SCLAX vs. QBDSX
SCLAX (SEI Institutional Managed Trust Multi-Asset Capital Stability Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, SCLAX returned 3.18%/yr vs 0.56%/yr for QBDSX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. SCLAX charges 0.62%/yr vs 1.31%/yr for QBDSX.
Performance
SCLAX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, SCLAX achieves a 2.26% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, SCLAX has outperformed QBDSX with an annualized return of 3.18%, while QBDSX has yielded a comparatively lower 0.56% annualized return.
SCLAX
- 1D
- 0.00%
- 1M
- -0.19%
- 6M
- 1.46%
- YTD
- 2.26%
- 1Y
- 5.43%
- 3Y*
- 5.56%
- 5Y*
- 3.28%
- 10Y*
- 3.18%
- ALL TIME*
- 2.60%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -1.00%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.28%
- 5Y*
- 0.70%
- 10Y*
- 0.56%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 2.26% | 6.49% | 4.92% | 6.96% | -3.74% | 1.72% | 3.30% | 7.91% | -0.67% | 3.88% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between SCLAX and QBDSX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.54 |
The correlation between SCLAX and QBDSX shifts across timeframes, from 0.46 (5 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCLAX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.00 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.03 | +2.39 |
| Martin ratioReturn relative to average drawdown | 9.06 | -0.07 | +9.13 |
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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.
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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 (3Y)Largest decline over 3 years | -3.41% | -3.76% | +0.35% |
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 | -0.48% | -8.29% | +7.81% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -6.86% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 1.43% | -0.83% |
Volatility
SCLAX vs. QBDSX - Volatility Comparison
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Quantified Managed Income Fund (QBDSX) have volatilities of 0.76% and 0.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCLAX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 0.75% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 2.38% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.91% | 3.52% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.12% | 4.31% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.77% | 5.24% | -2.47% |
SCLAX vs. QBDSX - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
SCLAX vs. QBDSX - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 1.84%, less than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 1.84% | 1.88% | 7.87% | 4.06% | 1.90% | 2.79% | 1.01% | 4.67% | 0.54% | 3.77% | 0.69% | 1.18% |
Frequently Asked Questions
SCLAX and QBDSX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCLAX has higher volatility (0.76%) compared to QBDSX (0.75%). In terms of maximum drawdown, SCLAX dropped -5.59% vs QBDSX's -18.38%.
SCLAX currently has the higher Sharpe Ratio (1.88 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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