ONIFX vs. SIFAX
ONIFX (JPMorgan Investor Growth Fund) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 10 years, ONIFX returned 12.18%/yr vs 3.24%/yr for SIFAX. At a 0.27 correlation, their price movements are largely independent. ONIFX charges 0.32%/yr vs 0.90%/yr for SIFAX.
Performance
ONIFX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, ONIFX achieves a 6.93% return, which is significantly higher than SIFAX's 5.68% return. Over the past 10 years, ONIFX has outperformed SIFAX with an annualized return of 12.18%, while SIFAX has yielded a comparatively lower 3.24% annualized return.
ONIFX
- 1D
- -1.66%
- 1M
- 0.25%
- YTD
- 6.93%
- 6M
- 5.92%
- 1Y
- 17.64%
- 3Y*
- 16.20%
- 5Y*
- 8.65%
- 10Y*
- 12.18%
SIFAX
- 1D
- 0.24%
- 1M
- -2.79%
- YTD
- 5.68%
- 6M
- 5.82%
- 1Y
- 9.25%
- 3Y*
- 6.67%
- 5Y*
- 5.36%
- 10Y*
- 3.24%
ONIFX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | 6.93% | 16.84% | 13.92% | 20.69% | -15.98% | 17.69% | 20.16% | 25.27% | -8.68% | 21.38% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 5.68% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Correlation
The correlation between ONIFX and SIFAX is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.27 |
The correlation between ONIFX and SIFAX shifts across timeframes, from -0.20 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ONIFX vs. SIFAX — Risk / Return Rank
ONIFX
SIFAX
ONIFX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth Fund (ONIFX) 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.
| ONIFX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.04 | +0.16 |
| Martin ratioReturn relative to average drawdown | 9.24 | 9.03 | +0.21 |
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Drawdowns
ONIFX vs. SIFAX - Drawdown Comparison
The maximum ONIFX drawdown since its inception was -49.03%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for ONIFX and SIFAX.
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Drawdown Indicators
| ONIFX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -23.62% | -25.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -4.24% | -4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -4.24% | -10.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -8.32% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -14.69% | -16.64% |
Current DrawdownCurrent decline from peak | -1.81% | -4.01% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -8.53% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.01% | +1.05% |
Volatility
ONIFX vs. SIFAX - Volatility Comparison
JPMorgan Investor Growth Fund (ONIFX) has a higher volatility of 4.86% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 1.62%. This indicates that ONIFX'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
| ONIFX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 1.62% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 4.76% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 5.55% | +6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 5.62% | +8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 5.23% | +10.10% |
ONIFX vs. SIFAX - Expense Ratio Comparison
ONIFX has a 0.32% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
ONIFX vs. SIFAX - Dividend Comparison
ONIFX's dividend yield for the trailing twelve months is around 3.30%, less than SIFAX's 4.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | 3.30% | 3.52% | 3.30% | 3.35% | 8.33% | 4.05% | 7.03% | 8.06% | 8.47% | 8.79% | 5.75% | 6.72% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.31% | 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
ONIFX and SIFAX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONIFX has higher volatility (4.86%) compared to SIFAX (1.62%). In terms of maximum drawdown, ONIFX dropped -49.03% vs SIFAX's -23.62%.
ONIFX currently has the higher Sharpe Ratio (1.61 vs 1.56), 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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