SCD vs. SIFAX
Compare and contrast key facts about LMP Capital and Income Fund Inc. (SCD) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX).
SCD is managed by LMP. SIFAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
SCD vs. SIFAX - Performance Comparison
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SCD vs. SIFAX - 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 9.34% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Returns By Period
In the year-to-date period, SCD achieves a 3.21% return, which is significantly lower than SIFAX's 9.34% return. Over the past 10 years, SCD has outperformed SIFAX with an annualized return of 13.05%, while SIFAX has yielded a comparatively lower 3.95% 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%
SIFAX
- 1D
- 0.46%
- 1M
- 2.61%
- YTD
- 9.34%
- 6M
- 11.23%
- 1Y
- 11.09%
- 3Y*
- 7.29%
- 5Y*
- 6.95%
- 10Y*
- 3.95%
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SCD vs. SIFAX - Expense Ratio Comparison
Return for Risk
SCD vs. SIFAX — Risk / Return Rank
SCD
SIFAX
SCD vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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 | SIFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 2.19 | -1.92 |
Sortino ratioReturn per unit of downside risk | 0.48 | 3.07 | -2.59 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.43 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.74 | -3.36 |
Martin ratioReturn relative to average drawdown | 1.09 | 9.56 | -8.47 |
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
| SCD | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 2.19 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.27 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.36 | +0.09 |
Correlation
The correlation between SCD and SIFAX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SCD vs. SIFAX - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.62%, more than SIFAX's 4.16% 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.16% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
Drawdowns
SCD vs. SIFAX - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for SCD and SIFAX.
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Drawdown Indicators
| SCD | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -23.62% | -38.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -3.07% | -12.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -8.32% | -15.09% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | -14.69% | -46.07% |
Current DrawdownCurrent decline from peak | -6.33% | 0.00% | -6.33% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -8.65% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 1.25% | +4.13% |
Volatility
SCD vs. SIFAX - Volatility Comparison
LMP Capital and Income Fund Inc. (SCD) has a higher volatility of 5.14% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.03%. This indicates that SCD's price experiences larger fluctuations and is considered to be riskier than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCD | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 2.03% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 3.91% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 5.30% | +13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 5.50% | +14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 5.16% | +18.18% |