WIA vs. SEIAX
WIA (Western Asset Inflation-Linked Income Fund) and SEIAX (SEI Multi-Asset Real Return Fund Class A) are both Inflation-Protected Bonds funds. Over the past 10 years, WIA returned 3.70%/yr vs 4.43%/yr for SEIAX. Their 0.15 correlation means their historical movements had little consistent relationship. WIA charges 4.00%/yr vs 0.21%/yr for SEIAX.
Performance
WIA vs. SEIAX - Performance Comparison
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Returns By Period
In the year-to-date period, WIA achieves a 0.15% return, which is significantly lower than SEIAX's 9.31% return. Over the past 10 years, WIA has underperformed SEIAX with an annualized return of 3.70%, while SEIAX has yielded a comparatively higher 4.43% annualized return.
WIA
- 1D
- 0.00%
- 1M
- -1.70%
- 6M
- -0.36%
- YTD
- 0.15%
- 1Y
- 2.83%
- 3Y*
- 6.05%
- 5Y*
- -1.32%
- 10Y*
- 3.70%
- ALL TIME*
- 2.99%
SEIAX
- 1D
- -0.25%
- 1M
- 3.05%
- 6M
- 5.74%
- YTD
- 9.31%
- 1Y
- 12.98%
- 3Y*
- 7.77%
- 5Y*
- 6.48%
- 10Y*
- 4.43%
- ALL TIME*
- 2.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $300.97K | $311.91K | $319.88K |
WIA vs. SEIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIA Western Asset Inflation-Linked Income Fund | 0.15% | 11.43% | 6.08% | 5.04% | -25.85% | 7.70% | 19.35% | 18.98% | -6.83% | 6.41% |
SEIAX SEI Multi-Asset Real Return Fund Class A | 9.31% | 8.50% | 4.74% | -1.01% | 9.20% | 11.41% | -0.51% | 6.33% | -2.93% | -1.12% |
Correlation
The correlation between WIA and SEIAX is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.15 |
The correlation between WIA and SEIAX shifts across timeframes, from -0.10 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
WIA vs. SEIAX — Risk / Return Rank
WIA
SEIAX
WIA vs. SEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Income Fund (WIA) and SEI Multi-Asset Real Return Fund Class A (SEIAX). 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.
| WIA | SEIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 2.98 | -2.32 |
| Martin ratioReturn relative to average drawdown | 1.70 | 10.16 | -8.46 |
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Drawdowns
WIA vs. SEIAX - Drawdown Comparison
The maximum WIA drawdown since its inception was -30.36%, which is greater than SEIAX's maximum drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for WIA and SEIAX.
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Drawdown Indicators
| WIA | SEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.36% | -20.97% | -9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -4.29% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -8.13% | -4.29% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -7.67% | -22.69% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | -13.20% | -17.16% |
Current DrawdownCurrent decline from peak | -8.68% | -0.74% | -7.94% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -7.04% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.26% | +0.26% |
Volatility
WIA vs. SEIAX - Volatility Comparison
The current volatility for Western Asset Inflation-Linked Income Fund (WIA) is 1.43%, while SEI Multi-Asset Real Return Fund Class A (SEIAX) has a volatility of 1.63%. This indicates that WIA experiences smaller price fluctuations and is considered to be less risky than SEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIA | SEIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.63% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 3.75% | 4.89% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 5.70% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.57% | 5.67% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.55% | 5.25% | +5.30% |
WIA vs. SEIAX - Expense Ratio Comparison
WIA has a 4.00% expense ratio, which is higher than SEIAX's 0.21% expense ratio.
Dividends
WIA vs. SEIAX - Dividend Comparison
WIA's dividend yield for the trailing twelve months is around 7.88%, more than SEIAX's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIAX SEI Multi-Asset Real Return Fund Class A | 2.69% | 2.94% | 5.16% | 3.77% | 13.78% | 10.42% | 2.34% | 2.13% | 3.63% | 1.57% | 1.73% | 1.01% |
WIA Western Asset Inflation-Linked Income Fund | 7.88% | 7.50% | 7.50% | 11.08% | 15.23% | 10.65% | 5.71% | 3.41% | 3.91% | 3.43% | 3.34% | 3.63% |
Frequently Asked Questions
WIA and SEIAX 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.
SEIAX has higher volatility (1.63%) compared to WIA (1.43%). In terms of maximum drawdown, WIA dropped -30.36% vs SEIAX's -20.97%.
SEIAX currently has the higher Sharpe Ratio (2.24 vs 0.45), 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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