NBARX vs. SIFAX
NBARX (American Funds Retirement Income Portfolio - Moderate) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 10 years, NBARX returned 7.13%/yr vs 3.55%/yr for SIFAX. At a 0.38 correlation, their price movements are largely independent. NBARX charges 0.32%/yr vs 0.90%/yr for SIFAX.
Performance
NBARX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, NBARX achieves a 5.51% return, which is significantly lower than SIFAX's 8.08% return. Over the past 10 years, NBARX has outperformed SIFAX with an annualized return of 7.13%, while SIFAX has yielded a comparatively lower 3.55% annualized return.
NBARX
- 1D
- 0.35%
- 1M
- 2.13%
- YTD
- 5.51%
- 6M
- 6.11%
- 1Y
- 15.17%
- 3Y*
- 12.33%
- 5Y*
- 6.40%
- 10Y*
- 7.13%
SIFAX
- 1D
- 0.12%
- 1M
- -1.50%
- YTD
- 8.08%
- 6M
- 7.70%
- 1Y
- 12.43%
- 3Y*
- 7.51%
- 5Y*
- 5.83%
- 10Y*
- 3.55%
NBARX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NBARX American Funds Retirement Income Portfolio - Moderate | 5.51% | 15.67% | 9.16% | 9.25% | -10.06% | 12.14% | 7.41% | 15.42% | -3.81% | 11.18% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 8.08% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Correlation
The correlation between NBARX and SIFAX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.38 |
The correlation between NBARX and SIFAX shifts across timeframes, from -0.03 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NBARX vs. SIFAX — Risk / Return Rank
NBARX
SIFAX
NBARX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Retirement Income Portfolio - Moderate (NBARX) 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.
| NBARX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 5.18 | -2.66 |
| Martin ratioReturn relative to average drawdown | 11.09 | 16.54 | -5.45 |
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
| NBARX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.31 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 1.05 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.68 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.34 | +0.57 |
Drawdowns
NBARX vs. SIFAX - Drawdown Comparison
The maximum NBARX drawdown since its inception was -18.50%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for NBARX and SIFAX.
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Drawdown Indicators
| NBARX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.50% | -23.62% | +5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -2.41% | -3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -6.90% | -3.57% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -8.32% | -8.54% |
Max Drawdown (10Y)Largest decline over 10 years | -18.50% | -14.69% | -3.81% |
Current DrawdownCurrent decline from peak | 0.00% | -1.83% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -8.55% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 0.75% | +0.64% |
Volatility
NBARX vs. SIFAX - Volatility Comparison
American Funds Retirement Income Portfolio - Moderate (NBARX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) have volatilities of 2.12% and 2.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NBARX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 2.18% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.20% | 4.69% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.41% | 5.41% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.97% | 5.60% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.23% | 5.22% | +3.01% |
NBARX vs. SIFAX - Expense Ratio Comparison
NBARX has a 0.32% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
NBARX vs. SIFAX - Dividend Comparison
NBARX's dividend yield for the trailing twelve months is around 4.90%, more than SIFAX's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBARX American Funds Retirement Income Portfolio - Moderate | 4.90% | 5.69% | 3.25% | 3.46% | 5.04% | 3.48% | 3.97% | 3.87% | 3.89% | 2.50% | 2.55% | 0.00% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.21% | 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
NBARX and SIFAX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIFAX has higher volatility (2.18%) compared to NBARX (2.12%). In terms of maximum drawdown, NBARX dropped -18.50% vs SIFAX's -23.62%.
NBARX currently has the higher Sharpe Ratio (2.41 vs 2.31), 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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