WFSPX vs. SIFAX
WFSPX (iShares S&P 500 Index Fund) and SIFAX (SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund) are both mutual funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while SIFAX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, WFSPX returned 15.54%/yr vs 3.55%/yr for SIFAX. At a 0.24 correlation, their price movements are largely independent. WFSPX charges 0.03%/yr vs 0.90%/yr for SIFAX.
Performance
WFSPX vs. SIFAX - Performance Comparison
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Returns By Period
In the year-to-date period, WFSPX achieves a 11.69% return, which is significantly higher than SIFAX's 8.08% return. Over the past 10 years, WFSPX has outperformed SIFAX with an annualized return of 15.54%, while SIFAX has yielded a comparatively lower 3.55% annualized return.
WFSPX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.69%
- 6M
- 11.72%
- 1Y
- 28.93%
- 3Y*
- 22.71%
- 5Y*
- 14.24%
- 10Y*
- 15.54%
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%
WFSPX vs. SIFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 11.69% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
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 WFSPX and SIFAX is -0.26, 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 | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.24 |
The correlation between WFSPX and SIFAX shifts across timeframes, from -0.26 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WFSPX vs. SIFAX — Risk / Return Rank
WFSPX
SIFAX
WFSPX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.
| WFSPX | SIFAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 5.18 | -1.83 |
| Martin ratioReturn relative to average drawdown | 15.65 | 16.54 | -0.88 |
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
| WFSPX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.31 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.05 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.68 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.34 | -0.20 |
Drawdowns
WFSPX vs. SIFAX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for WFSPX and SIFAX.
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Drawdown Indicators
| WFSPX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -23.62% | -34.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -2.41% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -3.57% | -15.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -8.32% | -16.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -14.69% | -19.05% |
Current DrawdownCurrent decline from peak | 0.00% | -1.83% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -8.55% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.75% | +1.15% |
Volatility
WFSPX vs. SIFAX - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 2.82% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.18%. This indicates that WFSPX'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
| WFSPX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 2.18% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 4.69% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 5.41% | +6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 5.60% | +11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 5.22% | +12.80% |
WFSPX vs. SIFAX - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Dividends
WFSPX vs. SIFAX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.56%, 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% |
WFSPX iShares S&P 500 Index Fund | 1.56% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
WFSPX and SIFAX have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFSPX has higher volatility (2.82%) compared to SIFAX (2.18%). In terms of maximum drawdown, WFSPX dropped -58.21% vs SIFAX's -23.62%.
WFSPX currently has the higher Sharpe Ratio (2.52 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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