SSIAX vs. STDAX
Compare and contrast key facts about 1919 Socially Responsive Balanced Fund (SSIAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
SSIAX is managed by 1919 Funds. It was launched on Nov 5, 1992. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
SSIAX vs. STDAX - Performance Comparison
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SSIAX vs. STDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSIAX 1919 Socially Responsive Balanced Fund | -6.67% | 9.79% | 15.94% | 19.66% | -20.00% | 17.26% | 20.57% | 24.69% | -1.30% | 16.38% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, SSIAX achieves a -6.67% return, which is significantly lower than STDAX's 0.36% return. Over the past 10 years, SSIAX has outperformed STDAX with an annualized return of 9.17%, while STDAX has yielded a comparatively lower 2.52% annualized return.
SSIAX
- 1D
- 0.22%
- 1M
- -5.79%
- YTD
- -6.67%
- 6M
- -4.78%
- 1Y
- 6.38%
- 3Y*
- 10.59%
- 5Y*
- 5.78%
- 10Y*
- 9.17%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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SSIAX vs. STDAX - Expense Ratio Comparison
SSIAX has a 0.97% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
SSIAX vs. STDAX — Risk / Return Rank
SSIAX
STDAX
SSIAX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1919 Socially Responsive Balanced Fund (SSIAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.
| SSIAX | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 4.24 | -3.67 |
Sortino ratioReturn per unit of downside risk | 0.90 | 7.10 | -6.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 2.50 | -1.37 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 6.50 | -5.82 |
Martin ratioReturn relative to average drawdown | 2.68 | 31.36 | -28.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSIAX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 4.24 | -3.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.42 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.38 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | -0.00 | +0.58 |
Correlation
The correlation between SSIAX and STDAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSIAX vs. STDAX - Dividend Comparison
SSIAX's dividend yield for the trailing twelve months is around 1.07%, less than STDAX's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSIAX 1919 Socially Responsive Balanced Fund | 1.07% | 1.23% | 0.73% | 0.51% | 0.23% | 0.41% | 0.27% | 0.62% | 7.03% | 6.21% | 7.28% | 8.74% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
SSIAX vs. STDAX - Drawdown Comparison
The maximum SSIAX drawdown since its inception was -40.41%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for SSIAX and STDAX.
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Drawdown Indicators
| SSIAX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.41% | -76.81% | +36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.77% | -0.59% | -7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -2.91% | -21.12% |
Max Drawdown (10Y)Largest decline over 10 years | -24.03% | -26.89% | +2.86% |
Current DrawdownCurrent decline from peak | -7.57% | -9.55% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -31.95% | +25.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 0.12% | +1.86% |
Volatility
SSIAX vs. STDAX - Volatility Comparison
1919 Socially Responsive Balanced Fund (SSIAX) has a higher volatility of 3.01% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that SSIAX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSIAX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 0.39% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 0.64% | +5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 0.93% | +10.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.52% | 1.95% | +10.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 6.69% | +5.99% |