SISAX vs. QBDSX
SISAX (SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, SISAX returned 10.71%/yr vs 0.52%/yr for QBDSX. Their 0.41 correlation means their historical movements had little consistent relationship. SISAX charges 0.35%/yr vs 1.31%/yr for QBDSX.
Performance
SISAX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, SISAX achieves a 9.97% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, SISAX has outperformed QBDSX with an annualized return of 10.71%, while QBDSX has yielded a comparatively lower 0.52% annualized return.
SISAX
- 1D
- 1.05%
- 1M
- 0.47%
- 6M
- 6.76%
- YTD
- 9.97%
- 1Y
- 20.66%
- 3Y*
- 14.60%
- 5Y*
- 8.79%
- 10Y*
- 10.71%
- ALL TIME*
- 8.41%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -0.88%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.24%
- 5Y*
- 0.70%
- 10Y*
- 0.52%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SISAX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SISAX SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund | 9.97% | 18.50% | 11.92% | 16.12% | -14.34% | 20.96% | 11.25% | 24.42% | -8.94% | 20.14% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between SISAX and QBDSX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.41 |
Over the past year, SISAX and QBDSX have become more correlated (0.67) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
SISAX vs. QBDSX — Risk / Return Rank
SISAX
QBDSX
SISAX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund (SISAX) and Quantified Managed Income Fund (QBDSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SISAX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.00 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | -0.03 | +2.36 |
| Martin ratioReturn relative to average drawdown | 10.03 | -0.07 | +10.10 |
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Drawdowns
SISAX vs. QBDSX - Drawdown Comparison
The maximum SISAX drawdown since its inception was -56.25%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for SISAX and QBDSX.
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Drawdown Indicators
| SISAX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.25% | -18.38% | -37.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -3.09% | -5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.97% | -3.76% | -11.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | -7.40% | -16.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -18.38% | -16.07% |
Current DrawdownCurrent decline from peak | -0.04% | -8.29% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -6.86% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.43% | +0.46% |
Volatility
SISAX vs. QBDSX - Volatility Comparison
SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund (SISAX) has a higher volatility of 2.63% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that SISAX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SISAX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 0.75% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 2.38% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 3.53% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 4.31% | +9.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 5.24% | +10.28% |
SISAX vs. QBDSX - Expense Ratio Comparison
SISAX has a 0.35% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
SISAX vs. QBDSX - Dividend Comparison
SISAX's dividend yield for the trailing twelve months is around 9.44%, more than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
SISAX SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund | 9.44% | 10.37% | 5.01% | 5.48% | 11.49% | 3.61% | 4.03% | 2.76% | 5.26% | 1.23% | 1.29% | 1.14% |
Frequently Asked Questions
SISAX and QBDSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SISAX has higher volatility (2.63%) compared to QBDSX (0.75%). In terms of maximum drawdown, SISAX dropped -56.25% vs QBDSX's -18.38%.
SISAX currently has the higher Sharpe Ratio (1.77 vs -0.03), 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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