WEBAX vs. SIFAX
WEBAX (TETON Westwood Balanced Fund) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both Diversified Portfolio funds. Over the past 10 years, WEBAX returned 6.79%/yr vs 3.21%/yr for SIFAX. At a 0.32 correlation, their price movements are largely independent. WEBAX charges 1.41%/yr vs 0.90%/yr for SIFAX.
Performance
WEBAX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, WEBAX achieves a 4.31% return, which is significantly lower than SIFAX's 5.43% return. Over the past 10 years, WEBAX has outperformed SIFAX with an annualized return of 6.79%, while SIFAX has yielded a comparatively lower 3.21% annualized return.
WEBAX
- 1D
- 0.62%
- 1M
- 0.10%
- YTD
- 4.31%
- 6M
- 4.09%
- 1Y
- 11.12%
- 3Y*
- 8.96%
- 5Y*
- 5.19%
- 10Y*
- 6.79%
SIFAX
- 1D
- 0.00%
- 1M
- -3.02%
- YTD
- 5.43%
- 6M
- 5.69%
- 1Y
- 8.31%
- 3Y*
- 6.58%
- 5Y*
- 5.33%
- 10Y*
- 3.21%
WEBAX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEBAX TETON Westwood Balanced Fund | 4.31% | 7.91% | 9.63% | 9.71% | -12.42% | 14.66% | 4.60% | 18.75% | -3.66% | 14.15% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 5.43% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Correlation
The correlation between WEBAX and SIFAX is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.32 |
The correlation between WEBAX and SIFAX shifts across timeframes, from -0.12 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WEBAX vs. SIFAX — Risk / Return Rank
WEBAX
SIFAX
WEBAX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TETON Westwood Balanced Fund (WEBAX) 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.
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.
| WEBAX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.85 | +0.11 |
| Martin ratioReturn relative to average drawdown | 8.00 | 8.41 | -0.41 |
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Drawdowns
WEBAX vs. SIFAX - Drawdown Comparison
The maximum WEBAX drawdown since its inception was -34.24%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for WEBAX and SIFAX.
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Drawdown Indicators
| WEBAX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -23.62% | -10.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -4.24% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -10.44% | -4.24% | -6.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.20% | -8.32% | -10.88% |
Max Drawdown (10Y)Largest decline over 10 years | -23.43% | -14.69% | -8.74% |
Current DrawdownCurrent decline from peak | -0.71% | -4.24% | +3.53% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -8.53% | +4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 0.98% | +0.42% |
Volatility
WEBAX vs. SIFAX - Volatility Comparison
TETON Westwood Balanced Fund (WEBAX) has a higher volatility of 2.88% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 1.60%. This indicates that WEBAX'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
| WEBAX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 1.60% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.28% | 4.79% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.73% | 5.56% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.26% | 5.62% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.74% | 5.23% | +5.51% |
WEBAX vs. SIFAX - Expense Ratio Comparison
WEBAX has a 1.41% expense ratio, which is higher than SIFAX's 0.90% expense ratio.
Dividends
WEBAX vs. SIFAX - Dividend Comparison
WEBAX's dividend yield for the trailing twelve months is around 13.86%, more than SIFAX's 4.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.32% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
WEBAX TETON Westwood Balanced Fund | 13.86% | 14.68% | 7.48% | 3.69% | 7.37% | 13.13% | 5.13% | 7.79% | 13.20% | 7.23% | 6.40% | 8.36% |
Frequently Asked Questions
WEBAX and SIFAX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEBAX has higher volatility (2.88%) compared to SIFAX (1.60%). In terms of maximum drawdown, WEBAX dropped -34.24% vs SIFAX's -23.62%.
WEBAX currently has the higher Sharpe Ratio (1.45 vs 1.41), 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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