STDAX vs. AMBFX
Compare and contrast key facts about SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) and American Funds American Balanced Fund® Class F-2 (AMBFX).
STDAX is managed by SEI. It was launched on Nov 16, 2003. AMBFX is managed by American Funds. It was launched on Aug 5, 2008.
Performance
STDAX vs. AMBFX - Performance Comparison
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STDAX vs. AMBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AMBFX American Funds American Balanced Fund® Class F-2 | -2.82% | 18.67% | 15.25% | 13.81% | -11.93% | 16.00% | 11.06% | 19.45% | -2.69% | 14.85% |
Returns By Period
In the year-to-date period, STDAX achieves a 0.36% return, which is significantly higher than AMBFX's -2.82% return. Over the past 10 years, STDAX has underperformed AMBFX with an annualized return of 2.52%, while AMBFX has yielded a comparatively higher 9.33% annualized return.
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%
AMBFX
- 1D
- -0.14%
- 1M
- -6.81%
- YTD
- -2.82%
- 6M
- 0.93%
- 1Y
- 15.54%
- 3Y*
- 13.72%
- 5Y*
- 8.28%
- 10Y*
- 9.33%
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STDAX vs. AMBFX - Expense Ratio Comparison
Both STDAX and AMBFX have an expense ratio of 0.35%.
Return for Risk
STDAX vs. AMBFX — Risk / Return Rank
STDAX
AMBFX
STDAX vs. AMBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) and American Funds American Balanced Fund® Class F-2 (AMBFX). 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.
| STDAX | AMBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.24 | 1.45 | +2.79 |
Sortino ratioReturn per unit of downside risk | 7.10 | 2.12 | +4.98 |
Omega ratioGain probability vs. loss probability | 2.50 | 1.30 | +1.20 |
Calmar ratioReturn relative to maximum drawdown | 6.50 | 2.03 | +4.47 |
Martin ratioReturn relative to average drawdown | 31.36 | 8.67 | +22.70 |
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
| STDAX | AMBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.24 | 1.45 | +2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.42 | 0.80 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.88 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.72 | -0.72 |
Correlation
The correlation between STDAX and AMBFX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
STDAX vs. AMBFX - Dividend Comparison
STDAX's dividend yield for the trailing twelve months is around 4.47%, less than AMBFX's 8.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AMBFX American Funds American Balanced Fund® Class F-2 | 8.75% | 8.47% | 7.40% | 2.20% | 2.52% | 4.50% | 4.56% | 4.19% | 6.20% | 4.85% | 4.46% | 5.81% |
Drawdowns
STDAX vs. AMBFX - Drawdown Comparison
The maximum STDAX drawdown since its inception was -76.81%, which is greater than AMBFX's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for STDAX and AMBFX.
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Drawdown Indicators
| STDAX | AMBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.81% | -35.05% | -41.76% |
Max Drawdown (1Y)Largest decline over 1 year | -0.59% | -7.34% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -2.91% | -18.65% | +15.74% |
Max Drawdown (10Y)Largest decline over 10 years | -26.89% | -22.31% | -4.58% |
Current DrawdownCurrent decline from peak | -9.55% | -7.00% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -31.95% | -3.61% | -28.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 1.72% | -1.60% |
Volatility
STDAX vs. AMBFX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.39%, while American Funds American Balanced Fund® Class F-2 (AMBFX) has a volatility of 3.26%. This indicates that STDAX experiences smaller price fluctuations and is considered to be less risky than AMBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STDAX | AMBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 3.26% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | 6.73% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.93% | 11.10% | -10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.95% | 10.42% | -8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.69% | 10.62% | -3.93% |