TRLVX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) and Fidelity Asset Manager 70% Fund (FASGX).
TRLVX is managed by BlackRock. It was launched on May 4, 1987. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
TRLVX vs. FASGX - Performance Comparison
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TRLVX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | -0.45% | 7.06% | 0.83% | 5.92% | -15.66% | -1.63% | 9.04% | 9.25% | -0.47% | 4.15% |
FASGX Fidelity Asset Manager 70% Fund | -0.70% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, TRLVX achieves a -0.45% return, which is significantly higher than FASGX's -0.70% return. Over the past 10 years, TRLVX has underperformed FASGX with an annualized return of 1.61%, while FASGX has yielded a comparatively higher 8.96% annualized return.
TRLVX
- 1D
- 0.21%
- 1M
- -1.84%
- YTD
- -0.45%
- 6M
- 0.18%
- 1Y
- 3.38%
- 3Y*
- 3.25%
- 5Y*
- -0.48%
- 10Y*
- 1.61%
FASGX
- 1D
- 2.36%
- 1M
- -4.75%
- YTD
- -0.70%
- 6M
- 1.92%
- 1Y
- 17.75%
- 3Y*
- 12.59%
- 5Y*
- 6.64%
- 10Y*
- 8.96%
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TRLVX vs. FASGX - Expense Ratio Comparison
TRLVX has a 0.66% expense ratio, which is lower than FASGX's 0.67% expense ratio.
Return for Risk
TRLVX vs. FASGX — Risk / Return Rank
TRLVX
FASGX
TRLVX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) and Fidelity Asset Manager 70% Fund (FASGX). 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.
| TRLVX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.41 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.01 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.00 | -0.64 |
Martin ratioReturn relative to average drawdown | 3.96 | 8.74 | -4.79 |
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
| TRLVX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.41 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.55 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.71 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.60 | +0.42 |
Correlation
The correlation between TRLVX and FASGX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TRLVX vs. FASGX - Dividend Comparison
TRLVX's dividend yield for the trailing twelve months is around 3.24%, less than FASGX's 7.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | 3.24% | 3.52% | 4.01% | 3.38% | 1.80% | 1.90% | 5.98% | 3.73% | 2.77% | 2.36% | 4.46% | 3.64% |
FASGX Fidelity Asset Manager 70% Fund | 7.39% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
TRLVX vs. FASGX - Drawdown Comparison
The maximum TRLVX drawdown since its inception was -20.98%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for TRLVX and FASGX.
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Drawdown Indicators
| TRLVX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -47.35% | +26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -9.07% | +6.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -23.54% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | -27.20% | +6.22% |
Current DrawdownCurrent decline from peak | -5.56% | -5.77% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -6.74% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.07% | -1.02% |
Volatility
TRLVX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) is 1.59%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that TRLVX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLVX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 5.30% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 8.12% | -5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.54% | 13.00% | -8.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 12.18% | -5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 12.58% | -7.36% |