TAIFX vs. SIFAX
TAIFX (American Funds Tax-Aware Conservative Growth & Income Portfolio F1) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 10 years, TAIFX returned 7.83%/yr vs 3.55%/yr for SIFAX. At a 0.33 correlation, their price movements are largely independent. TAIFX charges 0.70%/yr vs 0.90%/yr for SIFAX.
Performance
TAIFX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, TAIFX achieves a 6.51% return, which is significantly lower than SIFAX's 8.08% return. Over the past 10 years, TAIFX has outperformed SIFAX with an annualized return of 7.83%, while SIFAX has yielded a comparatively lower 3.55% annualized return.
TAIFX
- 1D
- 0.34%
- 1M
- 2.81%
- YTD
- 6.51%
- 6M
- 7.11%
- 1Y
- 16.87%
- 3Y*
- 12.77%
- 5Y*
- 6.90%
- 10Y*
- 7.83%
SIFAX
- 1D
- 0.12%
- 1M
- -1.50%
- YTD
- 8.08%
- 6M
- 7.70%
- 1Y
- 12.43%
- 3Y*
- 7.51%
- 5Y*
- 5.83%
- 10Y*
- 3.55%
TAIFX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAIFX American Funds Tax-Aware Conservative Growth & Income Portfolio F1 | 6.51% | 13.74% | 9.96% | 11.78% | -10.23% | 12.35% | 7.41% | 15.90% | -2.19% | 14.21% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 8.08% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Correlation
The correlation between TAIFX and SIFAX is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.33 |
The correlation between TAIFX and SIFAX shifts across timeframes, from -0.13 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TAIFX vs. SIFAX — Risk / Return Rank
TAIFX
SIFAX
TAIFX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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.
| TAIFX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.44 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 5.18 | -2.24 |
| Martin ratioReturn relative to average drawdown | 13.44 | 16.54 | -3.09 |
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
| TAIFX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.72 | 2.31 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.05 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.68 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.34 | +0.72 |
Drawdowns
TAIFX vs. SIFAX - Drawdown Comparison
The maximum TAIFX drawdown since its inception was -21.43%, smaller than the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for TAIFX and SIFAX.
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Drawdown Indicators
| TAIFX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.43% | -23.62% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -2.41% | -3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -8.35% | -3.57% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -16.79% | -8.32% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -21.43% | -14.69% | -6.74% |
Current DrawdownCurrent decline from peak | 0.00% | -1.83% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -8.55% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 0.75% | +0.53% |
Volatility
TAIFX vs. SIFAX - Volatility Comparison
The current volatility for American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) is 1.96%, while SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) has a volatility of 2.18%. This indicates that TAIFX experiences smaller price fluctuations and is considered to be less risky than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAIFX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 2.18% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.26% | 4.69% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.33% | 5.41% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.59% | 5.60% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.16% | 5.22% | +2.94% |
TAIFX vs. SIFAX - Expense Ratio Comparison
TAIFX has a 0.70% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
TAIFX vs. SIFAX - Dividend Comparison
TAIFX's dividend yield for the trailing twelve months is around 5.09%, more than SIFAX's 4.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.21% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
TAIFX American Funds Tax-Aware Conservative Growth & Income Portfolio F1 | 5.09% | 5.50% | 5.11% | 4.25% | 4.32% | 2.40% | 2.60% | 3.72% | 4.52% | 4.08% | 3.57% | 3.41% |
Frequently Asked Questions
TAIFX and SIFAX have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIFAX has higher volatility (2.18%) compared to TAIFX (1.96%). In terms of maximum drawdown, TAIFX dropped -21.43% vs SIFAX's -23.62%.
TAIFX currently has the higher Sharpe Ratio (2.72 vs 2.31), 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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