FTTNX vs. SIFAX

Last updated Jul 3, 2026

FTTNX (Fidelity Advisor Asset Manager 30% Fund Class M) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds from BlackRock. Over the past 10 years, FTTNX returned 5.03%/yr vs 3.04%/yr for SIFAX. At a 0.31 correlation, their price movements are largely independent. FTTNX charges 1.09%/yr vs 0.90%/yr for SIFAX.

Performance

FTTNX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FTTNX having a 5.40% return and SIFAX slightly lower at 5.18%. Over the past 10 years, FTTNX has outperformed SIFAX with an annualized return of 5.03%, while SIFAX has yielded a comparatively lower 3.04% annualized return.

FTTNX

• 1D: -0.37%
• 1M: -0.31%
• 6M: 5.40%
• YTD: 5.40%
• 1Y: 11.04%
• 3Y*: 8.69%
• 5Y*: 3.62%
• 10Y*: 5.03%

SIFAX

• 1D: 0.00%
• 1M: -2.69%
• 6M: 5.18%
• YTD: 5.18%
• 1Y: 8.46%
• 3Y*: 6.54%
• 5Y*: 5.14%
• 10Y*: 3.04%

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

FTTNX vs. SIFAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTTNX Fidelity Advisor Asset Manager 30% Fund Class M	5.40%	10.77%	5.71%	9.23%	-12.73%	5.38%	10.50%	12.88%	-3.47%	8.54%
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund	5.18%	7.82%	4.08%	-1.74%	8.48%	10.83%	-1.59%	5.68%	-3.64%	-1.96%

Correlation

The correlation between FTTNX and SIFAX is -0.15, 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	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.31

The correlation between FTTNX and SIFAX shifts across timeframes, from -0.15 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FTTNX vs. SIFAX — Risk / Return Rank

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

FTTNX

FTTNX Risk / Return Rank: 71
FTTNX Sharpe Ratio Rank: 70
FTTNX Sortino Ratio Rank: 72
FTTNX Omega Ratio Rank: 74
FTTNX Calmar Ratio Rank: 66
FTTNX Martin Ratio Rank: 73

SIFAX

SIFAX Risk / Return Rank: 44
SIFAX Sharpe Ratio Rank: 45
SIFAX Sortino Ratio Rank: 47
SIFAX Omega Ratio Rank: 44
SIFAX Calmar Ratio Rank: 40
SIFAX Martin Ratio Rank: 43

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.

FTTNX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) 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.

	FTTNX	SIFAX	Difference
Sharpe ratio: Return per unit of total volatility	1.92	1.58	+0.33
Sortino ratio: Return per unit of downside risk	2.75	2.30	+0.45
Omega ratio: Gain probability vs. loss probability	1.37	1.29	+0.09
Calmar ratio: Return relative to maximum drawdown	2.56	1.97	+0.59
Martin ratio: Return relative to average drawdown	10.88	7.60	+3.29

FTTNX vs. SIFAX - Sharpe Ratio Comparison

The current FTTNX Sharpe Ratio is 1.92, which is comparable to the SIFAX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FTTNX 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.

Drawdowns

FTTNX vs. SIFAX - Drawdown Comparison

The maximum FTTNX drawdown since its inception was -26.77%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for FTTNX and SIFAX.

Drawdown Indicators

	FTTNX	SIFAX	Difference
Max Drawdown Largest peak-to-trough decline	-26.77%	-23.62%	-3.15%
Max Drawdown (1Y) Largest decline over 1 year	-4.37%	-4.47%	+0.10%
Max Drawdown (3Y) Largest decline over 3 years	-6.04%	-4.47%	-1.57%
Max Drawdown (5Y) Largest decline over 5 years	-17.05%	-8.32%	-8.73%
Max Drawdown (10Y) Largest decline over 10 years	-17.05%	-14.40%	-2.65%
Current Drawdown Current decline from peak	-0.37%	-4.47%	+4.10%
Average Drawdown Average peak-to-trough decline	-3.31%	-8.52%	+5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	1.15%	-0.12%

Volatility

FTTNX vs. SIFAX - Volatility Comparison

Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) has a higher volatility of 2.55% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 1.59%. This indicates that FTTNX'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.

Volatility by Period

	FTTNX	SIFAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	1.59%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	5.01%	4.83%	+0.18%
Volatility (1Y) Calculated over the trailing 1-year period	5.84%	5.56%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.56%	5.63%	+0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.19%	5.23%	+0.96%

FTTNX vs. SIFAX - Expense Ratio Comparison

FTTNX has a 1.09% expense ratio, which is higher than SIFAX's 0.90% expense ratio.

Dividends

FTTNX vs. SIFAX - Dividend Comparison

FTTNX's dividend yield for the trailing twelve months is around 2.27%, less than SIFAX's 4.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTTNX Fidelity Advisor Asset Manager 30% Fund Class M	2.27%	2.36%	2.55%	2.27%	4.32%	1.35%	1.74%	2.71%	3.26%	2.35%	1.12%	2.99%
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund	4.33%	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

Can I hold both FTTNX and SIFAX in my portfolio?

FTTNX and SIFAX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTTNX or SIFAX?

FTTNX has higher volatility (2.55%) compared to SIFAX (1.59%). In terms of maximum drawdown, FTTNX dropped -26.77% vs SIFAX's -23.62%.

Which has better risk-adjusted returns?

FTTNX currently has the higher Sharpe Ratio (1.92 vs 1.58), 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.