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SIOAX vs. PBAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIOAX vs. PBAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) and BlackRock Tactical Opportunities Fund Institutional Class (PBAIX). The values are adjusted to include any dividend payments, if applicable.

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SIOAX vs. PBAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIOAX
SEI Institutional Managed Trust Multi-Asset Income Fund
0.35%10.08%7.25%11.09%-13.13%4.50%5.33%14.33%-2.11%6.77%
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
3.48%6.46%12.08%2.64%6.14%0.50%6.91%1.65%4.68%8.05%

Returns By Period

In the year-to-date period, SIOAX achieves a 0.35% return, which is significantly lower than PBAIX's 3.48% return. Over the past 10 years, SIOAX has underperformed PBAIX with an annualized return of 5.05%, while PBAIX has yielded a comparatively higher 5.38% annualized 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%

PBAIX

1D
0.25%
1M
1.43%
YTD
3.48%
6M
2.51%
1Y
9.73%
3Y*
8.72%
5Y*
6.55%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIOAX vs. PBAIX - Expense Ratio Comparison

SIOAX has a 0.80% expense ratio, which is higher than PBAIX's 0.77% expense ratio.


Return for Risk

SIOAX vs. PBAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIOAX
SIOAX Risk / Return Rank: 9191
Overall Rank
SIOAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SIOAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SIOAX Omega Ratio Rank: 9595
Omega Ratio Rank
SIOAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SIOAX Martin Ratio Rank: 9090
Martin Ratio Rank

PBAIX
PBAIX Risk / Return Rank: 7070
Overall Rank
PBAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PBAIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PBAIX Omega Ratio Rank: 6969
Omega Ratio Rank
PBAIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PBAIX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIOAX vs. PBAIX - 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 BlackRock Tactical Opportunities Fund Institutional Class (PBAIX). 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.


SIOAXPBAIXDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.42

+0.81

Sortino ratio

Return per unit of downside risk

2.97

1.96

+1.01

Omega ratio

Gain probability vs. loss probability

1.52

1.29

+0.22

Calmar ratio

Return relative to maximum drawdown

2.39

2.17

+0.22

Martin ratio

Return relative to average drawdown

10.79

7.13

+3.66

SIOAX vs. PBAIX - Sharpe Ratio Comparison

The current SIOAX Sharpe Ratio is 2.23, which is higher than the PBAIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SIOAX and PBAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SIOAXPBAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.42

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.02

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.88

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.57

+0.49

Correlation

The correlation between SIOAX and PBAIX 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

SIOAX vs. PBAIX - Dividend Comparison

SIOAX's dividend yield for the trailing twelve months is around 4.92%, while PBAIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
0.00%0.00%0.00%11.84%3.52%0.00%2.71%3.39%10.17%0.86%1.74%5.15%

Drawdowns

SIOAX vs. PBAIX - Drawdown Comparison

The maximum SIOAX drawdown since its inception was -22.10%, smaller than the maximum PBAIX drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for SIOAX and PBAIX.


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Drawdown Indicators


SIOAXPBAIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.10%

-39.26%

+17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.20%

-4.22%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-6.79%

-10.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.10%

-8.94%

-13.16%

Current Drawdown

Current decline from peak

-2.25%

-1.45%

-0.80%

Average Drawdown

Average peak-to-trough decline

-2.35%

-4.32%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.30%

-0.59%

Volatility

SIOAX vs. PBAIX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) is 1.09%, while BlackRock Tactical Opportunities Fund Institutional Class (PBAIX) has a volatility of 3.09%. This indicates that SIOAX experiences smaller price fluctuations and is considered to be less risky than PBAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIOAXPBAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

3.09%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

4.36%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

6.70%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

6.42%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.06%

6.11%

-1.05%