VGWAX vs. SICIX
Compare and contrast key facts about Vanguard Global Wellington Fund Admiral Shares (VGWAX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
VGWAX is managed by Vanguard. It was launched on Nov 2, 2017. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
VGWAX vs. SICIX - Performance Comparison
Loading graphics...
VGWAX vs. SICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VGWAX Vanguard Global Wellington Fund Admiral Shares | 1.04% | 17.48% | 6.27% | 12.54% | -7.07% | 13.51% | 7.51% | 22.16% | -5.05% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -1.52% |
Returns By Period
In the year-to-date period, VGWAX achieves a 1.04% return, which is significantly higher than SICIX's 0.36% return.
VGWAX
- 1D
- 0.23%
- 1M
- -6.46%
- YTD
- 1.04%
- 6M
- 5.86%
- 1Y
- 13.97%
- 3Y*
- 11.30%
- 5Y*
- 7.50%
- 10Y*
- —
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGWAX vs. SICIX - Expense Ratio Comparison
VGWAX has a 0.29% expense ratio, which is lower than SICIX's 0.51% expense ratio.
Return for Risk
VGWAX vs. SICIX — Risk / Return Rank
VGWAX
SICIX
VGWAX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Admiral Shares (VGWAX) 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.
| VGWAX | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.66 | -0.16 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.20 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.19 | -0.24 |
Martin ratioReturn relative to average drawdown | 7.80 | 8.95 | -1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VGWAX | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.66 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.78 | -0.04 |
Correlation
The correlation between VGWAX and SICIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VGWAX vs. SICIX - Dividend Comparison
VGWAX's dividend yield for the trailing twelve months is around 6.69%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWAX Vanguard Global Wellington Fund Admiral Shares | 6.69% | 6.78% | 7.47% | 2.66% | 4.50% | 3.36% | 1.64% | 2.08% | 2.62% | 0.00% | 0.00% | 0.00% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Drawdowns
VGWAX vs. SICIX - Drawdown Comparison
The maximum VGWAX drawdown since its inception was -25.28%, smaller than the maximum SICIX drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for VGWAX and SICIX.
Loading graphics...
Drawdown Indicators
| VGWAX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -27.62% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -2.73% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -17.46% | -10.94% | -6.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.61% | — |
Current DrawdownCurrent decline from peak | -6.46% | -2.39% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -3.59% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 0.67% | +1.09% |
Volatility
VGWAX vs. SICIX - Volatility Comparison
Vanguard Global Wellington Fund Admiral Shares (VGWAX) has a higher volatility of 3.38% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that VGWAX'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.
Loading graphics...
Volatility by Period
| VGWAX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 1.24% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 5.80% | 2.06% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.58% | 3.66% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 3.87% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.99% | 3.89% | +7.10% |