VBAIX vs. SIFAX
VBAIX (Vanguard Balanced Index Fund Institutional Shares) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 10 years, VBAIX returned 10.15%/yr vs 3.55%/yr for SIFAX. At a 0.26 correlation, their price movements are largely independent. VBAIX charges 0.06%/yr vs 0.90%/yr for SIFAX.
Performance
VBAIX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, VBAIX achieves a 7.40% return, which is significantly lower than SIFAX's 8.08% return. Over the past 10 years, VBAIX has outperformed SIFAX with an annualized return of 10.15%, while SIFAX has yielded a comparatively lower 3.55% annualized return.
VBAIX
- 1D
- 0.16%
- 1M
- 3.72%
- YTD
- 7.40%
- 6M
- 7.29%
- 1Y
- 19.41%
- 3Y*
- 16.11%
- 5Y*
- 8.62%
- 10Y*
- 10.15%
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%
VBAIX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBAIX Vanguard Balanced Index Fund Institutional Shares | 7.40% | 13.60% | 17.78% | 17.55% | -16.87% | 14.20% | 16.40% | 21.79% | -2.83% | 13.86% |
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 VBAIX and SIFAX is -0.23, 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 | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.26 |
The correlation between VBAIX and SIFAX shifts across timeframes, from -0.23 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VBAIX vs. SIFAX — Risk / Return Rank
VBAIX
SIFAX
VBAIX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund Institutional Shares (VBAIX) 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.
| VBAIX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 5.18 | -1.77 |
| Martin ratioReturn relative to average drawdown | 15.63 | 16.54 | -0.90 |
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
| VBAIX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.31 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.05 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.68 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.34 | +0.32 |
Drawdowns
VBAIX vs. SIFAX - Drawdown Comparison
The maximum VBAIX drawdown since its inception was -35.82%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for VBAIX and SIFAX.
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Drawdown Indicators
| VBAIX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.82% | -23.62% | -12.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.84% | -2.41% | -3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -11.57% | -3.57% | -8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -8.32% | -13.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.77% | -14.69% | -8.08% |
Current DrawdownCurrent decline from peak | 0.00% | -1.83% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -8.55% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 0.75% | +0.52% |
Volatility
VBAIX vs. SIFAX - Volatility Comparison
Vanguard Balanced Index Fund Institutional Shares (VBAIX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) have volatilities of 2.26% and 2.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBAIX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.18% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 4.69% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.90% | 5.41% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.10% | 5.60% | +5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.23% | 5.22% | +6.01% |
VBAIX vs. SIFAX - Expense Ratio Comparison
VBAIX has a 0.06% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
VBAIX vs. SIFAX - Dividend Comparison
VBAIX's dividend yield for the trailing twelve months is around 5.22%, 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% |
VBAIX Vanguard Balanced Index Fund Institutional Shares | 5.22% | 6.01% | 8.01% | 4.36% | 2.84% | 3.20% | 2.65% | 2.29% | 2.33% | 1.96% | 2.10% | 2.10% |
Frequently Asked Questions
VBAIX and SIFAX have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VBAIX has higher volatility (2.26%) compared to SIFAX (2.18%). In terms of maximum drawdown, VBAIX dropped -35.82% vs SIFAX's -23.62%.
VBAIX currently has the higher Sharpe Ratio (2.53 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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