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CSTAX vs. SIFAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSTAX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds College 2027 Fund (CSTAX) 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, CSTAX achieves a 1.38% return, which is significantly lower than SIFAX's 5.43% return. Over the past 10 years, CSTAX has outperformed SIFAX with an annualized return of 4.99%, while SIFAX has yielded a comparatively lower 3.19% annualized return.


CSTAX

1D
0.16%
1M
0.40%
YTD
1.38%
6M
1.52%
1Y
6.38%
3Y*
6.72%
5Y*
2.95%
10Y*
4.99%

SIFAX

1D
-0.60%
1M
-3.02%
YTD
5.43%
6M
5.82%
1Y
7.78%
3Y*
6.35%
5Y*
5.48%
10Y*
3.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTAX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSTAX
American Funds College 2027 Fund
1.38%9.00%5.57%6.57%-9.87%6.52%7.66%13.35%-2.23%11.77%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
5.43%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.64%-1.96%

Correlation

The correlation between CSTAX and SIFAX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

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

0.38

The correlation between CSTAX and SIFAX shifts across timeframes, from -0.06 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSTAX vs. SIFAX — Risk / Return Rank

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

CSTAX
CSTAX Risk / Return Rank: 5656
Overall Rank
CSTAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CSTAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
CSTAX Omega Ratio Rank: 6666
Omega Ratio Rank
CSTAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CSTAX Martin Ratio Rank: 4646
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 3030
Overall Rank
SIFAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 2727
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 4141
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.

CSTAX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds College 2027 Fund (CSTAX) 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.


CSTAXSIFAXDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.41

1.25

+0.15

Calmar ratioReturn relative to maximum drawdown

2.39

1.85

+0.54

Martin ratioReturn relative to average drawdown

9.06

8.26

+0.79

CSTAX vs. SIFAX - Sharpe Ratio Comparison

The current CSTAX Sharpe Ratio is 2.07, which is higher than the SIFAX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CSTAX 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

CSTAX vs. SIFAX - Drawdown Comparison

The maximum CSTAX drawdown since its inception was -14.52%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for CSTAX and SIFAX.


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Drawdown Indicators


CSTAXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.52%

-23.62%

+9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-4.24%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-4.89%

-4.24%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-14.52%

-8.32%

-6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-14.52%

-14.69%

+0.17%

Current Drawdown

Current decline from peak

-0.48%

-4.24%

+3.76%

Average Drawdown

Average peak-to-trough decline

-2.34%

-8.53%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.95%

-0.23%

Volatility

CSTAX vs. SIFAX - Volatility Comparison

The current volatility for American Funds College 2027 Fund (CSTAX) is 1.22%, while SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) has a volatility of 1.71%. This indicates that CSTAX 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


CSTAXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.71%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

4.84%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

5.55%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

5.62%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

5.22%

+0.57%

CSTAX vs. SIFAX - Expense Ratio Comparison

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


Dividends

CSTAX vs. SIFAX - Dividend Comparison

CSTAX's dividend yield for the trailing twelve months is around 5.19%, more than SIFAX's 4.32% yield.


PositionTTM20252024202320222021202020192018201720162015
CSTAX
American Funds College 2027 Fund
5.19%5.26%3.78%3.17%3.40%7.52%5.72%4.00%4.78%3.90%4.34%4.49%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.32%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


CSTAX and SIFAX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIFAX has higher volatility (1.71%) compared to CSTAX (1.22%). In terms of maximum drawdown, CSTAX dropped -14.52% vs SIFAX's -23.62%.

CSTAX currently has the higher Sharpe Ratio (2.07 vs 1.41), 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

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