SCLAX vs. DGSIX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and DFA Global Allocation 60/40 Portfolio (DGSIX).
SCLAX is managed by BlackRock. It was launched on Apr 8, 2012. DGSIX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
SCLAX vs. DGSIX - Performance Comparison
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SCLAX vs. DGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | -0.20% | 6.49% | 4.92% | 6.96% | -3.74% | 1.72% | 3.30% | 7.91% | -0.67% | 3.88% |
DGSIX DFA Global Allocation 60/40 Portfolio | -0.10% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
Returns By Period
In the year-to-date period, SCLAX achieves a -0.20% return, which is significantly lower than DGSIX's -0.10% return. Over the past 10 years, SCLAX has underperformed DGSIX with an annualized return of 3.00%, while DGSIX has yielded a comparatively higher 8.01% annualized return.
SCLAX
- 1D
- 0.40%
- 1M
- -1.55%
- YTD
- -0.20%
- 6M
- 0.79%
- 1Y
- 4.99%
- 3Y*
- 5.44%
- 5Y*
- 3.07%
- 10Y*
- 3.00%
DGSIX
- 1D
- 1.63%
- 1M
- -3.86%
- YTD
- -0.10%
- 6M
- 1.90%
- 1Y
- 14.19%
- 3Y*
- 11.72%
- 5Y*
- 6.63%
- 10Y*
- 8.01%
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SCLAX vs. DGSIX - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is higher than DGSIX's 0.24% expense ratio.
Return for Risk
SCLAX vs. DGSIX — Risk / Return Rank
SCLAX
DGSIX
SCLAX vs. DGSIX - 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 DFA Global Allocation 60/40 Portfolio (DGSIX). 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 | DGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.47 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.75 | 2.11 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.87 | +0.37 |
Martin ratioReturn relative to average drawdown | 9.02 | 8.46 | +0.56 |
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 | DGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.47 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.66 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.78 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.60 | +0.36 |
Correlation
The correlation between SCLAX and DGSIX is 0.74, 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. DGSIX - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 1.88%, less than DGSIX's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 1.88% | 1.88% | 7.87% | 4.06% | 1.90% | 2.79% | 1.01% | 4.67% | 0.54% | 3.77% | 0.69% | 1.18% |
DGSIX DFA Global Allocation 60/40 Portfolio | 8.63% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
Drawdowns
SCLAX vs. DGSIX - Drawdown Comparison
The maximum SCLAX drawdown since its inception was -5.59%, smaller than the maximum DGSIX drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for SCLAX and DGSIX.
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Drawdown Indicators
| SCLAX | DGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.59% | -41.64% | +36.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -7.27% | +4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -5.59% | -18.36% | +12.77% |
Max Drawdown (10Y)Largest decline over 10 years | -5.59% | -23.59% | +18.00% |
Current DrawdownCurrent decline from peak | -1.84% | -4.32% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -4.46% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 1.60% | -1.02% |
Volatility
SCLAX vs. DGSIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 1.19%, while DFA Global Allocation 60/40 Portfolio (DGSIX) has a volatility of 3.51%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than DGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCLAX | DGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 3.51% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 5.73% | -3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 9.96% | -7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 10.17% | -7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 10.36% | -7.61% |