STDAX vs. VGWAX

Last updated Jun 4, 2026

STDAX (SEI Asset Allocation Trust Defensive Strategy Allocation Fund) and VGWAX (Vanguard Global Wellington Fund Admiral Shares) are both Diversified Portfolio funds. Over the past 5 years, STDAX returned 2.89%/yr vs 8.46%/yr for VGWAX. A 0.51 correlation means they provide meaningful diversification when combined. STDAX charges 0.35%/yr vs 0.29%/yr for VGWAX.

Performance

STDAX vs. VGWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STDAX achieves a 1.30% return, which is significantly lower than VGWAX's 11.04% return.

STDAX

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.30%
• 6M: 1.61%
• 1Y: 3.99%
• 3Y*: 4.49%
• 5Y*: 2.89%
• 10Y*: 2.40%

VGWAX

• 1D: 0.00%
• 1M: 3.25%
• YTD: 11.04%
• 6M: 12.06%
• 1Y: 22.61%
• 3Y*: 14.48%
• 5Y*: 8.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STDAX vs. VGWAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund	1.30%	4.46%	5.35%	4.45%	-1.58%	1.56%	-19.54%	19.83%	-1.48%
VGWAX Vanguard Global Wellington Fund Admiral Shares	11.04%	17.48%	6.27%	12.54%	-7.07%	13.51%	7.51%	22.16%	-5.05%

Correlation

The correlation between STDAX and VGWAX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Mar 15, 2018	0.51

The correlation between STDAX and VGWAX has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.

Return for Risk

STDAX vs. VGWAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STDAX

STDAX Risk / Return Rank: 99
STDAX Sharpe Ratio Rank: 99
STDAX Sortino Ratio Rank: 99
STDAX Omega Ratio Rank: 99
STDAX Calmar Ratio Rank: 99
STDAX Martin Ratio Rank: 99

VGWAX

VGWAX Risk / Return Rank: 81
VGWAX Sharpe Ratio Rank: 88
VGWAX Sortino Ratio Rank: 87
VGWAX Omega Ratio Rank: 83
VGWAX Calmar Ratio Rank: 75
VGWAX Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STDAX vs. VGWAX - 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 Vanguard Global Wellington Fund Admiral Shares (VGWAX). 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	VGWAX	Difference
Sharpe ratio: Return per unit of total volatility	4.78	2.88	+1.90
Sortino ratio: Return per unit of downside risk	8.56	4.11	+4.45
Omega ratio: Gain probability vs. loss probability	2.74	1.55	+1.19
Calmar ratio: Return relative to maximum drawdown	11.47	3.41	+8.06
Martin ratio: Return relative to average drawdown	48.94	13.91	+35.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STDAX vs. VGWAX - Sharpe Ratio Comparison

The current STDAX Sharpe Ratio is 4.78, which is higher than the VGWAX Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of STDAX and VGWAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STDAX	VGWAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.78	2.88	+1.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.48	0.93	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.84	-0.84

Drawdowns

STDAX vs. VGWAX - Drawdown Comparison

The maximum STDAX drawdown since its inception was -76.81%, which is greater than VGWAX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for STDAX and VGWAX.

Drawdown Indicators

	STDAX	VGWAX	Difference
Max Drawdown Largest peak-to-trough decline	-76.81%	-25.28%	-51.53%
Max Drawdown (1Y) Largest decline over 1 year	-0.36%	-6.67%	+6.31%
Max Drawdown (3Y) Largest decline over 3 years	-1.68%	-7.69%	+6.01%
Max Drawdown (5Y) Largest decline over 5 years	-2.91%	-17.46%	+14.55%
Max Drawdown (10Y) Largest decline over 10 years	-26.89%	—	—
Current Drawdown Current decline from peak	-8.71%	0.00%	-8.71%
Average Drawdown Average peak-to-trough decline	-31.77%	-2.90%	-28.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.08%	1.63%	-1.55%

Volatility

STDAX vs. VGWAX - Volatility Comparison

The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.34%, while Vanguard Global Wellington Fund Admiral Shares (VGWAX) has a volatility of 2.36%. This indicates that STDAX experiences smaller price fluctuations and is considered to be less risky than VGWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STDAX	VGWAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.34%	2.36%	-2.02%
Volatility (6M) Calculated over the trailing 6-month period	0.68%	6.33%	-5.65%
Volatility (1Y) Calculated over the trailing 1-year period	0.86%	7.91%	-7.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.96%	9.17%	-7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.64%	10.97%	-4.33%

STDAX vs. VGWAX - Expense Ratio Comparison

STDAX has a 0.35% expense ratio, which is higher than VGWAX's 0.29% expense ratio.

Dividends

STDAX vs. VGWAX - Dividend Comparison

STDAX's dividend yield for the trailing twelve months is around 4.56%, less than VGWAX's 6.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund	4.56%	4.49%	4.97%	4.77%	3.54%	0.87%	1.71%	5.19%	8.53%	6.92%	10.19%	3.84%
VGWAX Vanguard Global Wellington Fund Admiral Shares	6.09%	6.78%	7.47%	2.66%	4.50%	3.36%	1.64%	2.08%	2.62%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STDAX and VGWAX in my portfolio?

STDAX and VGWAX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STDAX or VGWAX?

VGWAX has higher volatility (2.36%) compared to STDAX (0.34%). In terms of maximum drawdown, STDAX dropped -76.81% vs VGWAX's -25.28%.

Which has better risk-adjusted returns?

STDAX currently has the higher Sharpe Ratio (4.78 vs 2.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.