SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX)
The fund employs a dynamic investment strategy seeking to achieve, over time, a total return in excess of the broad U.S. equity market by selecting investments from among a broad range of asset classes or market exposures based upon SIMC's expectations of risk and return. It may invest in equity securities, including common stocks, preferred stocks, convertible securities, warrants (including equity-linked warrants) and depositary receipts of U.S. and non-U.S. issuers (including emerging markets) of various market capitalizations and industries.
Fund Info
US7839806830
Jul 30, 2010
$100,000
Large-Cap
Blend
Expense Ratio
SDLAX features an expense ratio of 0.67%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments Trust Dynamic Asset Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SEI Institutional Investments Trust Dynamic Asset Allocation Fund had a return of 6.07% year-to-date (YTD) and -1.94% in the last 12 months. Over the past 10 years, SEI Institutional Investments Trust Dynamic Asset Allocation Fund had an annualized return of 4.57%, while the S&P 500 had an annualized return of 11.31%, indicating that SEI Institutional Investments Trust Dynamic Asset Allocation Fund did not perform as well as the benchmark.
SDLAX
6.07%
3.00%
-12.41%
-1.94%
1.85%
4.57%
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of SDLAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.48% | 6.07% | |||||||||||
| 2024 | 1.56% | 4.61% | 3.47% | -3.69% | 5.20% | 3.45% | 1.22% | 1.07% | 2.03% | -0.22% | 6.32% | -24.65% | -3.86% |
| 2023 | 5.75% | -2.40% | 3.01% | 1.17% | -0.10% | 6.04% | 3.71% | -1.91% | -4.53% | -1.63% | 7.72% | -6.32% | 9.84% |
| 2022 | -4.53% | -2.50% | 4.83% | -7.56% | 0.18% | -8.75% | 9.39% | -4.11% | -9.34% | 8.09% | 5.35% | -13.59% | -22.85% |
| 2021 | -0.69% | 3.34% | 4.98% | 5.81% | 1.25% | 1.64% | 2.47% | 2.99% | -4.05% | 7.17% | -1.37% | -5.37% | 18.81% |
| 2020 | -0.54% | -7.85% | -11.70% | 12.95% | 4.98% | 2.16% | 6.40% | 7.16% | -4.16% | -2.49% | 10.08% | -4.73% | 9.54% |
| 2019 | 8.38% | 2.47% | 2.24% | 3.61% | -6.39% | 6.93% | 1.14% | -1.89% | 1.68% | 1.61% | 3.35% | -6.24% | 16.98% |
| 2018 | 4.60% | -4.01% | -2.32% | 0.88% | 1.38% | -0.05% | 3.23% | 1.91% | 0.53% | -6.06% | 2.13% | -10.30% | -8.76% |
| 2017 | 1.17% | 3.98% | 0.72% | 1.27% | 1.03% | 0.65% | 1.44% | 0.32% | 2.42% | 2.26% | 2.11% | -0.37% | 18.30% |
| 2016 | -5.03% | -0.75% | 5.34% | 0.39% | 2.46% | -0.19% | 3.42% | 0.31% | -0.06% | -0.79% | 4.55% | 2.43% | 12.27% |
| 2015 | -0.06% | 6.01% | -0.84% | 0.60% | 1.50% | -2.00% | 2.17% | -6.30% | -2.83% | 8.21% | 0.72% | -2.72% | 3.67% |
| 2014 | -3.22% | 3.26% | 0.79% | 0.36% | 2.98% | 1.86% | -0.41% | 4.75% | 0.71% | 2.70% | 2.76% | 0.95% | 18.66% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SDLAX is 5, meaning it’s performing worse than 95% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SEI Institutional Investments Trust Dynamic Asset Allocation Fund provided a 2.05% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.39 | $0.24 | $0.98 | $1.55 | $0.44 | $0.72 | $0.13 | $0.50 | $0.27 | $0.91 | $0.75 |
Dividend yield | 2.05% | 2.17% | 1.23% | 5.52% | 6.37% | 2.00% | 3.55% | 0.71% | 2.51% | 1.60% | 5.90% | 4.77% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Dynamic Asset Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 | $0.98 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.55 | $1.55 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2019 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.72 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
| 2014 | $0.75 | $0.75 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Dynamic Asset Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SEI Institutional Investments Trust Dynamic Asset Allocation Fund was 34.47%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current SEI Institutional Investments Trust Dynamic Asset Allocation Fund drawdown is 21.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.47% | Dec 13, 2019 | 68 | Mar 23, 2020 | 99 | Aug 12, 2020 | 167 |
| -30.74% | Nov 17, 2021 | 280 | Dec 28, 2022 | — | — | — |
| -19.89% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -15.67% | Jul 21, 2015 | 143 | Feb 11, 2016 | 106 | Jul 14, 2016 | 249 |
| -12.2% | May 2, 2011 | 238 | Apr 10, 2012 | 57 | Jun 29, 2012 | 295 |
Volatility
Volatility Chart
The current SEI Institutional Investments Trust Dynamic Asset Allocation Fund volatility is 3.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.