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FHLSX vs. SIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHLSX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Health Savings Fund (FHLSX) 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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FHLSX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FHLSX
Fidelity Health Savings Fund
-0.82%12.15%6.93%9.70%-14.89%5.37%20.55%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
9.34%7.82%4.08%-1.74%8.48%10.83%7.72%

Returns By Period

In the year-to-date period, FHLSX achieves a -0.82% return, which is significantly lower than SIFAX's 9.34% return.


FHLSX

1D
0.00%
1M
-4.35%
YTD
-0.82%
6M
1.11%
1Y
10.08%
3Y*
7.80%
5Y*
3.41%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHLSX vs. SIFAX - Expense Ratio Comparison

FHLSX has a 0.47% expense ratio, which is lower than SIFAX's 0.90% expense ratio.


Return for Risk

FHLSX vs. SIFAX — Risk / Return Rank

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

FHLSX
FHLSX Risk / Return Rank: 8282
Overall Rank
FHLSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FHLSX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FHLSX Omega Ratio Rank: 8181
Omega Ratio Rank
FHLSX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FHLSX Martin Ratio Rank: 8484
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 9393
Overall Rank
SIFAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 9191
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 8888
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.

FHLSX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Health Savings Fund (FHLSX) 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.


FHLSXSIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.19

-0.67

Sortino ratio

Return per unit of downside risk

2.11

3.07

-0.96

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

1.94

3.74

-1.80

Martin ratio

Return relative to average drawdown

8.53

9.56

-1.04

FHLSX vs. SIFAX - Sharpe Ratio Comparison

The current FHLSX Sharpe Ratio is 1.51, which is lower than the SIFAX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FHLSX and SIFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FHLSXSIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.19

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.27

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.36

+0.48

Correlation

The correlation between FHLSX and SIFAX is 0.25, 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

FHLSX vs. SIFAX - Dividend Comparison

FHLSX's dividend yield for the trailing twelve months is around 3.00%, less than SIFAX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
FHLSX
Fidelity Health Savings Fund
3.00%2.95%2.89%2.78%3.72%2.71%1.73%0.00%0.00%0.00%0.00%0.00%
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

FHLSX vs. SIFAX - Drawdown Comparison

The maximum FHLSX drawdown since its inception was -19.18%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for FHLSX and SIFAX.


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Drawdown Indicators


FHLSXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.18%

-23.62%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-3.07%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-19.18%

-8.32%

-10.86%

Max Drawdown (10Y)

Largest decline over 10 years

-14.69%

Current Drawdown

Current decline from peak

-4.43%

0.00%

-4.43%

Average Drawdown

Average peak-to-trough decline

-4.86%

-8.65%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.25%

-0.12%

Volatility

FHLSX vs. SIFAX - Volatility Comparison

Fidelity Health Savings Fund (FHLSX) has a higher volatility of 2.64% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.03%. This indicates that FHLSX'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


FHLSXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

2.03%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

3.91%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

6.70%

5.30%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

5.50%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.97%

5.16%

+1.81%