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HCMKX vs. SICIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HCMKX vs. SICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Income Plus Fund (HCMKX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). The values are adjusted to include any dividend payments, if applicable.

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HCMKX vs. SICIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HCMKX
HCM Income Plus Fund
-8.02%15.06%32.19%20.68%-24.98%8.97%39.45%14.64%-4.75%5.72%
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%5.03%

Returns By Period

In the year-to-date period, HCMKX achieves a -8.02% return, which is significantly lower than SICIX's 0.36% return.


HCMKX

1D
-0.36%
1M
-6.56%
YTD
-8.02%
6M
-6.12%
1Y
16.74%
3Y*
18.12%
5Y*
6.60%
10Y*

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

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HCMKX vs. SICIX - Expense Ratio Comparison

HCMKX has a 2.10% expense ratio, which is higher than SICIX's 0.51% expense ratio.


Return for Risk

HCMKX vs. SICIX — Risk / Return Rank

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

HCMKX
HCMKX Risk / Return Rank: 4545
Overall Rank
HCMKX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HCMKX Sortino Ratio Rank: 5050
Sortino Ratio Rank
HCMKX Omega Ratio Rank: 3939
Omega Ratio Rank
HCMKX Calmar Ratio Rank: 4848
Calmar Ratio Rank
HCMKX Martin Ratio Rank: 3838
Martin Ratio Rank

SICIX
SICIX Risk / Return Rank: 8585
Overall Rank
SICIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SICIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SICIX Omega Ratio Rank: 8484
Omega Ratio Rank
SICIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SICIX Martin Ratio Rank: 8686
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.

HCMKX vs. SICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Income Plus Fund (HCMKX) 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.


HCMKXSICIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.66

-0.68

Sortino ratio

Return per unit of downside risk

1.43

2.20

-0.77

Omega ratio

Gain probability vs. loss probability

1.18

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

1.20

2.19

-0.99

Martin ratio

Return relative to average drawdown

3.99

8.95

-4.96

HCMKX vs. SICIX - Sharpe Ratio Comparison

The current HCMKX Sharpe Ratio is 0.98, which is lower than the SICIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of HCMKX and SICIX, 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


HCMKXSICIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.66

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.84

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.78

-0.13

Correlation

The correlation between HCMKX and SICIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HCMKX vs. SICIX - Dividend Comparison

HCMKX's dividend yield for the trailing twelve months is around 3.97%, more than SICIX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
HCMKX
HCM Income Plus Fund
3.97%3.66%19.48%0.04%0.00%0.20%0.27%0.16%5.97%0.21%0.00%0.00%
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

HCMKX vs. SICIX - Drawdown Comparison

The maximum HCMKX drawdown since its inception was -28.43%, roughly equal to the maximum SICIX drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for HCMKX and SICIX.


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Drawdown Indicators


HCMKXSICIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.43%

-27.62%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-2.73%

-8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.43%

-10.94%

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

Current Drawdown

Current decline from peak

-11.14%

-2.39%

-8.75%

Average Drawdown

Average peak-to-trough decline

-7.12%

-3.59%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

0.67%

+2.67%

Volatility

HCMKX vs. SICIX - Volatility Comparison

HCM Income Plus Fund (HCMKX) has a higher volatility of 5.17% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that HCMKX'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


HCMKXSICIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

1.24%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

2.06%

+10.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

3.66%

+12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

3.87%

+11.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

3.89%

+10.10%