PortfoliosLab logoPortfoliosLab logo
SWKRX vs. SICIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWKRX vs. SICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWKRX vs. SICIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
3.06%12.14%3.85%8.71%-12.47%5.73%6.11%13.79%-4.20%8.19%
SICIX
SEI Asset Allocation Trust Conservative Strategy Fund
0.36%8.12%5.52%5.29%-6.23%4.13%2.62%9.36%-2.07%5.13%

Returns By Period

In the year-to-date period, SWKRX achieves a 3.06% return, which is significantly higher than SICIX's 0.36% return. Over the past 10 years, SWKRX has outperformed SICIX with an annualized return of 4.44%, while SICIX has yielded a comparatively lower 3.36% annualized return.


SWKRX

1D
0.36%
1M
-4.09%
YTD
3.06%
6M
5.58%
1Y
11.14%
3Y*
8.47%
5Y*
3.78%
10Y*
4.44%

SICIX

1D
0.27%
1M
-2.39%
YTD
0.36%
6M
1.75%
1Y
5.89%
3Y*
5.80%
5Y*
3.22%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWKRX vs. SICIX - Expense Ratio Comparison

SWKRX has a 0.00% expense ratio, which is lower than SICIX's 0.51% expense ratio.


Return for Risk

SWKRX vs. SICIX — Risk / Return Rank

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

SWKRX
SWKRX Risk / Return Rank: 8282
Overall Rank
SWKRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SWKRX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SWKRX Omega Ratio Rank: 8282
Omega Ratio Rank
SWKRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
SWKRX Martin Ratio Rank: 8484
Martin Ratio Rank

SICIX
SICIX Risk / Return Rank: 8585
Overall Rank
SICIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SICIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SICIX Omega Ratio Rank: 8484
Omega Ratio Rank
SICIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SICIX Martin Ratio Rank: 8686
Martin Ratio Rank
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.

SWKRX vs. SICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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.


SWKRXSICIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.66

-0.09

Sortino ratio

Return per unit of downside risk

2.15

2.20

-0.05

Omega ratio

Gain probability vs. loss probability

1.32

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

1.84

2.19

-0.35

Martin ratio

Return relative to average drawdown

8.48

8.95

-0.46

SWKRX vs. SICIX - Sharpe Ratio Comparison

The current SWKRX Sharpe Ratio is 1.57, which is comparable to the SICIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SWKRX and SICIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWKRXSICIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.66

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.84

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.87

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.78

-0.08

Correlation

The correlation between SWKRX and SICIX is 0.85, 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

SWKRX vs. SICIX - Dividend Comparison

SWKRX's dividend yield for the trailing twelve months is around 3.97%, more than SICIX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
3.97%4.41%4.73%4.69%7.47%3.93%3.02%4.66%3.10%2.71%4.71%2.27%
SICIX
SEI Asset Allocation Trust Conservative Strategy Fund
2.86%2.87%3.67%2.80%4.69%3.46%1.84%2.91%1.80%1.81%1.64%1.97%

Drawdowns

SWKRX vs. SICIX - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.69%, smaller than the maximum SICIX drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for SWKRX and SICIX.


Loading graphics...

Drawdown Indicators


SWKRXSICIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-27.62%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-2.73%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-10.94%

-9.75%

Max Drawdown (10Y)

Largest decline over 10 years

-20.69%

-11.61%

-9.08%

Current Drawdown

Current decline from peak

-4.09%

-2.39%

-1.70%

Average Drawdown

Average peak-to-trough decline

-3.09%

-3.59%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.67%

+0.69%

Volatility

SWKRX vs. SICIX - Volatility Comparison

Schwab Monthly Income Fund - Enhanced Payout (SWKRX) has a higher volatility of 2.37% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that SWKRX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWKRXSICIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

1.24%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

2.06%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

7.37%

3.66%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

3.87%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

3.89%

+3.14%