SIFAX vs. WFSPX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) and iShares S&P 500 Index Fund (WFSPX).
SIFAX is managed by BlackRock. It was launched on Apr 8, 2012. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
SIFAX vs. WFSPX - Performance Comparison
Loading graphics...
SIFAX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, SIFAX achieves a 9.34% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, SIFAX has underperformed WFSPX with an annualized return of 3.95%, while WFSPX has yielded a comparatively higher 13.63% 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%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SIFAX vs. WFSPX - Expense Ratio Comparison
SIFAX has a 0.90% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
SIFAX vs. WFSPX — Risk / Return Rank
SIFAX
WFSPX
SIFAX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.84 | +1.35 |
Sortino ratioReturn per unit of downside risk | 3.07 | 1.30 | +1.77 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.20 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.74 | 1.06 | +2.68 |
Martin ratioReturn relative to average drawdown | 9.56 | 5.13 | +4.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SIFAX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.84 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.68 | +0.59 |
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 | 0.13 | +0.23 |
Correlation
The correlation between SIFAX and WFSPX is 0.26, 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. WFSPX - Dividend Comparison
SIFAX's dividend yield for the trailing twelve months is around 4.16%, more than WFSPX's 1.58% 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% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
SIFAX vs. WFSPX - Drawdown Comparison
The maximum SIFAX drawdown since its inception was -23.62%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SIFAX and WFSPX.
Loading graphics...
Drawdown Indicators
| SIFAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.62% | -58.21% | +34.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -12.11% | +9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -8.32% | -24.51% | +16.19% |
Max Drawdown (10Y)Largest decline over 10 years | -14.69% | -33.74% | +19.05% |
Current DrawdownCurrent decline from peak | 0.00% | -8.90% | +8.90% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -12.84% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 2.49% | -1.24% |
Volatility
SIFAX vs. WFSPX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) is 2.03%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that SIFAX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SIFAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 4.24% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 9.08% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.30% | 18.06% | -12.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 16.84% | -11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.16% | 17.98% | -12.82% |