SEI Daily Income Trust GNMA Fund (SEGMX)

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SEI Daily Income Trust GNMA Fund (SEGMX) is up 0.9% since the beginning of the year. SEGMX is currently trading at $9 per share. Investors who bought $1,000 worth of SEGMX shares 5 years ago would now be looking at an investment worth $997.

SEI Daily Income Trust GNMA Fund (SEGMX) has returned 0.88% so far this year and 5.56% over the past 12 months. Over the last ten years, SEGMX has returned 0.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% 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, an 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 4.54%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 12, 1990.

• This fund captured 13.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.97%) - 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 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

SEI Daily Income Trust GNMA Fund provided a 3.65% dividend yield over the last twelve months, with an annual payout of $0.33 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 1.79%.

The chart below shows the rolling one-month volatility.