STDAX vs. TAIAX
Compare and contrast key facts about SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX).
STDAX is managed by SEI. It was launched on Nov 16, 2003. TAIAX is managed by American Funds. It was launched on May 17, 2012.
Performance
STDAX vs. TAIAX - Performance Comparison
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STDAX vs. TAIAX - 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% |
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio | -2.55% | 13.27% | 10.09% | 11.74% | -10.18% | 13.47% | 7.46% | 16.26% | -2.17% | 14.25% |
Returns By Period
In the year-to-date period, STDAX achieves a 0.36% return, which is significantly higher than TAIAX's -2.55% return. Over the past 10 years, STDAX has underperformed TAIAX with an annualized return of 2.52%, while TAIAX has yielded a comparatively higher 7.12% 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%
TAIAX
- 1D
- -0.12%
- 1M
- -5.95%
- YTD
- -2.55%
- 6M
- -0.09%
- 1Y
- 9.69%
- 3Y*
- 9.76%
- 5Y*
- 5.95%
- 10Y*
- 7.12%
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STDAX vs. TAIAX - Expense Ratio Comparison
STDAX has a 0.35% expense ratio, which is higher than TAIAX's 0.34% expense ratio.
Return for Risk
STDAX vs. TAIAX — Risk / Return Rank
STDAX
TAIAX
STDAX vs. TAIAX - 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 Tax-Aware Conservative Growth and Income Portfolio (TAIAX). 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 | TAIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.24 | 1.28 | +2.96 |
Sortino ratioReturn per unit of downside risk | 7.10 | 1.78 | +5.32 |
Omega ratioGain probability vs. loss probability | 2.50 | 1.27 | +1.23 |
Calmar ratioReturn relative to maximum drawdown | 6.50 | 1.43 | +5.07 |
Martin ratioReturn relative to average drawdown | 31.36 | 6.24 | +25.12 |
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 | TAIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.24 | 1.28 | +2.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.42 | 0.79 | +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 | 0.99 | -0.99 |
Correlation
The correlation between STDAX and TAIAX is 0.63, 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. TAIAX - Dividend Comparison
STDAX's dividend yield for the trailing twelve months is around 4.47%, less than TAIAX's 5.31% 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% |
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio | 5.31% | 5.18% | 5.16% | 4.29% | 4.37% | 3.40% | 2.65% | 4.01% | 4.54% | 4.04% | 2.77% | 3.38% |
Drawdowns
STDAX vs. TAIAX - Drawdown Comparison
The maximum STDAX drawdown since its inception was -76.81%, which is greater than TAIAX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for STDAX and TAIAX.
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Drawdown Indicators
| STDAX | TAIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.81% | -21.42% | -55.39% |
Max Drawdown (1Y)Largest decline over 1 year | -0.59% | -6.62% | +6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -2.91% | -16.76% | +13.85% |
Max Drawdown (10Y)Largest decline over 10 years | -26.89% | -21.42% | -5.47% |
Current DrawdownCurrent decline from peak | -9.55% | -6.16% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -31.95% | -2.22% | -29.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 1.52% | -1.40% |
Volatility
STDAX vs. TAIAX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.39%, while American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a volatility of 2.80%. This indicates that STDAX experiences smaller price fluctuations and is considered to be less risky than TAIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STDAX | TAIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 2.80% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | 4.83% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.93% | 7.91% | -6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.95% | 7.54% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.69% | 8.14% | -1.45% |