SIFAX vs. DGSIX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) and DFA Global Allocation 60/40 Portfolio (DGSIX).
SIFAX is managed by BlackRock. It was launched on Apr 8, 2012. DGSIX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
SIFAX vs. DGSIX - Performance Comparison
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SIFAX vs. DGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 9.34% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
Returns By Period
In the year-to-date period, SIFAX achieves a 9.34% return, which is significantly higher than DGSIX's -1.70% return. Over the past 10 years, SIFAX has underperformed DGSIX with an annualized return of 3.95%, while DGSIX has yielded a comparatively higher 7.83% annualized return.
SIFAX
- 1D
- 0.46%
- 1M
- 2.61%
- YTD
- 9.34%
- 6M
- 11.23%
- 1Y
- 11.09%
- 3Y*
- 7.29%
- 5Y*
- 6.95%
- 10Y*
- 3.95%
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
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SIFAX vs. DGSIX - Expense Ratio Comparison
SIFAX has a 0.90% expense ratio, which is higher than DGSIX's 0.24% expense ratio.
Return for Risk
SIFAX vs. DGSIX — Risk / Return Rank
SIFAX
DGSIX
SIFAX vs. DGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) and DFA Global Allocation 60/40 Portfolio (DGSIX). 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.
| SIFAX | DGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.31 | +0.87 |
Sortino ratioReturn per unit of downside risk | 3.07 | 1.88 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.74 | 1.57 | +2.16 |
Martin ratioReturn relative to average drawdown | 9.56 | 7.25 | +2.31 |
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
| SIFAX | DGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.31 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.64 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.76 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.23 |
Correlation
The correlation between SIFAX and DGSIX is 0.33, 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
SIFAX vs. DGSIX - Dividend Comparison
SIFAX's dividend yield for the trailing twelve months is around 4.16%, less than DGSIX's 8.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.16% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
Drawdowns
SIFAX vs. DGSIX - Drawdown Comparison
The maximum SIFAX drawdown since its inception was -23.62%, smaller than the maximum DGSIX drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for SIFAX and DGSIX.
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Drawdown Indicators
| SIFAX | DGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.62% | -41.64% | +18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -7.27% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | -18.36% | +10.04% |
Max Drawdown (10Y)Largest decline over 10 years | -14.69% | -23.59% | +8.90% |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -4.46% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.61% | -0.36% |
Volatility
SIFAX vs. DGSIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) is 2.03%, while DFA Global Allocation 60/40 Portfolio (DGSIX) has a volatility of 2.96%. This indicates that SIFAX experiences smaller price fluctuations and is considered to be less risky than DGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIFAX | DGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 2.96% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 5.51% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.30% | 9.85% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 10.15% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.16% | 10.34% | -5.18% |