SIOAX vs. CRTOX
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) and Conquer Risk Tactical Opportunities Fund (CRTOX).
SIOAX is managed by BlackRock. It was launched on Apr 8, 2012. CRTOX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020.
Performance
SIOAX vs. CRTOX - Performance Comparison
Loading graphics...
SIOAX vs. CRTOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 10.43% |
CRTOX Conquer Risk Tactical Opportunities Fund | 1.00% | 11.98% | 8.39% | 15.76% | -14.53% | -2.00% | 19.81% |
Returns By Period
In the year-to-date period, SIOAX achieves a 0.35% return, which is significantly lower than CRTOX's 1.00% return.
SIOAX
- 1D
- 0.00%
- 1M
- -2.01%
- YTD
- 0.35%
- 6M
- 2.06%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.72%
- 10Y*
- 5.05%
CRTOX
- 1D
- 4.43%
- 1M
- -2.03%
- YTD
- 1.00%
- 6M
- 2.50%
- 1Y
- 17.66%
- 3Y*
- 7.15%
- 5Y*
- 2.73%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SIOAX vs. CRTOX - Expense Ratio Comparison
SIOAX has a 0.80% expense ratio, which is lower than CRTOX's 1.63% expense ratio.
Return for Risk
SIOAX vs. CRTOX — Risk / Return Rank
SIOAX
CRTOX
SIOAX vs. CRTOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) and Conquer Risk Tactical Opportunities Fund (CRTOX). 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.
| SIOAX | CRTOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.93 | +1.31 |
Sortino ratioReturn per unit of downside risk | 2.97 | 1.61 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.26 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 1.75 | +0.64 |
Martin ratioReturn relative to average drawdown | 10.79 | 6.04 | +4.74 |
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
| SIOAX | CRTOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.93 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.00 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.00 | +1.05 |
Correlation
The correlation between SIOAX and CRTOX is 0.39, 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
SIOAX vs. CRTOX - Dividend Comparison
SIOAX's dividend yield for the trailing twelve months is around 4.92%, less than CRTOX's 12.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
CRTOX Conquer Risk Tactical Opportunities Fund | 12.17% | 12.29% | 4.58% | 0.67% | 0.00% | 15.16% | 2.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIOAX vs. CRTOX - Drawdown Comparison
The maximum SIOAX drawdown since its inception was -22.10%, smaller than the maximum CRTOX drawdown of -98.92%. Use the drawdown chart below to compare losses from any high point for SIOAX and CRTOX.
Loading graphics...
Drawdown Indicators
| SIOAX | CRTOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.10% | -98.92% | +76.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -10.49% | +7.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -98.92% | +81.35% |
Max Drawdown (10Y)Largest decline over 10 years | -22.10% | — | — |
Current DrawdownCurrent decline from peak | -2.25% | -98.59% | +96.34% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -30.65% | +28.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 3.04% | -2.33% |
Volatility
SIOAX vs. CRTOX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) is 1.09%, while Conquer Risk Tactical Opportunities Fund (CRTOX) has a volatility of 6.25%. This indicates that SIOAX experiences smaller price fluctuations and is considered to be less risky than CRTOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SIOAX | CRTOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 6.25% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.86% | 12.15% | -10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 19.95% | -16.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 3,567.72% | -3,563.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 3,327.60% | -3,322.54% |