SIFAX vs. NASDX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SIFAX is managed by BlackRock. It was launched on Apr 8, 2012. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
SIFAX vs. NASDX - Performance Comparison
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SIFAX vs. NASDX - 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, SIFAX achieves a 9.34% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, SIFAX has underperformed NASDX with an annualized return of 3.95%, while NASDX has yielded a comparatively higher 19.08% 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%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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SIFAX vs. NASDX - Expense Ratio Comparison
SIFAX has a 0.90% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
SIFAX vs. NASDX — Risk / Return Rank
SIFAX
NASDX
SIFAX vs. NASDX - 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.88 | +1.31 |
Sortino ratioReturn per unit of downside risk | 3.07 | 1.40 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.20 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.74 | 1.31 | +2.43 |
Martin ratioReturn relative to average drawdown | 9.56 | 5.01 | +4.55 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.88 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.63 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.85 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.29 | +0.08 |
Correlation
The correlation between SIFAX and NASDX is 0.13, 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. NASDX - Dividend Comparison
SIFAX's dividend yield for the trailing twelve months is around 4.16%, more than NASDX's 3.93% 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
SIFAX vs. NASDX - Drawdown Comparison
The maximum SIFAX drawdown since its inception was -23.62%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SIFAX and NASDX.
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Drawdown Indicators
| SIFAX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.62% | -83.16% | +59.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -12.70% | +9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | -35.33% | +27.01% |
Max Drawdown (10Y)Largest decline over 10 years | -14.69% | -35.33% | +20.64% |
Current DrawdownCurrent decline from peak | 0.00% | -11.90% | +11.90% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -34.59% | +25.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 3.32% | -2.07% |
Volatility
SIFAX vs. NASDX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) is 2.03%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that SIFAX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIFAX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 5.38% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 12.45% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.30% | 22.55% | -17.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 23.03% | -17.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.16% | 22.61% | -17.45% |