HFSAX vs. SIOAX
Compare and contrast key facts about Hundredfold Select Alternative Fund Investor Class (HFSAX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX).
HFSAX is managed by Advisors Preferred. SIOAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
HFSAX vs. SIOAX - Performance Comparison
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HFSAX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFSAX Hundredfold Select Alternative Fund Investor Class | -0.92% | 11.97% | 3.75% | 10.93% | -9.44% | 9.05% | 38.71% | 10.35% | -1.97% | 9.91% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 5.33% | 14.33% | -2.11% | 6.77% |
Returns By Period
In the year-to-date period, HFSAX achieves a -0.92% return, which is significantly lower than SIOAX's 0.35% return. Over the past 10 years, HFSAX has outperformed SIOAX with an annualized return of 8.40%, while SIOAX has yielded a comparatively lower 5.05% annualized return.
HFSAX
- 1D
- 0.00%
- 1M
- -3.45%
- YTD
- -0.92%
- 6M
- 2.27%
- 1Y
- 10.24%
- 3Y*
- 8.42%
- 5Y*
- 3.95%
- 10Y*
- 8.40%
SIOAX
- 1D
- 0.10%
- 1M
- -2.20%
- YTD
- 0.35%
- 6M
- 2.26%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.79%
- 10Y*
- 5.05%
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HFSAX vs. SIOAX - Expense Ratio Comparison
HFSAX has a 1.75% expense ratio, which is higher than SIOAX's 0.80% expense ratio.
Return for Risk
HFSAX vs. SIOAX — Risk / Return Rank
HFSAX
SIOAX
HFSAX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). 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.
| HFSAX | SIOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.35 | 2.29 | +0.06 |
Sortino ratioReturn per unit of downside risk | 3.17 | 3.05 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.53 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.39 | +0.32 |
Martin ratioReturn relative to average drawdown | 9.66 | 11.01 | -1.35 |
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
| HFSAX | SIOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 2.29 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.84 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.35 | 1.00 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 1.06 | +0.24 |
Correlation
The correlation between HFSAX and SIOAX is 0.53, 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
HFSAX vs. SIOAX - Dividend Comparison
HFSAX's dividend yield for the trailing twelve months is around 9.84%, more than SIOAX's 4.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFSAX Hundredfold Select Alternative Fund Investor Class | 9.84% | 9.75% | 5.87% | 5.17% | 4.92% | 10.98% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.85% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Drawdowns
HFSAX vs. SIOAX - Drawdown Comparison
The maximum HFSAX drawdown since its inception was -12.81%, smaller than the maximum SIOAX drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for HFSAX and SIOAX.
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Drawdown Indicators
| HFSAX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.81% | -22.10% | +9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -3.20% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | -17.57% | +4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -12.81% | -22.10% | +9.29% |
Current DrawdownCurrent decline from peak | -3.68% | -2.25% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -2.39% | -2.35% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.69% | +0.34% |
Volatility
HFSAX vs. SIOAX - Volatility Comparison
Hundredfold Select Alternative Fund Investor Class (HFSAX) has a higher volatility of 1.84% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.09%. This indicates that HFSAX's price experiences larger fluctuations and is considered to be riskier than SIOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFSAX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 1.09% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 3.69% | 1.86% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 3.36% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 4.56% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 5.06% | +1.19% |