RQEIX vs. SIOAX
Compare and contrast key facts about RESQ Dynamic Allocation Fund (RQEIX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX).
RQEIX is managed by RESQ Funds. It was launched on Dec 19, 2013. SIOAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
RQEIX vs. SIOAX - Performance Comparison
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RQEIX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RQEIX RESQ Dynamic Allocation Fund | -1.33% | 14.97% | 15.35% | 20.27% | -17.06% | -8.45% | 14.11% | 7.53% | -6.02% | 11.94% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 5.33% | 14.33% | -2.11% | 6.77% |
Returns By Period
In the year-to-date period, RQEIX achieves a -1.33% return, which is significantly lower than SIOAX's 0.35% return. Both investments have delivered pretty close results over the past 10 years, with RQEIX having a 4.87% annualized return and SIOAX not far ahead at 5.05%.
RQEIX
- 1D
- -0.02%
- 1M
- -2.78%
- YTD
- -1.33%
- 6M
- -0.54%
- 1Y
- 15.57%
- 3Y*
- 12.86%
- 5Y*
- 3.65%
- 10Y*
- 4.87%
SIOAX
- 1D
- 0.10%
- 1M
- -2.20%
- YTD
- 0.35%
- 6M
- 2.26%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.79%
- 10Y*
- 5.05%
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RQEIX vs. SIOAX - Expense Ratio Comparison
RQEIX has a 1.80% expense ratio, which is higher than SIOAX's 0.80% expense ratio.
Return for Risk
RQEIX vs. SIOAX — Risk / Return Rank
RQEIX
SIOAX
RQEIX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RESQ Dynamic Allocation Fund (RQEIX) 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.
| RQEIX | SIOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 2.29 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.71 | 3.05 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.53 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 2.39 | -1.31 |
Martin ratioReturn relative to average drawdown | 5.93 | 11.01 | -5.08 |
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
| RQEIX | SIOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.29 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.84 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 1.00 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 1.06 | -0.87 |
Correlation
The correlation between RQEIX and SIOAX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RQEIX vs. SIOAX - Dividend Comparison
RQEIX's dividend yield for the trailing twelve months is around 15.01%, more than SIOAX's 4.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RQEIX RESQ Dynamic Allocation Fund | 15.01% | 14.53% | 0.38% | 0.00% | 0.38% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Drawdowns
RQEIX vs. SIOAX - Drawdown Comparison
The maximum RQEIX drawdown since its inception was -33.25%, which is greater than SIOAX's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for RQEIX and SIOAX.
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Drawdown Indicators
| RQEIX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -22.10% | -11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -3.20% | -9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -17.57% | -15.68% |
Max Drawdown (10Y)Largest decline over 10 years | -33.25% | -22.10% | -11.15% |
Current DrawdownCurrent decline from peak | -3.36% | -2.25% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -11.42% | -2.35% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 0.69% | +1.59% |
Volatility
RQEIX vs. SIOAX - Volatility Comparison
RESQ Dynamic Allocation Fund (RQEIX) has a higher volatility of 1.67% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.09%. This indicates that RQEIX's price experiences larger fluctuations and is considered to be riskier 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
| RQEIX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 1.09% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 1.86% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 3.36% | +10.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 4.56% | +12.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 5.06% | +10.93% |