DODBX vs. SICIX
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
DODBX vs. SICIX - Performance Comparison
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DODBX vs. SICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | -1.71% | 14.44% | 8.76% | 13.77% | -7.30% | 19.21% | 7.93% | 19.64% | -4.66% | 11.51% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -2.07% | 5.13% |
Returns By Period
In the year-to-date period, DODBX achieves a -1.71% return, which is significantly lower than SICIX's 0.36% return. Over the past 10 years, DODBX has outperformed SICIX with an annualized return of 9.30%, while SICIX has yielded a comparatively lower 3.36% annualized return.
DODBX
- 1D
- 0.31%
- 1M
- -5.43%
- YTD
- -1.71%
- 6M
- 0.13%
- 1Y
- 7.31%
- 3Y*
- 10.76%
- 5Y*
- 6.96%
- 10Y*
- 9.30%
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
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DODBX vs. SICIX - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than SICIX's 0.51% expense ratio.
Return for Risk
DODBX vs. SICIX — Risk / Return Rank
DODBX
SICIX
DODBX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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.
| DODBX | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.66 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.05 | 2.20 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.19 | -1.30 |
Martin ratioReturn relative to average drawdown | 3.71 | 8.95 | -5.24 |
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
| DODBX | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.66 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.84 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.87 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.78 | -0.05 |
Correlation
The correlation between DODBX and SICIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DODBX vs. SICIX - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 7.35%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | 7.35% | 7.53% | 8.21% | 4.64% | 8.67% | 10.62% | 6.92% | 9.35% | 9.57% | 7.53% | 5.59% | 5.44% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Drawdowns
DODBX vs. SICIX - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.20%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for DODBX and SICIX.
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Drawdown Indicators
| DODBX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -27.62% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -2.73% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -10.94% | -6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -11.61% | -19.68% |
Current DrawdownCurrent decline from peak | -5.43% | -2.39% | -3.04% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -3.59% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 0.67% | +1.19% |
Volatility
DODBX vs. SICIX - Volatility Comparison
Dodge & Cox Balanced Fund (DODBX) has a higher volatility of 2.56% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that DODBX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODBX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 1.24% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 5.40% | 2.06% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 3.66% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.81% | 3.87% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.26% | 3.89% | +9.37% |