBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CRDBX Omega Ratio Rank: 9595
Omega Ratio Rank
CRDBX Calmar Ratio Rank: 9797
Calmar Ratio Rank
CRDBX Martin Ratio Rank: 9595
Martin Ratio Rank

SIOAX
SIOAX Risk / Return Rank: 9393
Overall Rank
SIOAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SIOAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIOAX Omega Ratio Rank: 9595
Omega Ratio Rank
SIOAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SIOAX Martin Ratio Rank: 9292
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.

CRDBX vs. SIOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Defensive Bull Fund (CRDBX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). 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.


CRDBXSIOAXDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.29

-0.79

Sortino ratio

Return per unit of downside risk

2.79

3.05

-0.26

Omega ratio

Gain probability vs. loss probability

1.52

1.53

-0.01

Calmar ratio

Return relative to maximum drawdown

4.28

2.39

+1.89

Martin ratio

Return relative to average drawdown

13.76

11.01

+2.75

CRDBX vs. SIOAX - Sharpe Ratio Comparison

The current CRDBX Sharpe Ratio is 1.50, which is lower than the SIOAX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of CRDBX and SIOAX, 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


CRDBXSIOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.29

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.84

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

1.06

-1.05

Correlation

The correlation between CRDBX and SIOAX is 0.33, 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

CRDBX vs. SIOAX - Dividend Comparison

CRDBX's dividend yield for the trailing twelve months is around 15.82%, more than SIOAX's 4.92% yield.


TTM20252024202320222021202020192018201720162015
CRDBX
Conquer Risk Defensive Bull Fund
15.82%15.36%12.58%9.91%0.18%25.05%1.65%0.00%0.00%0.00%0.00%0.00%
SIOAX
SEI Institutional Managed Trust Multi-Asset Income Fund
4.92%5.37%6.08%6.49%6.11%3.87%3.05%4.43%3.29%4.31%4.27%6.30%

Drawdowns

CRDBX vs. SIOAX - Drawdown Comparison

The maximum CRDBX drawdown since its inception was -97.00%, which is greater than SIOAX's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for CRDBX and SIOAX.


Loading graphics...

Drawdown Indicators


CRDBXSIOAXDifference

Max Drawdown

Largest peak-to-trough decline

-97.00%

-22.10%

-74.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-3.20%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-97.00%

-17.57%

-79.43%

Max Drawdown (10Y)

Largest decline over 10 years

-22.10%

Current Drawdown

Current decline from peak

-95.91%

-2.25%

-93.66%

Average Drawdown

Average peak-to-trough decline

-25.62%

-2.35%

-23.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

0.69%

+1.53%

Volatility

CRDBX vs. SIOAX - Volatility Comparison

Conquer Risk Defensive Bull Fund (CRDBX) has a higher volatility of 2.03% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.09%. This indicates that CRDBX's price experiences larger fluctuations and is considered to be riskier than SIOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CRDBXSIOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.09%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

1.86%

+7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

3.36%

+17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,635.86%

4.56%

+1,631.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,526.35%

5.06%

+1,521.29%