SCD vs. SICIX
Compare and contrast key facts about LMP Capital and Income Fund Inc. (SCD) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
SCD is managed by LMP. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
SCD vs. SICIX - Performance Comparison
Loading graphics...
SCD vs. SICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 3.21% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -15.56% | 14.59% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -2.07% | 5.13% |
Returns By Period
In the year-to-date period, SCD achieves a 3.21% return, which is significantly higher than SICIX's 0.36% return. Over the past 10 years, SCD has outperformed SICIX with an annualized return of 13.05%, while SICIX has yielded a comparatively lower 3.36% annualized return.
SCD
- 1D
- 1.91%
- 1M
- -5.51%
- YTD
- 3.21%
- 6M
- 0.87%
- 1Y
- 5.03%
- 3Y*
- 17.99%
- 5Y*
- 14.88%
- 10Y*
- 13.05%
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCD vs. SICIX - Expense Ratio Comparison
Return for Risk
SCD vs. SICIX — Risk / Return Rank
SCD
SICIX
SCD vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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.
| SCD | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.66 | -1.39 |
Sortino ratioReturn per unit of downside risk | 0.48 | 2.20 | -1.73 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 2.19 | -1.81 |
Martin ratioReturn relative to average drawdown | 1.09 | 8.95 | -7.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCD | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.66 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.84 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.87 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.78 | -0.32 |
Correlation
The correlation between SCD and SICIX is 0.56, 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
SCD vs. SICIX - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.62%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 9.62% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Drawdowns
SCD vs. SICIX - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for SCD and SICIX.
Loading graphics...
Drawdown Indicators
| SCD | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -27.62% | -34.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -2.73% | -12.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -10.94% | -12.47% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | -11.61% | -49.15% |
Current DrawdownCurrent decline from peak | -6.33% | -2.39% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -3.59% | -6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 0.67% | +4.71% |
Volatility
SCD vs. SICIX - Volatility Comparison
LMP Capital and Income Fund Inc. (SCD) has a higher volatility of 5.14% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that SCD's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCD | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 1.24% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 2.06% | +7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 3.66% | +15.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 3.87% | +16.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 3.89% | +19.45% |