SIFAX vs. PRCHX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) and T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX).
SIFAX is managed by BlackRock. It was launched on Apr 8, 2012. PRCHX is an actively managed fund by T. Rowe Price. It was launched on Nov 29, 2023.
Performance
SIFAX vs. PRCHX - Performance Comparison
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SIFAX vs. PRCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 9.34% | 7.82% | 4.08% | -0.25% |
PRCHX T. Rowe Price Capital Appreciation and Income Fund Class I | -3.52% | 13.68% | 8.92% | 3.12% |
Returns By Period
In the year-to-date period, SIFAX achieves a 9.34% return, which is significantly higher than PRCHX's -3.52% 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%
PRCHX
- 1D
- 0.14%
- 1M
- -4.30%
- YTD
- -3.52%
- 6M
- -1.05%
- 1Y
- 8.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SIFAX vs. PRCHX - Expense Ratio Comparison
SIFAX has a 0.90% expense ratio, which is higher than PRCHX's 0.49% expense ratio.
Return for Risk
SIFAX vs. PRCHX — Risk / Return Rank
SIFAX
PRCHX
SIFAX vs. PRCHX - 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 T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX). 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 | PRCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.29 | +0.90 |
Sortino ratioReturn per unit of downside risk | 3.07 | 1.90 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.74 | 1.79 | +1.95 |
Martin ratioReturn relative to average drawdown | 9.56 | 8.24 | +1.32 |
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 | PRCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.29 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.45 | -1.09 |
Correlation
The correlation between SIFAX and PRCHX is 0.03, 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. PRCHX - Dividend Comparison
SIFAX's dividend yield for the trailing twelve months is around 4.16%, less than PRCHX's 5.25% 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% |
PRCHX T. Rowe Price Capital Appreciation and Income Fund Class I | 5.25% | 5.08% | 3.22% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIFAX vs. PRCHX - Drawdown Comparison
The maximum SIFAX drawdown since its inception was -23.62%, which is greater than PRCHX's maximum drawdown of -6.10%. Use the drawdown chart below to compare losses from any high point for SIFAX and PRCHX.
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Drawdown Indicators
| SIFAX | PRCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.62% | -6.10% | -17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -5.03% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.69% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.36% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -0.65% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.09% | +0.16% |
Volatility
SIFAX vs. PRCHX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) is 2.03%, while T. Rowe Price Capital Appreciation and Income Fund Class I (PRCHX) has a volatility of 2.15%. This indicates that SIFAX experiences smaller price fluctuations and is considered to be less risky than PRCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIFAX | PRCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 2.15% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 3.82% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.30% | 7.44% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 6.51% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.16% | 6.51% | -1.35% |