STDAX vs. VTTVX
STDAX (SEI Asset Allocation Trust Defensive Strategy Allocation Fund) and VTTVX (Vanguard Target Retirement 2025 Fund) are both Diversified Portfolio funds. Over the past 10 years, STDAX returned 1.88%/yr vs 7.56%/yr for VTTVX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. STDAX charges 0.35%/yr vs 0.08%/yr for VTTVX.
Performance
STDAX vs. VTTVX - Performance Comparison
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Returns By Period
In the year-to-date period, STDAX achieves a 1.58% return, which is significantly lower than VTTVX's 5.41% return. Over the past 10 years, STDAX has underperformed VTTVX with an annualized return of 1.88%, while VTTVX has yielded a comparatively higher 7.56% annualized return.
STDAX
- 1D
- 0.00%
- 1M
- -0.17%
- 6M
- 1.21%
- YTD
- 1.58%
- 1Y
- 3.26%
- 3Y*
- 4.17%
- 5Y*
- 2.89%
- 10Y*
- 1.88%
- ALL TIME*
- 0.03%
VTTVX
- 1D
- 1.01%
- 1M
- -0.57%
- 6M
- 3.60%
- YTD
- 5.41%
- 1Y
- 12.41%
- 3Y*
- 11.03%
- 5Y*
- 5.46%
- 10Y*
- 7.56%
- ALL TIME*
- 6.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STDAX vs. VTTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 1.58% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
VTTVX Vanguard Target Retirement 2025 Fund | 5.41% | 14.63% | 9.23% | 14.76% | -15.57% | 9.78% | 13.31% | 19.63% | -5.14% | 13.68% |
Correlation
The correlation between STDAX and VTTVX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.75 |
Over the past year, the correlation between STDAX and VTTVX has dropped to 0.50 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
STDAX vs. VTTVX — Risk / Return Rank
STDAX
VTTVX
STDAX vs. VTTVX - 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 Target Retirement 2025 Fund (VTTVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STDAX | VTTVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.24 | ||
| Omega ratioGain probability vs. loss probability | 2.25 | 1.29 | +0.96 |
| Calmar ratioReturn relative to maximum drawdown | 9.15 | 2.13 | +7.03 |
| Martin ratioReturn relative to average drawdown | 35.73 | 8.78 | +26.96 |
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Drawdowns
STDAX vs. VTTVX - Drawdown Comparison
The maximum STDAX drawdown since its inception was -76.81%, which is greater than VTTVX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for STDAX and VTTVX.
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Drawdown Indicators
| STDAX | VTTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.81% | -46.03% | -30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -0.36% | -5.57% | +5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -1.68% | -7.84% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -2.91% | -21.52% | +18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -26.89% | -22.51% | -4.38% |
Current DrawdownCurrent decline from peak | -8.45% | -1.31% | -7.14% |
Average DrawdownAverage peak-to-trough decline | -31.60% | -5.02% | -26.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 1.35% | -1.26% |
Volatility
STDAX vs. VTTVX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.28%, while Vanguard Target Retirement 2025 Fund (VTTVX) has a volatility of 2.20%. This indicates that STDAX experiences smaller price fluctuations and is considered to be less risky than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STDAX | VTTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.28% | 2.20% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 0.70% | 6.32% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.86% | 7.49% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.96% | 9.18% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.57% | 9.90% | -3.33% |
STDAX vs. VTTVX - Expense Ratio Comparison
STDAX has a 0.35% expense ratio, which is higher than VTTVX's 0.08% expense ratio.
Dividends
STDAX vs. VTTVX - Dividend Comparison
STDAX's dividend yield for the trailing twelve months is around 4.32%, less than VTTVX's 7.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.32% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
VTTVX Vanguard Target Retirement 2025 Fund | 7.01% | 7.38% | 7.63% | 3.96% | 2.96% | 16.28% | 4.35% | 2.57% | 3.14% | 0.47% | 2.68% | 4.98% |
Frequently Asked Questions
STDAX and VTTVX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTTVX has higher volatility (2.20%) compared to STDAX (0.28%). In terms of maximum drawdown, STDAX dropped -76.81% vs VTTVX's -46.03%.
STDAX currently has the higher Sharpe Ratio (3.81 vs 1.58), 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.
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