STDAX vs. GWPAX
Compare and contrast key facts about SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) and American Funds Growth Portfolio Class A (GWPAX).
STDAX is managed by SEI. It was launched on Nov 16, 2003. GWPAX is managed by American Funds. It was launched on May 18, 2012.
Performance
STDAX vs. GWPAX - Performance Comparison
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STDAX vs. GWPAX - 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% |
GWPAX American Funds Growth Portfolio Class A | -8.70% | 20.47% | 20.17% | 28.76% | -26.97% | 18.59% | 25.34% | 27.19% | -6.59% | 25.12% |
Returns By Period
In the year-to-date period, STDAX achieves a 0.36% return, which is significantly higher than GWPAX's -8.70% return. Over the past 10 years, STDAX has underperformed GWPAX with an annualized return of 2.52%, while GWPAX has yielded a comparatively higher 11.50% 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%
GWPAX
- 1D
- -0.64%
- 1M
- -10.22%
- YTD
- -8.70%
- 6M
- -5.91%
- 1Y
- 15.91%
- 3Y*
- 16.02%
- 5Y*
- 7.28%
- 10Y*
- 11.50%
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STDAX vs. GWPAX - Expense Ratio Comparison
STDAX has a 0.35% expense ratio, which is lower than GWPAX's 0.73% expense ratio.
Return for Risk
STDAX vs. GWPAX — Risk / Return Rank
STDAX
GWPAX
STDAX vs. GWPAX - 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 Growth Portfolio Class A (GWPAX). 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 | GWPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.24 | 0.84 | +3.40 |
Sortino ratioReturn per unit of downside risk | 7.10 | 1.31 | +5.79 |
Omega ratioGain probability vs. loss probability | 2.50 | 1.19 | +1.31 |
Calmar ratioReturn relative to maximum drawdown | 6.50 | 1.11 | +5.39 |
Martin ratioReturn relative to average drawdown | 31.36 | 4.56 | +26.80 |
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 | GWPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.24 | 0.84 | +3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.42 | 0.40 | +1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.64 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.66 | -0.67 |
Correlation
The correlation between STDAX and GWPAX is 0.56, 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
STDAX vs. GWPAX - Dividend Comparison
STDAX's dividend yield for the trailing twelve months is around 4.47%, less than GWPAX's 6.30% 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% |
GWPAX American Funds Growth Portfolio Class A | 6.30% | 5.75% | 5.83% | 1.61% | 9.94% | 3.42% | 3.42% | 5.77% | 6.19% | 3.39% | 4.36% | 4.84% |
Drawdowns
STDAX vs. GWPAX - Drawdown Comparison
The maximum STDAX drawdown since its inception was -76.81%, which is greater than GWPAX's maximum drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for STDAX and GWPAX.
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Drawdown Indicators
| STDAX | GWPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.81% | -34.15% | -42.66% |
Max Drawdown (1Y)Largest decline over 1 year | -0.59% | -11.78% | +11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -2.91% | -34.15% | +31.24% |
Max Drawdown (10Y)Largest decline over 10 years | -26.89% | -34.15% | +7.26% |
Current DrawdownCurrent decline from peak | -9.55% | -11.78% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -31.95% | -5.77% | -26.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.86% | -2.74% |
Volatility
STDAX vs. GWPAX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.39%, while American Funds Growth Portfolio Class A (GWPAX) has a volatility of 5.38%. This indicates that STDAX experiences smaller price fluctuations and is considered to be less risky than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STDAX | GWPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 5.38% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | 10.77% | -10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.93% | 18.63% | -17.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.95% | 18.11% | -16.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.69% | 17.92% | -11.23% |