FASIX vs. SICIX
Compare and contrast key facts about Fidelity Asset Manager 20% Fund (FASIX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
FASIX is managed by BlackRock. It was launched on Oct 1, 1992. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
FASIX vs. SICIX - Performance Comparison
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FASIX vs. SICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FASIX Fidelity Asset Manager 20% Fund | -0.58% | 9.58% | 5.34% | 8.00% | -10.20% | 4.04% | 8.62% | 10.64% | -1.63% | 6.60% |
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, FASIX achieves a -0.58% return, which is significantly lower than SICIX's 0.36% return. Over the past 10 years, FASIX has outperformed SICIX with an annualized return of 4.12%, while SICIX has yielded a comparatively lower 3.36% annualized return.
FASIX
- 1D
- 0.14%
- 1M
- -3.15%
- YTD
- -0.58%
- 6M
- 1.05%
- 1Y
- 7.82%
- 3Y*
- 6.33%
- 5Y*
- 3.07%
- 10Y*
- 4.12%
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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FASIX vs. SICIX - Expense Ratio Comparison
Both FASIX and SICIX have an expense ratio of 0.51%.
Return for Risk
FASIX vs. SICIX — Risk / Return Rank
FASIX
SICIX
FASIX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 20% Fund (FASIX) 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.
| FASIX | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 1.66 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.43 | 2.20 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.19 | +0.12 |
Martin ratioReturn relative to average drawdown | 9.30 | 8.95 | +0.35 |
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
| FASIX | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 1.66 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.84 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.87 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.78 | +0.31 |
Correlation
The correlation between FASIX and SICIX is 0.83, 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
FASIX vs. SICIX - Dividend Comparison
FASIX's dividend yield for the trailing twelve months is around 3.21%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASIX Fidelity Asset Manager 20% Fund | 3.21% | 3.21% | 3.34% | 3.17% | 4.55% | 1.63% | 2.16% | 3.02% | 4.11% | 3.23% | 1.85% | 3.95% |
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
FASIX vs. SICIX - Drawdown Comparison
The maximum FASIX drawdown since its inception was -19.61%, smaller than the maximum SICIX drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for FASIX and SICIX.
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Drawdown Indicators
| FASIX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.61% | -27.62% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -2.73% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -13.86% | -10.94% | -2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -13.86% | -11.61% | -2.25% |
Current DrawdownCurrent decline from peak | -3.21% | -2.39% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -3.59% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.67% | +0.16% |
Volatility
FASIX vs. SICIX - Volatility Comparison
Fidelity Asset Manager 20% Fund (FASIX) has a higher volatility of 1.94% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that FASIX'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
| FASIX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 1.24% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 2.06% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.61% | 3.66% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.99% | 3.87% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.60% | 3.89% | +0.71% |