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SNSAX vs. ENIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SNSAX vs. ENIAX

Last updated Apr 1, 2026

Compare and contrast key facts about SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX).

SNSAX is managed by SEI. It was launched on Nov 17, 2003. ENIAX is managed by SEI. It was launched on Dec 13, 2006.

Performance

SNSAX vs. ENIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX). The values are adjusted to include any dividend payments, if applicable.

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SNSAX vs. ENIAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SNSAX
SEI Asset Allocation Trust Defensive Strategy Fund		0.61%6.29%5.12%4.67%-3.55%2.35%2.72%6.25%-0.26%2.81%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		0.38%6.14%8.34%7.94%-1.16%2.67%2.47%5.82%1.82%3.93%

Returns By Period

In the year-to-date period, SNSAX achieves a 0.61% return, which is significantly higher than ENIAX's 0.38% return. Over the past 10 years, SNSAX has underperformed ENIAX with an annualized return of 2.81%, while ENIAX has yielded a comparatively higher 4.17% annualized return.

SNSAX

1D
0.20%
1M
-1.21%
YTD
0.61%
6M
1.79%
1Y
4.84%
3Y*
5.05%
5Y*
2.96%
10Y*
2.81%

ENIAX

1D
0.00%
1M
0.25%
YTD
0.38%
6M
1.70%
1Y
5.36%
3Y*
6.73%
5Y*
4.57%
10Y*
4.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Asset Allocation Trust Defensive Strategy Fund

SEI Institutional Investments Trust Opportunistic Income Fund

Often compared with SNSAX:
SNSAX vs. SEATXSNSAX vs. CDSRXSNSAX vs. DFCFXSNSAX vs. DHEIXSNSAX vs. DLDFXSNSAX vs. DBLSXSNSAX vs. DFAIX
Often compared with ENIAX:
ENIAX vs. PAAAENIAX vs. DBSCXENIAX vs. FLTRENIAX vs. HICOXENIAX vs. DFLYXENIAX vs. CLOIENIAX vs. SGOV

SNSAX vs. ENIAX - Expense Ratio Comparison

SNSAX has a 0.61% expense ratio, which is higher than ENIAX's 0.23% expense ratio.

SNSAX
SEI Asset Allocation Trust Defensive Strategy Fund
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund

Return for Risk

SNSAX vs. ENIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNSAX
SNSAX Risk / Return Rank: 9090
Overall Rank
SNSAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SNSAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SNSAX Omega Ratio Rank: 9494
Omega Ratio Rank
SNSAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SNSAX Martin Ratio Rank: 9292
Martin Ratio Rank
ENIAX
ENIAX Risk / Return Rank: 9292
Overall Rank
ENIAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ENIAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ENIAX Omega Ratio Rank: 9999
Omega Ratio Rank
ENIAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ENIAX Martin Ratio Rank: 9292
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.

SNSAX vs. ENIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX). 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.

SNSAXENIAXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.89

-0.06

Sortino ratio

Return per unit of downside risk

2.24

2.45

-0.21

Omega ratio

Gain probability vs. loss probability

1.50

2.41

-0.91

Calmar ratio

Return relative to maximum drawdown

2.58

2.54

+0.03

Martin ratio

Return relative to average drawdown

11.02

11.20

-0.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNSAX vs. ENIAX - Sharpe Ratio Comparison

The current SNSAX Sharpe Ratio is 1.83, which is comparable to the ENIAX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SNSAX and ENIAX, 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

SNSAXENIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.89

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.61

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.50

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.65

+0.50

Correlation

The correlation between SNSAX and ENIAX is 0.28, 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

SNSAX vs. ENIAX - Dividend Comparison

SNSAX's dividend yield for the trailing twelve months is around 3.17%, less than ENIAX's 5.98% yield.

TTM20252024202320222021202020192018201720162015
SNSAX
SEI Asset Allocation Trust Defensive Strategy Fund		3.17%3.19%4.20%3.08%3.74%3.47%1.88%2.40%1.81%1.85%1.19%1.21%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		5.98%6.00%6.78%5.33%4.07%2.66%2.96%4.32%3.96%3.02%2.75%2.54%

Drawdowns

SNSAX vs. ENIAX - Drawdown Comparison

The maximum SNSAX drawdown since its inception was -12.22%, smaller than the maximum ENIAX drawdown of -33.30%. Use the drawdown chart below to compare losses from any high point for SNSAX and ENIAX.

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Drawdown Indicators

SNSAXENIAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.22%

-33.30%

+21.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-2.11%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-6.87%

-3.52%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-6.87%

-13.45%

+6.58%

Current Drawdown

Current decline from peak

-1.21%

0.00%

-1.21%

Average Drawdown

Average peak-to-trough decline

-1.84%

-7.86%

+6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.48%

-0.02%

Volatility

SNSAX vs. ENIAX - Volatility Comparison

SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) has a higher volatility of 0.76% compared to SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) at 0.36%. This indicates that SNSAX's price experiences larger fluctuations and is considered to be riskier than ENIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNSAXENIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.36%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

0.66%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

2.85%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

2.86%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.57%

2.78%

-0.21%