SCLAX vs. FHLKX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Fidelity Health Savings Fund Class K (FHLKX).
SCLAX is managed by BlackRock. It was launched on Apr 8, 2012. FHLKX is managed by Fidelity. It was launched on Mar 2, 2020.
Performance
SCLAX vs. FHLKX - Performance Comparison
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SCLAX vs. FHLKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | -0.20% | 6.49% | 4.92% | 6.96% | -3.74% | 1.72% | 3.20% |
FHLKX Fidelity Health Savings Fund Class K | 0.45% | 12.17% | 7.06% | 9.82% | -14.79% | 5.50% | 10.70% |
Returns By Period
In the year-to-date period, SCLAX achieves a -0.20% return, which is significantly lower than FHLKX's 0.45% 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%
FHLKX
- 1D
- 1.18%
- 1M
- -2.78%
- YTD
- 0.45%
- 6M
- 2.17%
- 1Y
- 11.27%
- 3Y*
- 8.33%
- 5Y*
- 3.62%
- 10Y*
- —
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SCLAX vs. FHLKX - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is higher than FHLKX's 0.37% expense ratio.
Return for Risk
SCLAX vs. FHLKX — Risk / Return Rank
SCLAX
FHLKX
SCLAX vs. FHLKX - 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 Fidelity Health Savings Fund Class K (FHLKX). 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 | FHLKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.69 | +0.28 |
Sortino ratioReturn per unit of downside risk | 2.75 | 2.37 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.31 | -0.07 |
Martin ratioReturn relative to average drawdown | 9.02 | 10.04 | -1.01 |
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 | FHLKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.69 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.55 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.64 | +0.31 |
Correlation
The correlation between SCLAX and FHLKX is 0.88, 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. FHLKX - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 1.88%, less than FHLKX's 3.05% 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% |
FHLKX Fidelity Health Savings Fund Class K | 3.05% | 3.05% | 3.01% | 2.88% | 3.85% | 2.84% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCLAX vs. FHLKX - Drawdown Comparison
The maximum SCLAX drawdown since its inception was -5.59%, smaller than the maximum FHLKX drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for SCLAX and FHLKX.
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Drawdown Indicators
| SCLAX | FHLKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.59% | -19.09% | +13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -4.97% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -5.59% | -19.09% | +13.50% |
Max Drawdown (10Y)Largest decline over 10 years | -5.59% | — | — |
Current DrawdownCurrent decline from peak | -1.84% | -3.20% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -4.94% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 1.14% | -0.56% |
Volatility
SCLAX vs. FHLKX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 1.19%, while Fidelity Health Savings Fund Class K (FHLKX) has a volatility of 3.08%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than FHLKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCLAX | FHLKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 3.08% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 4.53% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 6.84% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 6.67% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 7.28% | -4.53% |