SCLAX vs. CSIFX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Calvert Balanced Fund (CSIFX).
SCLAX is managed by BlackRock. It was launched on Apr 8, 2012. CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982.
Performance
SCLAX vs. CSIFX - Performance Comparison
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SCLAX vs. CSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | -0.59% | 6.49% | 4.92% | 6.96% | -3.74% | 1.72% | 3.30% | 7.91% | -0.67% | 3.88% |
CSIFX Calvert Balanced Fund | -6.68% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
Returns By Period
In the year-to-date period, SCLAX achieves a -0.59% return, which is significantly higher than CSIFX's -6.68% return. Over the past 10 years, SCLAX has underperformed CSIFX with an annualized return of 2.96%, while CSIFX has yielded a comparatively higher 8.50% annualized return.
SCLAX
- 1D
- 0.10%
- 1M
- -2.23%
- YTD
- -0.59%
- 6M
- 0.59%
- 1Y
- 4.79%
- 3Y*
- 5.30%
- 5Y*
- 3.05%
- 10Y*
- 2.96%
CSIFX
- 1D
- 0.00%
- 1M
- -6.44%
- YTD
- -6.68%
- 6M
- -4.68%
- 1Y
- 6.76%
- 3Y*
- 11.15%
- 5Y*
- 6.46%
- 10Y*
- 8.50%
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SCLAX vs. CSIFX - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is lower than CSIFX's 0.91% expense ratio.
Return for Risk
SCLAX vs. CSIFX — Risk / Return Rank
SCLAX
CSIFX
SCLAX vs. CSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Calvert Balanced Fund (CSIFX). 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.
| SCLAX | CSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.63 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.54 | 0.96 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.14 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 0.75 | +1.31 |
Martin ratioReturn relative to average drawdown | 8.48 | 2.98 | +5.50 |
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
| SCLAX | CSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.63 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.60 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.77 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.67 | +0.27 |
Correlation
The correlation between SCLAX and CSIFX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SCLAX vs. CSIFX - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 1.89%, less than CSIFX's 4.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 1.89% | 1.88% | 7.87% | 4.06% | 1.90% | 2.79% | 1.01% | 4.67% | 0.54% | 3.77% | 0.69% | 1.18% |
CSIFX Calvert Balanced Fund | 4.79% | 4.76% | 5.23% | 2.37% | 2.32% | 7.61% | 2.43% | 3.45% | 5.25% | 7.41% | 2.68% | 12.56% |
Drawdowns
SCLAX vs. CSIFX - Drawdown Comparison
The maximum SCLAX drawdown since its inception was -5.59%, smaller than the maximum CSIFX drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for SCLAX and CSIFX.
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Drawdown Indicators
| SCLAX | CSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.59% | -38.68% | +33.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -7.98% | +5.66% |
Max Drawdown (5Y)Largest decline over 5 years | -5.59% | -19.95% | +14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -5.59% | -23.77% | +18.18% |
Current DrawdownCurrent decline from peak | -2.23% | -7.98% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -5.32% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 2.00% | -1.44% |
Volatility
SCLAX vs. CSIFX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 1.10%, while Calvert Balanced Fund (CSIFX) has a volatility of 3.40%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than CSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCLAX | CSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 3.40% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 6.36% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.64% | 11.40% | -8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 10.84% | -7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.74% | 11.01% | -8.27% |