SCLAX vs. FTTNX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX).
SCLAX is managed by BlackRock. It was launched on Apr 8, 2012. FTTNX is managed by BlackRock. It was launched on Oct 9, 2007.
Performance
SCLAX vs. FTTNX - Performance Comparison
Loading graphics...
SCLAX vs. FTTNX - 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% |
FTTNX Fidelity Advisor Asset Manager 30% Fund Class M | -0.13% | 10.77% | 5.71% | 9.23% | -12.73% | 5.38% | 10.50% | 12.88% | -3.47% | 8.54% |
Returns By Period
In the year-to-date period, SCLAX achieves a -0.20% return, which is significantly lower than FTTNX's -0.13% return. Over the past 10 years, SCLAX has underperformed FTTNX with an annualized return of 3.00%, while FTTNX has yielded a comparatively higher 4.70% 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%
FTTNX
- 1D
- 1.11%
- 1M
- -2.71%
- YTD
- -0.13%
- 6M
- 1.44%
- 1Y
- 9.67%
- 3Y*
- 7.20%
- 5Y*
- 3.16%
- 10Y*
- 4.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCLAX vs. FTTNX - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is lower than FTTNX's 1.09% expense ratio.
Return for Risk
SCLAX vs. FTTNX — Risk / Return Rank
SCLAX
FTTNX
SCLAX vs. FTTNX - 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 Advisor Asset Manager 30% Fund Class M (FTTNX). 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 | FTTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.60 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.75 | 2.27 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.22 | +0.02 |
Martin ratioReturn relative to average drawdown | 9.02 | 8.88 | +0.14 |
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
| SCLAX | FTTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.60 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.49 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.77 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.63 | +0.33 |
Correlation
The correlation between SCLAX and FTTNX is 0.82, 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. FTTNX - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 1.88%, less than FTTNX's 2.45% 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% |
FTTNX Fidelity Advisor Asset Manager 30% Fund Class M | 2.45% | 2.36% | 2.55% | 2.27% | 4.32% | 1.35% | 1.74% | 2.71% | 3.26% | 2.35% | 1.12% | 2.99% |
Drawdowns
SCLAX vs. FTTNX - Drawdown Comparison
The maximum SCLAX drawdown since its inception was -5.59%, smaller than the maximum FTTNX drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for SCLAX and FTTNX.
Loading graphics...
Drawdown Indicators
| SCLAX | FTTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.59% | -26.77% | +21.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -4.53% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -5.59% | -17.05% | +11.46% |
Max Drawdown (10Y)Largest decline over 10 years | -5.59% | -17.05% | +11.46% |
Current DrawdownCurrent decline from peak | -1.84% | -3.23% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -3.35% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 1.13% | -0.55% |
Volatility
SCLAX vs. FTTNX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 1.19%, while Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) has a volatility of 2.82%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than FTTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCLAX | FTTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 2.82% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 4.11% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 6.30% | -3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 6.42% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 6.12% | -3.37% |