VGSTX vs. SICIX

Last updated Aug 2, 2026

VGSTX (Vanguard STAR Fund) and SICIX (SEI Asset Allocation Trust Conservative Strategy Fund) are both Diversified Portfolio funds. Over the past 10 years, VGSTX returned 9.31%/yr vs 3.38%/yr for SICIX. Their correlation of 0.81 means they have usually moved in the same direction. VGSTX charges 0.29%/yr vs 0.51%/yr for SICIX.

Performance

VGSTX vs. SICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard STAR Fund (VGSTX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VGSTX achieves a 6.00% return, which is significantly higher than SICIX's 3.12% return. Over the past 10 years, VGSTX has outperformed SICIX with an annualized return of 9.31%, while SICIX has yielded a comparatively lower 3.38% annualized return.

VGSTX

• 1D: 1.02%
• 1M: -0.29%
• 6M: 4.18%
• YTD: 6.00%
• 1Y: 14.88%
• 3Y*: 12.97%
• 5Y*: 6.22%
• 10Y*: 9.31%
• ALL TIME*: 8.80%

SICIX

• 1D: -0.09%
• 1M: 0.56%
• 6M: 1.92%
• YTD: 3.12%
• 1Y: 6.57%
• 3Y*: 6.28%
• 5Y*: 3.16%
• 10Y*: 3.38%
• ALL TIME*: 3.31%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	$0.00	$0.00	$0.00
VGSTX Vanguard STAR Fund	$0.00	$0.00	$0.00

VGSTX vs. SICIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VGSTX Vanguard STAR Fund	6.00%	15.88%	13.69%	17.14%	-18.05%	9.65%	21.45%	22.21%	-5.33%	16.95%
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	3.12%	8.12%	5.52%	5.29%	-6.23%	4.13%	2.62%	9.36%	-2.07%	5.13%

Correlation

The correlation between VGSTX and SICIX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.77
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (10Y) Provides a long-term view across more market conditions.	0.77
Correlation (All Time) Calculated using the full available price history since Nov 18, 2003	0.81

The correlation between VGSTX and SICIX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

Return for Risk

VGSTX vs. SICIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGSTX

VGSTX Risk / Return Rank: 66
VGSTX Sharpe Ratio Rank: 67
VGSTX Sortino Ratio Rank: 65
VGSTX Omega Ratio Rank: 64
VGSTX Calmar Ratio Rank: 63
VGSTX Martin Ratio Rank: 73

SICIX

SICIX Risk / Return Rank: 85
SICIX Sharpe Ratio Rank: 92
SICIX Sortino Ratio Rank: 90
SICIX Omega Ratio Rank: 87
SICIX Calmar Ratio Rank: 76
SICIX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGSTX vs. SICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard STAR Fund (VGSTX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VGSTX	SICIX	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.34	-0.82
Sortino ratio: Return per unit of downside risk	2.18	3.42	-1.24
Omega ratio: Gain probability vs. loss probability	1.27	1.45	-0.17
Calmar ratio: Return relative to maximum drawdown	2.04	2.47	-0.43
Martin ratio: Return relative to average drawdown	8.62	9.40	-0.77

VGSTX vs. SICIX - Sharpe Ratio Comparison

The current VGSTX Sharpe Ratio is 1.52, which is lower than the SICIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VGSTX and SICIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VGSTX vs. SICIX - Drawdown Comparison

The maximum VGSTX drawdown since its inception was -38.62%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for VGSTX and SICIX.

Drawdown Indicators

	VGSTX	SICIX	Difference
Max Drawdown Largest peak-to-trough decline	-38.62%	-27.62%	-11.00%
Max Drawdown (1Y) Largest decline over 1 year	-6.76%	-2.65%	-4.11%
Max Drawdown (3Y) Largest decline over 3 years	-11.77%	-2.74%	-9.03%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	-10.94%	-14.61%
Max Drawdown (10Y) Largest decline over 10 years	-25.55%	-11.61%	-13.94%
Current Drawdown Current decline from peak	-0.94%	-0.09%	-0.85%
Average Drawdown Average peak-to-trough decline	-4.02%	-3.55%	-0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	0.69%	+0.91%

Volatility

VGSTX vs. SICIX - Volatility Comparison

Vanguard STAR Fund (VGSTX) has a higher volatility of 2.35% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 0.68%. This indicates that VGSTX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGSTX	SICIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	0.68%	+1.67%
Volatility (6M) Calculated over the trailing 6-month period	7.36%	2.18%	+5.18%
Volatility (1Y) Calculated over the trailing 1-year period	9.06%	2.81%	+6.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.91%	3.89%	+8.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.81%	3.90%	+7.91%

VGSTX vs. SICIX - Expense Ratio Comparison

VGSTX has a 0.29% expense ratio, which is lower than SICIX's 0.51% expense ratio.

Dividends

VGSTX vs. SICIX - Dividend Comparison

VGSTX's dividend yield for the trailing twelve months is around 8.57%, more than SICIX's 2.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	2.89%	2.87%	3.67%	2.80%	4.69%	3.46%	1.84%	2.91%	1.80%	1.81%	1.64%	1.97%
VGSTX Vanguard STAR Fund	8.57%	9.13%	10.67%	5.35%	8.34%	6.70%	6.68%	6.07%	6.90%	3.32%	4.77%	5.62%

Frequently Asked Questions

Can I hold both VGSTX and SICIX in my portfolio?

VGSTX and SICIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGSTX or SICIX?

VGSTX has higher volatility (2.35%) compared to SICIX (0.68%). In terms of maximum drawdown, VGSTX dropped -38.62% vs SICIX's -27.62%.

Which has better risk-adjusted returns?

SICIX currently has the higher Sharpe Ratio (2.34 vs 1.52), 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.