SIFAX vs. VFAIX
SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) and VFAIX (Vanguard Financials Index Fund Admiral Shares) are both mutual funds - SIFAX is a Diversified Portfolio fund managed by BlackRock, while VFAIX is a Financials Equities fund managed by BlackRock. Over the past 10 years, SIFAX returned 3.57%/yr vs 12.26%/yr for VFAIX. At a 0.23 correlation, their price movements are largely independent. SIFAX charges 0.90%/yr vs 0.10%/yr for VFAIX.
Performance
SIFAX vs. VFAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SIFAX achieves a 8.33% return, which is significantly higher than VFAIX's -6.39% return. Over the past 10 years, SIFAX has underperformed VFAIX with an annualized return of 3.57%, while VFAIX has yielded a comparatively higher 12.26% annualized return.
SIFAX
- 1D
- 0.23%
- 1M
- -1.04%
- YTD
- 8.33%
- 6M
- 7.95%
- 1Y
- 12.84%
- 3Y*
- 7.60%
- 5Y*
- 5.81%
- 10Y*
- 3.57%
VFAIX
- 1D
- -1.37%
- 1M
- -1.92%
- YTD
- -6.39%
- 6M
- -4.18%
- 1Y
- 3.00%
- 3Y*
- 18.44%
- 5Y*
- 7.99%
- 10Y*
- 12.26%
SIFAX vs. VFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 8.33% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -6.39% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
Correlation
The correlation between SIFAX and VFAIX is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.23 |
The correlation between SIFAX and VFAIX shifts across timeframes, from -0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SIFAX vs. VFAIX — Risk / Return Rank
SIFAX
VFAIX
SIFAX vs. VFAIX - 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 Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.04 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.29 | 0.16 | +5.13 |
| Martin ratioReturn relative to average drawdown | 16.74 | 0.43 | +16.30 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.16 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.42 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.54 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.23 | +0.11 |
Drawdowns
SIFAX vs. VFAIX - Drawdown Comparison
The maximum SIFAX drawdown since its inception was -23.62%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for SIFAX and VFAIX.
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Drawdown Indicators
| SIFAX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.62% | -78.64% | +55.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.41% | -14.72% | +12.31% |
Max Drawdown (3Y)Largest decline over 3 years | -3.57% | -17.31% | +13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | -25.71% | +17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -14.69% | -44.37% | +29.68% |
Current DrawdownCurrent decline from peak | -1.61% | -9.24% | +7.63% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -18.61% | +10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 5.54% | -4.78% |
Volatility
SIFAX vs. VFAIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) is 2.16%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 3.29%. This indicates that SIFAX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIFAX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 3.29% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.70% | 11.05% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 14.75% | -9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 19.35% | -13.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 22.60% | -17.38% |
SIFAX vs. VFAIX - Expense Ratio Comparison
SIFAX has a 0.90% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Dividends
SIFAX vs. VFAIX - Dividend Comparison
SIFAX's dividend yield for the trailing twelve months is around 4.20%, more than VFAIX's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.20% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.56% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Frequently Asked Questions
SIFAX and VFAIX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFAIX has higher volatility (3.29%) compared to SIFAX (2.16%). In terms of maximum drawdown, SIFAX dropped -23.62% vs VFAIX's -78.64%.
SIFAX currently has the higher Sharpe Ratio (2.36 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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