SICIX vs. AAAAX
Compare and contrast key facts about SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
SICIX is managed by SEI. It was launched on Nov 16, 2003. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
SICIX vs. AAAAX - Performance Comparison
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SICIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -2.07% | 5.13% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, SICIX achieves a 0.36% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, SICIX has underperformed AAAAX with an annualized return of 3.36%, while AAAAX has yielded a comparatively higher 7.28% annualized return.
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
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SICIX vs. AAAAX - Expense Ratio Comparison
SICIX has a 0.51% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
SICIX vs. AAAAX — Risk / Return Rank
SICIX
AAAAX
SICIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| SICIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.49 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.00 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.80 | +0.39 |
Martin ratioReturn relative to average drawdown | 8.95 | 9.69 | -0.74 |
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
| SICIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.49 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.56 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.58 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.38 | +0.40 |
Correlation
The correlation between SICIX and AAAAX is 0.75, 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
SICIX vs. AAAAX - Dividend Comparison
SICIX's dividend yield for the trailing twelve months is around 2.86%, less than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
SICIX vs. AAAAX - Drawdown Comparison
The maximum SICIX drawdown since its inception was -27.62%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SICIX and AAAAX.
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Drawdown Indicators
| SICIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.62% | -40.47% | +12.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -9.55% | +6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -10.94% | -22.62% | +11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -11.61% | -29.41% | +17.80% |
Current DrawdownCurrent decline from peak | -2.39% | -4.57% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -6.89% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.77% | -1.10% |
Volatility
SICIX vs. AAAAX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) is 1.24%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.03%. This indicates that SICIX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 3.03% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 7.22% | -5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 11.60% | -7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.87% | 12.18% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.89% | 12.66% | -8.77% |