RELVX vs. SCLAX
RELVX (Russell Investments LifePoints Equity Growth Strategy Fund) and SCLAX (SEI Institutional Managed Trust Multi-Asset Capital Stability Fund) are both Diversified Portfolio funds. Over the past 10 years, RELVX returned 9.22%/yr vs 3.22%/yr for SCLAX. A 0.71 correlation means they provide meaningful diversification when combined. RELVX charges 0.72%/yr vs 0.62%/yr for SCLAX.
Performance
RELVX vs. SCLAX - Performance Comparison
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Returns By Period
In the year-to-date period, RELVX achieves a 10.01% return, which is significantly higher than SCLAX's 2.46% return. Over the past 10 years, RELVX has outperformed SCLAX with an annualized return of 9.22%, while SCLAX has yielded a comparatively lower 3.22% annualized return.
RELVX
- 1D
- -0.74%
- 1M
- 2.72%
- YTD
- 10.01%
- 6M
- 10.57%
- 1Y
- 24.17%
- 3Y*
- 17.18%
- 5Y*
- 8.77%
- 10Y*
- 9.22%
SCLAX
- 1D
- -0.19%
- 1M
- 0.87%
- YTD
- 2.46%
- 6M
- 2.57%
- 1Y
- 6.80%
- 3Y*
- 6.12%
- 5Y*
- 3.40%
- 10Y*
- 3.22%
RELVX vs. SCLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RELVX Russell Investments LifePoints Equity Growth Strategy Fund | 10.01% | 18.70% | 12.82% | 18.70% | -17.25% | 20.58% | 4.04% | 18.42% | -9.80% | 15.56% |
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 2.46% | 6.49% | 4.92% | 6.96% | -3.74% | 1.72% | 3.30% | 7.91% | -0.67% | 3.88% |
Correlation
The correlation between RELVX and SCLAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.71 |
The correlation between RELVX and SCLAX shifts across timeframes, from 0.71 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RELVX vs. SCLAX — Risk / Return Rank
RELVX
SCLAX
RELVX vs. SCLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments LifePoints Equity Growth Strategy Fund (RELVX) and SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX). 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.
| RELVX | SCLAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.55 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.99 | -0.19 |
| Martin ratioReturn relative to average drawdown | 12.44 | 11.99 | +0.45 |
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
| RELVX | SCLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.63 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.11 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.17 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 1.02 | -0.81 |
Drawdowns
RELVX vs. SCLAX - Drawdown Comparison
The maximum RELVX drawdown since its inception was -66.26%, which is greater than SCLAX's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for RELVX and SCLAX.
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Drawdown Indicators
| RELVX | SCLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.26% | -5.59% | -60.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -2.32% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.29% | -3.41% | -11.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -5.59% | -19.94% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -5.59% | -28.49% |
Current DrawdownCurrent decline from peak | -0.74% | -0.19% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -17.29% | -1.14% | -16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 0.58% | +1.39% |
Volatility
RELVX vs. SCLAX - Volatility Comparison
Russell Investments LifePoints Equity Growth Strategy Fund (RELVX) has a higher volatility of 3.17% compared to SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) at 0.97%. This indicates that RELVX's price experiences larger fluctuations and is considered to be riskier than SCLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RELVX | SCLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 0.97% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 2.07% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 2.64% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 3.08% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 2.76% | +12.42% |
RELVX vs. SCLAX - Expense Ratio Comparison
RELVX has a 0.72% expense ratio, which is higher than SCLAX's 0.62% expense ratio.
Dividends
RELVX vs. SCLAX - Dividend Comparison
RELVX's dividend yield for the trailing twelve months is around 9.75%, more than SCLAX's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RELVX Russell Investments LifePoints Equity Growth Strategy Fund | 9.75% | 10.67% | 0.80% | 1.15% | 5.74% | 8.12% | 1.67% | 3.09% | 5.24% | 2.47% | 1.82% | 1.15% |
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 1.83% | 1.88% | 7.87% | 4.06% | 1.90% | 2.79% | 1.01% | 4.67% | 0.54% | 3.77% | 0.69% | 1.18% |
Frequently Asked Questions
RELVX and SCLAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RELVX has higher volatility (3.17%) compared to SCLAX (0.97%). In terms of maximum drawdown, RELVX dropped -66.26% vs SCLAX's -5.59%.
SCLAX currently has the higher Sharpe Ratio (2.63 vs 2.28), 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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