VFAIX vs. SIFAX
VFAIX (Vanguard Financials Index Fund Admiral Shares) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both mutual funds - VFAIX is a Financials Equities fund managed by BlackRock, while SIFAX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, VFAIX returned 12.42%/yr vs 3.55%/yr for SIFAX. At a 0.23 correlation, their price movements are largely independent. VFAIX charges 0.10%/yr vs 0.90%/yr for SIFAX.
Performance
VFAIX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, VFAIX achieves a -5.08% return, which is significantly lower than SIFAX's 8.08% return. Over the past 10 years, VFAIX has outperformed SIFAX with an annualized return of 12.42%, while SIFAX has yielded a comparatively lower 3.55% annualized return.
VFAIX
- 1D
- 0.03%
- 1M
- -0.39%
- YTD
- -5.08%
- 6M
- -2.61%
- 1Y
- 3.83%
- 3Y*
- 18.99%
- 5Y*
- 8.33%
- 10Y*
- 12.42%
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%
VFAIX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | -5.08% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
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 VFAIX and SIFAX is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
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 | 0.23 |
The correlation between VFAIX and SIFAX shifts across timeframes, from -0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VFAIX vs. SIFAX — Risk / Return Rank
VFAIX
SIFAX
VFAIX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) 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.
| VFAIX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.44 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 5.18 | -4.90 |
| Martin ratioReturn relative to average drawdown | 0.76 | 16.54 | -15.77 |
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
| VFAIX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.31 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.05 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.34 | -0.10 |
Drawdowns
VFAIX vs. SIFAX - Drawdown Comparison
The maximum VFAIX drawdown since its inception was -78.64%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for VFAIX and SIFAX.
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Drawdown Indicators
| VFAIX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.64% | -23.62% | -55.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -2.41% | -12.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.31% | -3.57% | -13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -8.32% | -17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -44.37% | -14.69% | -29.68% |
Current DrawdownCurrent decline from peak | -7.97% | -1.83% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -8.55% | -10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 0.75% | +4.76% |
Volatility
VFAIX vs. SIFAX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 3.07% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.18%. This indicates that VFAIX's price experiences larger fluctuations and is considered to be riskier 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
| VFAIX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.18% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 4.69% | +6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 5.41% | +9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 5.60% | +13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.60% | 5.22% | +17.38% |
VFAIX vs. SIFAX - Expense Ratio Comparison
VFAIX has a 0.10% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
VFAIX vs. SIFAX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.54%, less 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.54% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Frequently Asked Questions
VFAIX and SIFAX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFAIX has higher volatility (3.07%) compared to SIFAX (2.18%). In terms of maximum drawdown, VFAIX dropped -78.64% vs SIFAX's -23.62%.
SIFAX currently has the higher Sharpe Ratio (2.31 vs 0.29), 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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