SICIX vs. AMBFX
Compare and contrast key facts about SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and American Funds American Balanced Fund® Class F-2 (AMBFX).
SICIX is managed by SEI. It was launched on Nov 16, 2003. AMBFX is managed by American Funds. It was launched on Aug 5, 2008.
Performance
SICIX vs. AMBFX - Performance Comparison
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SICIX vs. AMBFX - 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% |
AMBFX American Funds American Balanced Fund® Class F-2 | -2.82% | 18.67% | 15.25% | 13.81% | -11.93% | 16.00% | 11.06% | 19.45% | -2.69% | 14.85% |
Returns By Period
In the year-to-date period, SICIX achieves a 0.36% return, which is significantly higher than AMBFX's -2.82% return. Over the past 10 years, SICIX has underperformed AMBFX with an annualized return of 3.36%, while AMBFX has yielded a comparatively higher 9.33% 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%
AMBFX
- 1D
- -0.14%
- 1M
- -6.81%
- YTD
- -2.82%
- 6M
- 0.93%
- 1Y
- 15.54%
- 3Y*
- 13.72%
- 5Y*
- 8.28%
- 10Y*
- 9.33%
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SICIX vs. AMBFX - Expense Ratio Comparison
SICIX has a 0.51% expense ratio, which is higher than AMBFX's 0.35% expense ratio.
Return for Risk
SICIX vs. AMBFX — Risk / Return Rank
SICIX
AMBFX
SICIX vs. AMBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and American Funds American Balanced Fund® Class F-2 (AMBFX). 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 | AMBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.45 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.12 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.03 | +0.16 |
Martin ratioReturn relative to average drawdown | 8.95 | 8.67 | +0.28 |
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 | AMBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.45 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.80 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.88 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.72 | +0.06 |
Correlation
The correlation between SICIX and AMBFX is 0.80, 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. AMBFX - Dividend Comparison
SICIX's dividend yield for the trailing twelve months is around 2.86%, less than AMBFX's 8.75% 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% |
AMBFX American Funds American Balanced Fund® Class F-2 | 8.75% | 8.47% | 7.40% | 2.20% | 2.52% | 4.50% | 4.56% | 4.19% | 6.20% | 4.85% | 4.46% | 5.81% |
Drawdowns
SICIX vs. AMBFX - Drawdown Comparison
The maximum SICIX drawdown since its inception was -27.62%, smaller than the maximum AMBFX drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for SICIX and AMBFX.
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Drawdown Indicators
| SICIX | AMBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.62% | -35.05% | +7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -7.34% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -10.94% | -18.65% | +7.71% |
Max Drawdown (10Y)Largest decline over 10 years | -11.61% | -22.31% | +10.70% |
Current DrawdownCurrent decline from peak | -2.39% | -7.00% | +4.61% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -3.61% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.72% | -1.05% |
Volatility
SICIX vs. AMBFX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) is 1.24%, while American Funds American Balanced Fund® Class F-2 (AMBFX) has a volatility of 3.26%. This indicates that SICIX experiences smaller price fluctuations and is considered to be less risky than AMBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICIX | AMBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 3.26% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 6.73% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 11.10% | -7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.87% | 10.42% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.89% | 10.62% | -6.73% |