SICIX vs. SPINX
Compare and contrast key facts about SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and SEI Institutional Investments Trust S&P 500 Index Fund (SPINX).
SICIX is managed by SEI. It was launched on Nov 16, 2003. SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013.
Performance
SICIX vs. SPINX - Performance Comparison
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SICIX vs. SPINX - 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% |
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | -7.09% | 17.89% | 24.02% | 26.24% | -18.27% | 28.62% | 18.35% | 31.42% | -4.46% | 21.74% |
Returns By Period
In the year-to-date period, SICIX achieves a 0.36% return, which is significantly higher than SPINX's -7.09% return. Over the past 10 years, SICIX has underperformed SPINX with an annualized return of 3.36%, while SPINX has yielded a comparatively higher 13.59% 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%
SPINX
- 1D
- -0.41%
- 1M
- -7.71%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.42%
- 3Y*
- 16.85%
- 5Y*
- 11.17%
- 10Y*
- 13.59%
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SICIX vs. SPINX - Expense Ratio Comparison
SICIX has a 0.51% expense ratio, which is higher than SPINX's 0.12% expense ratio.
Return for Risk
SICIX vs. SPINX — Risk / Return Rank
SICIX
SPINX
SICIX vs. SPINX - 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 S&P 500 Index Fund (SPINX). 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 | SPINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.84 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.29 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.06 | +1.13 |
Martin ratioReturn relative to average drawdown | 8.95 | 5.13 | +3.81 |
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 | SPINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.84 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.50 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.65 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.64 | +0.14 |
Correlation
The correlation between SICIX and SPINX is 0.72, 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. SPINX - Dividend Comparison
SICIX's dividend yield for the trailing twelve months is around 2.86%, less than SPINX's 12.81% 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% |
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | 12.81% | 11.90% | 26.02% | 9.77% | 9.59% | 6.58% | 3.58% | 3.01% | 4.94% | 2.32% | 1.97% | 2.29% |
Drawdowns
SICIX vs. SPINX - Drawdown Comparison
The maximum SICIX drawdown since its inception was -27.62%, smaller than the maximum SPINX drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SICIX and SPINX.
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Drawdown Indicators
| SICIX | SPINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.62% | -33.82% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -12.11% | +9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -10.94% | -32.91% | +21.97% |
Max Drawdown (10Y)Largest decline over 10 years | -11.61% | -33.82% | +22.21% |
Current DrawdownCurrent decline from peak | -2.39% | -13.57% | +11.18% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -5.25% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.50% | -1.83% |
Volatility
SICIX vs. SPINX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) is 1.24%, while SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a volatility of 4.25%. This indicates that SICIX experiences smaller price fluctuations and is considered to be less risky than SPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICIX | SPINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 4.25% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 9.13% | -7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 18.15% | -14.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.87% | 22.47% | -18.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.89% | 20.92% | -17.03% |