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SCLAX vs. SIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCLAX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

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SCLAX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
8.96%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.64%-1.96%

Returns By Period

In the year-to-date period, SCLAX achieves a -0.20% return, which is significantly lower than SIFAX's 8.96% return. Over the past 10 years, SCLAX has underperformed SIFAX with an annualized return of 3.00%, while SIFAX has yielded a comparatively higher 3.91% 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%

SIFAX

1D
-0.35%
1M
1.77%
YTD
8.96%
6M
10.57%
1Y
10.85%
3Y*
7.16%
5Y*
6.83%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCLAX vs. SIFAX - Expense Ratio Comparison

SCLAX has a 0.62% expense ratio, which is lower than SIFAX's 0.90% expense ratio.


Return for Risk

SCLAX vs. SIFAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCLAX
SCLAX Risk / Return Rank: 8787
Overall Rank
SCLAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SCLAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SCLAX Omega Ratio Rank: 8787
Omega Ratio Rank
SCLAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCLAX Martin Ratio Rank: 8282
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 8989
Overall Rank
SIFAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 8888
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCLAX vs. SIFAX - 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 SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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.


SCLAXSIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.03

-0.07

Sortino ratio

Return per unit of downside risk

2.75

2.86

-0.10

Omega ratio

Gain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratio

Return relative to maximum drawdown

2.24

3.49

-1.25

Martin ratio

Return relative to average drawdown

9.02

8.92

+0.10

SCLAX vs. SIFAX - Sharpe Ratio Comparison

The current SCLAX Sharpe Ratio is 1.96, which is comparable to the SIFAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SCLAX and SIFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCLAXSIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.03

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.25

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.76

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.36

+0.60

Correlation

The correlation between SCLAX and SIFAX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SCLAX vs. SIFAX - Dividend Comparison

SCLAX's dividend yield for the trailing twelve months is around 1.88%, less than SIFAX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
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%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.18%4.55%3.25%3.82%11.90%7.89%1.45%1.49%1.90%1.39%1.15%0.48%

Drawdowns

SCLAX vs. SIFAX - Drawdown Comparison

The maximum SCLAX drawdown since its inception was -5.59%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for SCLAX and SIFAX.


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Drawdown Indicators


SCLAXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-5.59%

-23.62%

+18.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-3.07%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-5.59%

-8.32%

+2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-5.59%

-14.69%

+9.10%

Current Drawdown

Current decline from peak

-1.84%

-0.35%

-1.49%

Average Drawdown

Average peak-to-trough decline

-1.15%

-8.65%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

1.25%

-0.67%

Volatility

SCLAX vs. SIFAX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 1.19%, while SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) has a volatility of 2.04%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCLAXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.04%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

3.93%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

2.66%

5.30%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

5.50%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.75%

5.16%

-2.41%