FHLSX vs. SIFAX
FHLSX (Fidelity Health Savings Fund) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 5 years, FHLSX returned 4.00%/yr vs 5.36%/yr for SIFAX. At a 0.22 correlation, their price movements are largely independent. FHLSX charges 0.47%/yr vs 0.90%/yr for SIFAX.
Performance
FHLSX vs. SIFAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FHLSX having a 5.90% return and SIFAX slightly lower at 5.68%.
FHLSX
- 1D
- -0.93%
- 1M
- 0.13%
- YTD
- 5.90%
- 6M
- 5.67%
- 1Y
- 12.76%
- 3Y*
- 9.95%
- 5Y*
- 4.00%
- 10Y*
- —
SIFAX
- 1D
- 0.24%
- 1M
- -2.79%
- YTD
- 5.68%
- 6M
- 5.82%
- 1Y
- 9.25%
- 3Y*
- 6.67%
- 5Y*
- 5.36%
- 10Y*
- 3.24%
FHLSX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FHLSX Fidelity Health Savings Fund | 5.90% | 12.15% | 6.93% | 9.70% | -14.89% | 5.37% | 20.55% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 5.68% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | 5.91% |
Correlation
The correlation between FHLSX and SIFAX is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2020 | 0.22 |
The correlation between FHLSX and SIFAX shifts across timeframes, from -0.12 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FHLSX vs. SIFAX — Risk / Return Rank
FHLSX
SIFAX
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.
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.
| FHLSX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.04 | +0.98 |
| Martin ratioReturn relative to average drawdown | 12.74 | 9.03 | +3.71 |
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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
| FHLSX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -23.62% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -4.24% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -6.66% | -4.24% | -2.42% |
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 DrawdownCurrent decline from peak | -1.14% | -4.01% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -8.53% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.01% | +0.04% |
Volatility
FHLSX vs. SIFAX - Volatility Comparison
Fidelity Health Savings Fund (FHLSX) has a higher volatility of 2.73% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 1.62%. 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
| FHLSX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 1.62% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.34% | 4.76% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.21% | 5.55% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.82% | 5.62% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.03% | 5.23% | +1.80% |
FHLSX vs. SIFAX - Expense Ratio Comparison
FHLSX has a 0.47% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
FHLSX vs. SIFAX - Dividend Comparison
FHLSX's dividend yield for the trailing twelve months is around 2.82%, less than SIFAX's 4.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHLSX Fidelity Health Savings Fund | 2.82% | 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 | 4.31% | 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
FHLSX and SIFAX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FHLSX has higher volatility (2.73%) compared to SIFAX (1.62%). In terms of maximum drawdown, FHLSX dropped -19.18% vs SIFAX's -23.62%.
FHLSX currently has the higher Sharpe Ratio (2.15 vs 1.56), 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.
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