SICIX vs. SWJRX
Compare and contrast key facts about SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and Schwab Monthly Income Fund - Moderate Payout (SWJRX).
SICIX is managed by SEI. It was launched on Nov 16, 2003. SWJRX is managed by Charles Schwab. It was launched on Mar 27, 2008.
Performance
SICIX vs. SWJRX - Performance Comparison
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SICIX vs. SWJRX - 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% |
SWJRX Schwab Monthly Income Fund - Moderate Payout | 3.09% | 12.17% | 3.83% | 8.79% | -12.81% | 9.23% | 5.32% | 16.40% | -6.31% | 10.80% |
Returns By Period
In the year-to-date period, SICIX achieves a 0.36% return, which is significantly lower than SWJRX's 3.09% return. Over the past 10 years, SICIX has underperformed SWJRX with an annualized return of 3.36%, while SWJRX has yielded a comparatively higher 5.07% 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%
SWJRX
- 1D
- 0.37%
- 1M
- -4.10%
- YTD
- 3.09%
- 6M
- 5.56%
- 1Y
- 11.26%
- 3Y*
- 8.50%
- 5Y*
- 4.04%
- 10Y*
- 5.07%
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SICIX vs. SWJRX - Expense Ratio Comparison
SICIX has a 0.51% expense ratio, which is higher than SWJRX's 0.00% expense ratio.
Return for Risk
SICIX vs. SWJRX — Risk / Return Rank
SICIX
SWJRX
SICIX vs. SWJRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) and Schwab Monthly Income Fund - Moderate Payout (SWJRX). 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 | SWJRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.58 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.17 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.84 | +0.35 |
Martin ratioReturn relative to average drawdown | 8.95 | 8.43 | +0.51 |
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 | SWJRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.58 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.47 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.59 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.58 | +0.20 |
Correlation
The correlation between SICIX and SWJRX is 0.86, 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. SWJRX - Dividend Comparison
SICIX's dividend yield for the trailing twelve months is around 2.86%, less than SWJRX's 4.31% 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% |
SWJRX Schwab Monthly Income Fund - Moderate Payout | 4.31% | 4.78% | 4.94% | 4.80% | 8.67% | 3.62% | 2.49% | 5.36% | 3.47% | 2.93% | 6.05% | 6.80% |
Drawdowns
SICIX vs. SWJRX - Drawdown Comparison
The maximum SICIX drawdown since its inception was -27.62%, which is greater than SWJRX's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for SICIX and SWJRX.
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Drawdown Indicators
| SICIX | SWJRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.62% | -25.61% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -6.32% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -10.94% | -20.87% | +9.93% |
Max Drawdown (10Y)Largest decline over 10 years | -11.61% | -20.87% | +9.26% |
Current DrawdownCurrent decline from peak | -2.39% | -4.10% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -3.91% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.38% | -0.71% |
Volatility
SICIX vs. SWJRX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) is 1.24%, while Schwab Monthly Income Fund - Moderate Payout (SWJRX) has a volatility of 2.33%. This indicates that SICIX experiences smaller price fluctuations and is considered to be less risky than SWJRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICIX | SWJRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 2.33% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 4.09% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 7.32% | -3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.87% | 8.71% | -4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.89% | 8.57% | -4.68% |