OGIAX vs. SIFAX
OGIAX (JPMorgan Investor Balanced A) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 10 years, OGIAX returned 8.00%/yr vs 3.71%/yr for SIFAX. Their 0.28 correlation means their historical movements had little consistent relationship. OGIAX charges 0.97%/yr vs 0.90%/yr for SIFAX.
Performance
OGIAX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, OGIAX achieves a 4.20% return, which is significantly lower than SIFAX's 9.09% return. Over the past 10 years, OGIAX has outperformed SIFAX with an annualized return of 8.00%, while SIFAX has yielded a comparatively lower 3.71% annualized return.
OGIAX
- 1D
- 1.06%
- 1M
- -0.81%
- 6M
- 2.78%
- YTD
- 4.20%
- 1Y
- 10.30%
- 3Y*
- 10.19%
- 5Y*
- 5.49%
- 10Y*
- 8.00%
- ALL TIME*
- 6.74%
SIFAX
- 1D
- -0.35%
- 1M
- 3.10%
- 6M
- 5.37%
- YTD
- 9.09%
- 1Y
- 12.49%
- 3Y*
- 7.16%
- 5Y*
- 5.81%
- 10Y*
- 3.71%
- ALL TIME*
- 1.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OGIAX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGIAX JPMorgan Investor Balanced A | 4.20% | 12.46% | 9.00% | 14.74% | -13.87% | 11.73% | 13.91% | 22.60% | -5.01% | 13.03% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 9.09% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Correlation
The correlation between OGIAX and SIFAX is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.25 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.28 |
The correlation between OGIAX and SIFAX shifts across timeframes, from -0.25 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OGIAX vs. SIFAX — Risk / Return Rank
OGIAX
SIFAX
OGIAX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced A (OGIAX) 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.
| OGIAX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.75 | -1.03 |
| Martin ratioReturn relative to average drawdown | 7.22 | 9.39 | -2.17 |
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Drawdowns
OGIAX vs. SIFAX - Drawdown Comparison
The maximum OGIAX drawdown since its inception was -29.75%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for OGIAX and SIFAX.
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Drawdown Indicators
| OGIAX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.75% | -23.62% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.62% | -4.47% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -8.70% | -4.47% | -4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.78% | -8.32% | -10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -21.07% | -13.64% | -7.43% |
Current DrawdownCurrent decline from peak | -1.32% | -0.92% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -8.48% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 1.32% | +0.02% |
Volatility
OGIAX vs. SIFAX - Volatility Comparison
JPMorgan Investor Balanced A (OGIAX) has a higher volatility of 2.25% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 1.65%. This indicates that OGIAX'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
| OGIAX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 1.65% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.25% | 4.93% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.49% | 5.77% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.05% | 5.65% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.31% | 5.24% | +4.07% |
OGIAX vs. SIFAX - Expense Ratio Comparison
OGIAX has a 0.97% expense ratio, which is higher than SIFAX's 0.90% expense ratio.
Dividends
OGIAX vs. SIFAX - Dividend Comparison
OGIAX's dividend yield for the trailing twelve months is around 5.70%, more than SIFAX's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OGIAX JPMorgan Investor Balanced A | 5.70% | 5.87% | 5.76% | 3.28% | 6.82% | 5.11% | 5.99% | 11.18% | 7.63% | 6.70% | 3.56% | 4.94% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.17% | 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
OGIAX and SIFAX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OGIAX has higher volatility (2.25%) compared to SIFAX (1.65%). In terms of maximum drawdown, OGIAX dropped -29.75% vs SIFAX's -23.62%.
SIFAX currently has the higher Sharpe Ratio (2.14 vs 1.29), 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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