SCLAX vs. QBDSX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Quantified Managed Income Fund (QBDSX).
SCLAX is managed by BlackRock. It was launched on Apr 8, 2012. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
SCLAX vs. QBDSX - Performance Comparison
Loading graphics...
SCLAX vs. QBDSX - 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% |
QBDSX Quantified Managed Income Fund | -0.38% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Returns By Period
In the year-to-date period, SCLAX achieves a -0.20% return, which is significantly higher than QBDSX's -0.38% return. Over the past 10 years, SCLAX has outperformed QBDSX with an annualized return of 3.00%, while QBDSX has yielded a comparatively lower 0.87% 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%
QBDSX
- 1D
- 0.38%
- 1M
- -2.35%
- YTD
- -0.38%
- 6M
- -1.53%
- 1Y
- 2.25%
- 3Y*
- 2.73%
- 5Y*
- 0.90%
- 10Y*
- 0.87%
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. QBDSX - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Return for Risk
SCLAX vs. QBDSX — Risk / Return Rank
SCLAX
QBDSX
SCLAX vs. QBDSX - 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 Quantified Managed Income Fund (QBDSX). 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 | QBDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.60 | +1.36 |
Sortino ratioReturn per unit of downside risk | 2.75 | 0.87 | +1.89 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.11 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 0.89 | +1.35 |
Martin ratioReturn relative to average drawdown | 9.02 | 3.43 | +5.60 |
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 | QBDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.60 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.21 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.17 | +0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.15 | +0.80 |
Correlation
The correlation between SCLAX and QBDSX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCLAX vs. QBDSX - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 1.88%, less than QBDSX's 4.49% 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% |
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
Drawdowns
SCLAX vs. QBDSX - Drawdown Comparison
The maximum SCLAX drawdown since its inception was -5.59%, smaller than the maximum QBDSX drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for SCLAX and QBDSX.
Loading graphics...
Drawdown Indicators
| SCLAX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.59% | -18.38% | +12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -3.09% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -5.59% | -7.40% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -5.59% | -18.38% | +12.79% |
Current DrawdownCurrent decline from peak | -1.84% | -8.41% | +6.57% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -6.83% | +5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.80% | -0.22% |
Volatility
SCLAX vs. QBDSX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 1.19%, while Quantified Managed Income Fund (QBDSX) has a volatility of 1.40%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCLAX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 1.40% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 2.77% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 3.77% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 4.32% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 5.26% | -2.51% |