OTRFX vs. SIOAX
OTRFX (OnTrack Core Fund) and SIOAX (SEI Institutional Managed Trust Multi-Asset Income Fund) are both Tactical Allocation funds. Over the past 10 years, OTRFX returned 5.20%/yr vs 4.85%/yr for SIOAX. Their 0.49 correlation means their historical movements had little consistent relationship. OTRFX charges 2.58%/yr vs 0.80%/yr for SIOAX.
Performance
OTRFX vs. SIOAX - Performance Comparison
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Returns By Period
In the year-to-date period, OTRFX achieves a 4.93% return, which is significantly higher than SIOAX's 4.08% return. Over the past 10 years, OTRFX has outperformed SIOAX with an annualized return of 5.20%, while SIOAX has yielded a comparatively lower 4.85% annualized return.
OTRFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- 1.36%
- YTD
- 4.93%
- 1Y
- 9.39%
- 3Y*
- 5.76%
- 5Y*
- 1.79%
- 10Y*
- 5.20%
- ALL TIME*
- 4.35%
SIOAX
- 1D
- -0.10%
- 1M
- 0.68%
- 6M
- 2.46%
- YTD
- 4.08%
- 1Y
- 8.00%
- 3Y*
- 8.83%
- 5Y*
- 3.74%
- 10Y*
- 4.85%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
OTRFX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 4.93% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.08% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 5.33% | 14.33% | -2.11% | 6.77% |
Correlation
The correlation between OTRFX and SIOAX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2013 | 0.49 |
The correlation between OTRFX and SIOAX shifts across timeframes, from 0.36 (1 year) to 0.58 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
OTRFX vs. SIOAX — Risk / Return Rank
OTRFX
SIOAX
OTRFX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OnTrack Core Fund (OTRFX) 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.
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.
| OTRFX | SIOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.59 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.34 | -0.23 |
| Martin ratioReturn relative to average drawdown | 6.54 | 13.87 | -7.33 |
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Drawdowns
OTRFX vs. SIOAX - Drawdown Comparison
The maximum OTRFX drawdown since its inception was -9.73%, smaller than the maximum SIOAX drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for OTRFX and SIOAX.
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Drawdown Indicators
| OTRFX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.73% | -22.10% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.34% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -3.73% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -9.51% | -17.57% | +8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -9.51% | -22.10% | +12.59% |
Current DrawdownCurrent decline from peak | -1.21% | -0.19% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -2.95% | -2.30% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.56% | +0.87% |
Volatility
OTRFX vs. SIOAX - Volatility Comparison
The current volatility for OnTrack Core Fund (OTRFX) is 0.47%, while SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) has a volatility of 1.09%. This indicates that OTRFX experiences smaller price fluctuations and is considered to be less risky 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
| OTRFX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 1.09% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 2.34% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 2.81% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 4.61% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.56% | 5.08% | -1.52% |
OTRFX vs. SIOAX - Expense Ratio Comparison
OTRFX has a 2.58% expense ratio, which is higher than SIOAX's 0.80% expense ratio.
Dividends
OTRFX vs. SIOAX - Dividend Comparison
OTRFX's dividend yield for the trailing twelve months is around 12.43%, more than SIOAX's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.43% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 5.12% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Frequently Asked Questions
OTRFX and SIOAX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIOAX has higher volatility (1.09%) compared to OTRFX (0.47%). In terms of maximum drawdown, OTRFX dropped -9.73% vs SIOAX's -22.10%.
SIOAX currently has the higher Sharpe Ratio (2.79 vs 2.27), 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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