OIBFX vs. SICIX
Compare and contrast key facts about JPMorgan Investor Balanced Fund (OIBFX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
OIBFX is managed by JPMorgan. It was launched on Dec 9, 1996. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
OIBFX vs. SICIX - Performance Comparison
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OIBFX vs. SICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIBFX JPMorgan Investor Balanced Fund | -2.94% | 12.69% | 9.25% | 15.06% | -13.62% | 10.92% | 14.23% | 17.19% | -4.77% | 13.30% |
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% | 5.13% |
Returns By Period
In the year-to-date period, OIBFX achieves a -2.94% return, which is significantly lower than SICIX's 0.36% return. Over the past 10 years, OIBFX has outperformed SICIX with an annualized return of 7.25%, while SICIX has yielded a comparatively lower 3.36% annualized return.
OIBFX
- 1D
- 0.12%
- 1M
- -5.26%
- YTD
- -2.94%
- 6M
- -1.41%
- 1Y
- 9.14%
- 3Y*
- 9.53%
- 5Y*
- 5.10%
- 10Y*
- 7.25%
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%
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OIBFX vs. SICIX - Expense Ratio Comparison
OIBFX has a 0.32% expense ratio, which is lower than SICIX's 0.51% expense ratio.
Return for Risk
OIBFX vs. SICIX — Risk / Return Rank
OIBFX
SICIX
OIBFX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced Fund (OIBFX) 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.
| OIBFX | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.66 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.20 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.19 | -0.84 |
Martin ratioReturn relative to average drawdown | 5.78 | 8.95 | -3.16 |
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
| OIBFX | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.66 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.84 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.87 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.78 | -0.05 |
Correlation
The correlation between OIBFX and SICIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
OIBFX vs. SICIX - Dividend Comparison
OIBFX's dividend yield for the trailing twelve months is around 5.76%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIBFX JPMorgan Investor Balanced Fund | 5.76% | 6.10% | 6.00% | 3.51% | 7.07% | 4.40% | 6.20% | 6.72% | 7.91% | 6.95% | 3.81% | 5.21% |
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
OIBFX vs. SICIX - Drawdown Comparison
The maximum OIBFX drawdown since its inception was -29.42%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for OIBFX and SICIX.
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Drawdown Indicators
| OIBFX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -27.62% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -2.73% | -3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -10.94% | -7.80% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -11.61% | -9.47% |
Current DrawdownCurrent decline from peak | -5.54% | -2.39% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.59% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 0.67% | +0.82% |
Volatility
OIBFX vs. SICIX - Volatility Comparison
JPMorgan Investor Balanced Fund (OIBFX) has a higher volatility of 2.89% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that OIBFX'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
| OIBFX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 1.24% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 4.98% | 2.06% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 3.66% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.86% | 3.87% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.12% | 3.89% | +5.23% |