STDAX vs. BALFX
Compare and contrast key facts about SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) and American Funds American Balanced Fund (BALFX).
STDAX is managed by SEI. It was launched on Nov 16, 2003. BALFX is managed by American Funds. It was launched on Mar 15, 2001.
Performance
STDAX vs. BALFX - Performance Comparison
Loading graphics...
STDAX vs. BALFX - 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% |
BALFX American Funds American Balanced Fund | -2.88% | 18.40% | 14.91% | 13.62% | -12.19% | 15.69% | 10.81% | 18.50% | -3.54% | 14.63% |
Returns By Period
In the year-to-date period, STDAX achieves a 0.36% return, which is significantly higher than BALFX's -2.88% return. Over the past 10 years, STDAX has underperformed BALFX with an annualized return of 2.52%, while BALFX has yielded a comparatively higher 8.93% 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%
BALFX
- 1D
- -0.14%
- 1M
- -6.82%
- YTD
- -2.88%
- 6M
- 0.82%
- 1Y
- 15.28%
- 3Y*
- 13.46%
- 5Y*
- 8.01%
- 10Y*
- 8.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
STDAX vs. BALFX - Expense Ratio Comparison
STDAX has a 0.35% expense ratio, which is lower than BALFX's 0.62% expense ratio.
Return for Risk
STDAX vs. BALFX — Risk / Return Rank
STDAX
BALFX
STDAX vs. BALFX - 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 (BALFX). 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 | BALFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.24 | 1.42 | +2.82 |
Sortino ratioReturn per unit of downside risk | 7.10 | 2.08 | +5.02 |
Omega ratioGain probability vs. loss probability | 2.50 | 1.29 | +1.21 |
Calmar ratioReturn relative to maximum drawdown | 6.50 | 1.99 | +4.51 |
Martin ratioReturn relative to average drawdown | 31.36 | 8.46 | +22.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| STDAX | BALFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.24 | 1.42 | +2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.42 | 0.77 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.85 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.65 | -0.65 |
Correlation
The correlation between STDAX and BALFX is 0.72, 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. BALFX - Dividend Comparison
STDAX's dividend yield for the trailing twelve months is around 4.47%, less than BALFX's 8.48% 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% |
BALFX American Funds American Balanced Fund | 8.48% | 8.22% | 7.14% | 2.02% | 2.24% | 4.24% | 4.31% | 3.44% | 5.30% | 4.66% | 4.18% | 5.54% |
Drawdowns
STDAX vs. BALFX - Drawdown Comparison
The maximum STDAX drawdown since its inception was -76.81%, which is greater than BALFX's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for STDAX and BALFX.
Loading graphics...
Drawdown Indicators
| STDAX | BALFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.81% | -40.20% | -36.61% |
Max Drawdown (1Y)Largest decline over 1 year | -0.59% | -7.34% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -2.91% | -18.81% | +15.90% |
Max Drawdown (10Y)Largest decline over 10 years | -26.89% | -22.34% | -4.55% |
Current DrawdownCurrent decline from peak | -9.55% | -7.03% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -31.95% | -4.18% | -27.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 1.73% | -1.61% |
Volatility
STDAX vs. BALFX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.39%, while American Funds American Balanced Fund (BALFX) has a volatility of 3.28%. This indicates that STDAX experiences smaller price fluctuations and is considered to be less risky than BALFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| STDAX | BALFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 3.28% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | 6.75% | -6.11% |
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% | 10.41% | -8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.69% | 10.61% | -3.92% |