SEI Daily Income Trust GNMA Fund (SEGMX)

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The chart shows the growth of an initial investment of $10,000 in SEI Daily Income Trust GNMA Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

SEI Daily Income Trust GNMA Fund (SEGMX) has returned 0.10% so far this year and 4.37% over the past 12 months. Over the last ten years, SEGMX has returned 0.84% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 12, 1990, SEGMX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, your investment would double in approximately 15.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -5.2%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 9 months.

On a daily basis, SEGMX closed higher 41% of trading days. The best single day was Nov 10, 2022 with a return of +2.6%, while the worst single day was Apr 4, 1994 at -2.0%.

SEI Daily Income Trust GNMA Fund has an annualized alpha of 4.56%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 15, 1990.

• This fund captured 13.23% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.85%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.00 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SEGMX has an expense ratio of 0.63%, placing it in the medium range.

SEGMX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for SEI Daily Income Trust GNMA Fund (SEGMX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Daily Income Trust GNMA Fund provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for SEI Daily Income Trust GNMA Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the SEI Daily Income Trust GNMA 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 Daily Income Trust GNMA Fund was 17.59%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current SEI Daily Income Trust GNMA Fund drawdown is 2.56%.

The chart below shows the rolling one-month volatility.