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SICIX vs. ENIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SICIX vs. ENIAX

Last updated Apr 1, 2026

Compare and contrast key facts about SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX).

SICIX is managed by SEI. It was launched on Nov 16, 2003. ENIAX is managed by SEI. It was launched on Dec 13, 2006.

Performance

SICIX vs. ENIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX). The values are adjusted to include any dividend payments, if applicable.

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SICIX vs. ENIAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		0.38%6.14%8.34%7.94%-1.16%2.67%2.47%5.82%1.82%3.93%

Returns By Period

In the year-to-date period, SICIX achieves a 0.36% return, which is significantly lower than ENIAX's 0.38% return. Over the past 10 years, SICIX has underperformed ENIAX with an annualized return of 3.36%, while ENIAX has yielded a comparatively higher 4.17% 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%

ENIAX

1D
0.00%
1M
0.25%
YTD
0.38%
6M
1.70%
1Y
5.36%
3Y*
6.73%
5Y*
4.57%
10Y*
4.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Asset Allocation Trust Conservative Strategy Fund

SEI Institutional Investments Trust Opportunistic Income Fund

Often compared with SICIX:
SICIX vs. FRGAXSICIX vs. GWPAXSICIX vs. MAPOXSICIX vs. SIEMXSICIX vs. CAVAXSICIX vs. FKINXSICIX vs. FPURX
Often compared with ENIAX:
ENIAX vs. PAAAENIAX vs. DBSCXENIAX vs. FLTRENIAX vs. HICOXENIAX vs. DFLYXENIAX vs. CLOIENIAX vs. SGOV

SICIX vs. ENIAX - Expense Ratio Comparison

SICIX has a 0.51% expense ratio, which is higher than ENIAX's 0.23% expense ratio.

SICIX
SEI Asset Allocation Trust Conservative Strategy Fund
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund

Return for Risk

SICIX vs. ENIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SICIX
SICIX Risk / Return Rank: 8585
Overall Rank
SICIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SICIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SICIX Omega Ratio Rank: 8484
Omega Ratio Rank
SICIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SICIX Martin Ratio Rank: 8686
Martin Ratio Rank
ENIAX
ENIAX Risk / Return Rank: 9292
Overall Rank
ENIAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ENIAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ENIAX Omega Ratio Rank: 9999
Omega Ratio Rank
ENIAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ENIAX Martin Ratio Rank: 9292
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.

SICIX vs. ENIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX). 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.

SICIXENIAXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.89

-0.23

Sortino ratio

Return per unit of downside risk

2.20

2.45

-0.24

Omega ratio

Gain probability vs. loss probability

1.34

2.41

-1.07

Calmar ratio

Return relative to maximum drawdown

2.19

2.54

-0.35

Martin ratio

Return relative to average drawdown

8.95

11.20

-2.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SICIX vs. ENIAX - Sharpe Ratio Comparison

The current SICIX Sharpe Ratio is 1.66, which is comparable to the ENIAX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SICIX and ENIAX, 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

SICIXENIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.89

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.61

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.50

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.65

+0.13

Correlation

The correlation between SICIX and ENIAX is 0.26, 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

SICIX vs. ENIAX - Dividend Comparison

SICIX's dividend yield for the trailing twelve months is around 2.86%, less than ENIAX's 5.98% yield.

TTM20252024202320222021202020192018201720162015
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%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		5.98%6.00%6.78%5.33%4.07%2.66%2.96%4.32%3.96%3.02%2.75%2.54%

Drawdowns

SICIX vs. ENIAX - Drawdown Comparison

The maximum SICIX drawdown since its inception was -27.62%, smaller than the maximum ENIAX drawdown of -33.30%. Use the drawdown chart below to compare losses from any high point for SICIX and ENIAX.

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Drawdown Indicators

SICIXENIAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.62%

-33.30%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.11%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-10.94%

-3.52%

-7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

-13.45%

+1.84%

Current Drawdown

Current decline from peak

-2.39%

0.00%

-2.39%

Average Drawdown

Average peak-to-trough decline

-3.59%

-7.86%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.48%

+0.19%

Volatility

SICIX vs. ENIAX - Volatility Comparison

SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) has a higher volatility of 1.24% compared to SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) at 0.36%. This indicates that SICIX's price experiences larger fluctuations and is considered to be riskier than ENIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SICIXENIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.36%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

0.66%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

2.85%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

2.86%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.89%

2.78%

+1.11%