SETAX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust Real Estate Fund (SETAX) and Fidelity Asset Manager 70% Fund (FASGX).
SETAX is managed by BlackRock. It was launched on Nov 13, 2003. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
SETAX vs. FASGX - Performance Comparison
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SETAX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SETAX SEI Institutional Managed Trust Real Estate Fund | 1.64% | 1.90% | 10.63% | 15.75% | -25.85% | 44.05% | -3.51% | 25.14% | -5.87% | 5.17% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, SETAX achieves a 1.64% return, which is significantly higher than FASGX's -2.99% return. Over the past 10 years, SETAX has underperformed FASGX with an annualized return of 5.56%, while FASGX has yielded a comparatively higher 8.70% annualized return.
SETAX
- 1D
- 0.41%
- 1M
- -7.19%
- YTD
- 1.64%
- 6M
- -0.20%
- 1Y
- 1.74%
- 3Y*
- 8.96%
- 5Y*
- 5.37%
- 10Y*
- 5.56%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
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SETAX vs. FASGX - Expense Ratio Comparison
SETAX has a 1.14% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
SETAX vs. FASGX — Risk / Return Rank
SETAX
FASGX
SETAX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Estate Fund (SETAX) and Fidelity Asset Manager 70% Fund (FASGX). 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.
| SETAX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.21 | -1.04 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.73 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.55 | -1.33 |
Martin ratioReturn relative to average drawdown | 0.86 | 6.89 | -6.02 |
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
| SETAX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.21 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.53 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.70 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.60 | -0.32 |
Correlation
The correlation between SETAX and FASGX is 0.64, 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
SETAX vs. FASGX - Dividend Comparison
SETAX's dividend yield for the trailing twelve months is around 11.67%, more than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SETAX SEI Institutional Managed Trust Real Estate Fund | 11.67% | 11.86% | 5.19% | 2.10% | 5.36% | 6.86% | 6.34% | 8.59% | 17.07% | 8.65% | 13.65% | 5.99% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
SETAX vs. FASGX - Drawdown Comparison
The maximum SETAX drawdown since its inception was -75.06%, which is greater than FASGX's maximum drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for SETAX and FASGX.
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Drawdown Indicators
| SETAX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.06% | -47.35% | -27.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -9.07% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -23.54% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -27.20% | -14.12% |
Current DrawdownCurrent decline from peak | -7.42% | -7.95% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -6.74% | -7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.04% | +0.99% |
Volatility
SETAX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Real Estate Fund (SETAX) is 4.13%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that SETAX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SETAX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.57% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 7.78% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 12.82% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.18% | 12.14% | +7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 12.56% | +8.56% |