SAAAX vs. HSTRX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) and Hussman Strategic Total Return Fund (HSTRX).
SAAAX is managed by BlackRock. It was launched on Apr 8, 2012. HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002.
Performance
SAAAX vs. HSTRX - Performance Comparison
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SAAAX vs. HSTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAAAX SEI Institutional Managed Trust Multi-Asset Accumulation Fund | 1.81% | 12.09% | 3.65% | 6.58% | -20.83% | 3.18% | 6.69% | 22.11% | -7.45% | 13.09% |
HSTRX Hussman Strategic Total Return Fund | 3.20% | 20.33% | 6.06% | 6.04% | -6.23% | 1.21% | 11.45% | 11.42% | 1.48% | 1.21% |
Returns By Period
In the year-to-date period, SAAAX achieves a 1.81% return, which is significantly lower than HSTRX's 3.20% return. Over the past 10 years, SAAAX has underperformed HSTRX with an annualized return of 3.89%, while HSTRX has yielded a comparatively higher 5.53% annualized return.
SAAAX
- 1D
- 0.77%
- 1M
- -6.43%
- YTD
- 1.81%
- 6M
- 4.00%
- 1Y
- 11.45%
- 3Y*
- 6.51%
- 5Y*
- 0.88%
- 10Y*
- 3.89%
HSTRX
- 1D
- 0.40%
- 1M
- -1.97%
- YTD
- 3.20%
- 6M
- 5.15%
- 1Y
- 17.13%
- 3Y*
- 10.52%
- 5Y*
- 6.20%
- 10Y*
- 5.53%
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SAAAX vs. HSTRX - Expense Ratio Comparison
SAAAX has a 1.17% expense ratio, which is higher than HSTRX's 0.75% expense ratio.
Return for Risk
SAAAX vs. HSTRX — Risk / Return Rank
SAAAX
HSTRX
SAAAX vs. HSTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) and Hussman Strategic Total Return Fund (HSTRX). 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.
| SAAAX | HSTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.55 | -1.36 |
Sortino ratioReturn per unit of downside risk | 1.59 | 3.54 | -1.95 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.52 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 5.41 | -3.98 |
Martin ratioReturn relative to average drawdown | 5.37 | 19.66 | -14.29 |
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
| SAAAX | HSTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.55 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.97 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.93 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.86 | -0.46 |
Correlation
The correlation between SAAAX and HSTRX is 0.51, 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
SAAAX vs. HSTRX - Dividend Comparison
SAAAX's dividend yield for the trailing twelve months is around 2.92%, more than HSTRX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAAAX SEI Institutional Managed Trust Multi-Asset Accumulation Fund | 2.92% | 2.97% | 2.21% | 2.00% | 10.43% | 8.24% | 5.25% | 12.81% | 3.30% | 4.96% | 7.41% | 2.95% |
HSTRX Hussman Strategic Total Return Fund | 1.98% | 2.25% | 2.91% | 2.54% | 2.15% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% |
Drawdowns
SAAAX vs. HSTRX - Drawdown Comparison
The maximum SAAAX drawdown since its inception was -29.23%, which is greater than HSTRX's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for SAAAX and HSTRX.
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Drawdown Indicators
| SAAAX | HSTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.23% | -13.53% | -15.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -3.14% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -13.53% | -15.70% |
Max Drawdown (10Y)Largest decline over 10 years | -29.23% | -13.53% | -15.70% |
Current DrawdownCurrent decline from peak | -6.91% | -1.97% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -2.70% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.87% | +1.32% |
Volatility
SAAAX vs. HSTRX - Volatility Comparison
SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) has a higher volatility of 3.81% compared to Hussman Strategic Total Return Fund (HSTRX) at 1.22%. This indicates that SAAAX's price experiences larger fluctuations and is considered to be riskier than HSTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAAAX | HSTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 1.22% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 3.21% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 6.62% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.83% | 6.46% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.97% | 5.96% | +3.01% |