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TAIFX vs. SIFAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAIFX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

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

TAIFX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

TAIFX
TAIFX Risk / Return Rank: 7575
Overall Rank
TAIFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TAIFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
TAIFX Omega Ratio Rank: 8282
Omega Ratio Rank
TAIFX Calmar Ratio Rank: 5858
Calmar Ratio Rank
TAIFX Martin Ratio Rank: 7070
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 7373
Overall Rank
SIFAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 6262
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SIFAX 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.

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.


TAIFXSIFAXDifference
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

TAIFX vs. SIFAX - Sharpe Ratio Comparison

The current TAIFX Sharpe Ratio is 2.72, which is comparable to the SIFAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of TAIFX and SIFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TAIFXSIFAXDifference

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


TAIFXSIFAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.83%

+1.83%

Average Drawdown

Average peak-to-trough decline

-2.20%

-8.55%

+6.35%

Ulcer Index

Depth 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


TAIFXSIFAXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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