SICIX vs. CSTAX

Last updated Aug 4, 2026

SICIX (SEI Asset Allocation Trust Conservative Strategy Fund) and CSTAX (American Funds College 2027 Fund) are both Diversified Portfolio funds. Over the past 10 years, SICIX returned 3.40%/yr vs 4.79%/yr for CSTAX. Their correlation of 0.85 means they have usually moved in the same direction. SICIX charges 0.51%/yr vs 0.41%/yr for CSTAX.

Performance

SICIX vs. CSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and American Funds College 2027 Fund (CSTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SICIX achieves a 3.12% return, which is significantly higher than CSTAX's 1.30% return. Over the past 10 years, SICIX has underperformed CSTAX with an annualized return of 3.40%, while CSTAX has yielded a comparatively higher 4.79% annualized return.

SICIX

• 1D: 0.00%
• 1M: 0.56%
• 6M: 1.83%
• YTD: 3.12%
• 1Y: 6.57%
• 3Y*: 6.34%
• 5Y*: 3.16%
• 10Y*: 3.40%
• ALL TIME*: 3.31%

CSTAX

• 1D: -0.16%
• 1M: -0.48%
• 6M: 0.65%
• YTD: 1.30%
• 1Y: 4.60%
• 3Y*: 6.56%
• 5Y*: 2.62%
• 10Y*: 4.79%
• ALL TIME*: 5.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CSTAX American Funds College 2027 Fund	$0.00	$0.00	$0.00
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	$0.00	$0.00	$0.00

SICIX vs. CSTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	3.12%	8.12%	5.52%	5.29%	-6.23%	4.13%	2.62%	9.36%	-2.07%	5.13%
CSTAX American Funds College 2027 Fund	1.30%	9.00%	5.57%	6.57%	-9.87%	6.52%	7.66%	13.35%	-2.23%	11.77%

Correlation

The correlation between SICIX and CSTAX is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (5Y) Shows whether the relationship held over a longer period.	0.88
Correlation (10Y) Provides a long-term view across more market conditions.	0.87
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.86

The correlation between SICIX and CSTAX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

Return for Risk

SICIX vs. CSTAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SICIX

SICIX Risk / Return Rank: 85
SICIX Sharpe Ratio Rank: 92
SICIX Sortino Ratio Rank: 92
SICIX Omega Ratio Rank: 89
SICIX Calmar Ratio Rank: 75
SICIX Martin Ratio Rank: 75

CSTAX

CSTAX Risk / Return Rank: 59
CSTAX Sharpe Ratio Rank: 66
CSTAX Sortino Ratio Rank: 67
CSTAX Omega Ratio Rank: 68
CSTAX Calmar Ratio Rank: 45
CSTAX Martin Ratio Rank: 47

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SICIX vs. CSTAX - 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 College 2027 Fund (CSTAX). 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.

	SICIX	CSTAX	Difference
Sharpe ratio: Return per unit of total volatility	2.42	1.65	+0.77
Sortino ratio: Return per unit of downside risk	3.53	2.40	+1.13
Omega ratio: Gain probability vs. loss probability	1.47	1.31	+0.15
Calmar ratio: Return relative to maximum drawdown	2.55	1.88	+0.66
Martin ratio: Return relative to average drawdown	9.68	7.06	+2.62

SICIX vs. CSTAX - Sharpe Ratio Comparison

The current SICIX Sharpe Ratio is 2.42, which is higher than the CSTAX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SICIX and CSTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SICIX vs. CSTAX - Drawdown Comparison

The maximum SICIX drawdown since its inception was -27.62%, which is greater than CSTAX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for SICIX and CSTAX.

Drawdown Indicators

	SICIX	CSTAX	Difference
Max Drawdown Largest peak-to-trough decline	-27.62%	-14.52%	-13.10%
Max Drawdown (1Y) Largest decline over 1 year	-2.65%	-2.72%	+0.07%
Max Drawdown (3Y) Largest decline over 3 years	-2.74%	-4.23%	+1.49%
Max Drawdown (5Y) Largest decline over 5 years	-10.94%	-14.52%	+3.58%
Max Drawdown (10Y) Largest decline over 10 years	-11.61%	-14.52%	+2.91%
Current Drawdown Current decline from peak	-0.09%	-0.56%	+0.47%
Average Drawdown Average peak-to-trough decline	-3.55%	-2.32%	-1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.69%	0.72%	-0.03%

Volatility

SICIX vs. CSTAX - Volatility Comparison

The current volatility for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) is 0.68%, while American Funds College 2027 Fund (CSTAX) has a volatility of 0.78%. This indicates that SICIX experiences smaller price fluctuations and is considered to be less risky than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SICIX	CSTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.68%	0.78%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	2.18%	2.55%	-0.37%
Volatility (1Y) Calculated over the trailing 1-year period	2.80%	3.11%	-0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.89%	5.16%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.90%	5.70%	-1.80%

SICIX vs. CSTAX - Expense Ratio Comparison

SICIX has a 0.51% expense ratio, which is higher than CSTAX's 0.41% expense ratio.

Dividends

SICIX vs. CSTAX - Dividend Comparison

SICIX's dividend yield for the trailing twelve months is around 2.89%, less than CSTAX's 5.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSTAX American Funds College 2027 Fund	5.20%	5.26%	3.78%	3.17%	3.40%	7.52%	5.72%	4.00%	4.78%	3.90%	4.34%	4.49%
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	2.89%	2.87%	3.67%	2.80%	4.69%	3.46%	1.84%	2.91%	1.80%	1.81%	1.64%	1.97%

Frequently Asked Questions

Can I hold both SICIX and CSTAX in my portfolio?

SICIX and CSTAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SICIX or CSTAX?

CSTAX has higher volatility (0.78%) compared to SICIX (0.68%). In terms of maximum drawdown, SICIX dropped -27.62% vs CSTAX's -14.52%.

Which has better risk-adjusted returns?

SICIX currently has the higher Sharpe Ratio (2.42 vs 1.65), 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.