SEI Daily Income Trust GNMA Fund (SEGMX)
The fund invests at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in mortgage-backed securities issued by the Government National Mortgage Association (GNMA). It may also invest in U.S. Treasury securities and U.S. government securities obligations, and repurchase agreements collateralized by such obligations. The fund may enter into dollar roll transactions with selected banks and broker-dealers and invest in to-be-announced mortgage-backed securities, futures contracts and forward contracts.
Fund Info
US7839656433
783965643
Mar 19, 1987
$0
Expense Ratio
SEGMX has an expense ratio of 0.63%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SEI Daily Income Trust GNMA Fund (SEGMX) returned 1.56% year-to-date (YTD) and 5.65% over the past 12 months. Over the past 10 years, SEGMX returned 0.70% annually, underperforming the S&P 500 benchmark at 10.84%.
SEGMX
1.56%
-1.17%
0.74%
5.65%
0.62%
-1.15%
0.70%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of SEGMX, 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 | 0.50% | 2.20% | 0.05% | 0.28% | -1.44% | 1.56% | |||||||
| 2024 | -0.32% | -1.54% | 0.80% | -2.56% | 1.79% | 0.96% | 2.34% | 1.66% | 1.02% | -2.66% | 1.07% | -1.30% | 1.11% |
| 2023 | 3.05% | -2.42% | 2.15% | 0.57% | -0.88% | -0.43% | -0.10% | -0.55% | -2.83% | -1.86% | 4.46% | 4.03% | 4.95% |
| 2022 | -1.12% | -0.42% | -2.54% | -3.21% | 1.15% | -1.60% | 2.89% | -2.94% | -4.98% | -0.92% | 3.34% | -0.91% | -10.99% |
| 2021 | -0.08% | -0.48% | -0.12% | 0.25% | -0.42% | -0.25% | 0.25% | -0.05% | -0.33% | -0.34% | -0.05% | -0.34% | -1.94% |
| 2020 | 0.51% | 0.89% | 1.26% | 0.39% | 0.31% | -0.02% | -0.05% | -0.07% | -0.02% | 0.13% | 0.29% | 0.09% | 3.77% |
| 2019 | 0.83% | 0.04% | 1.72% | -0.63% | 1.21% | 0.92% | 0.22% | 0.96% | -0.07% | 0.21% | 0.04% | -0.06% | 5.51% |
| 2018 | -1.12% | -0.64% | 0.53% | -0.44% | 0.64% | -0.06% | -0.05% | 0.55% | -0.54% | -0.65% | 0.86% | 1.55% | 0.60% |
| 2017 | -0.07% | 0.53% | -0.06% | 0.43% | 0.53% | -0.45% | 0.45% | 0.72% | -0.25% | -0.15% | -0.15% | 0.14% | 1.67% |
| 2016 | 1.40% | 0.38% | 0.19% | 0.17% | 0.17% | 0.68% | 0.24% | -0.04% | 0.27% | -0.21% | -1.60% | -0.09% | 1.52% |
| 2015 | 1.32% | -0.16% | 0.49% | 0.03% | -0.15% | -0.88% | 0.51% | -0.05% | 0.63% | -0.06% | -0.09% | 0.00% | 1.58% |
| 2014 | 2.20% | 0.40% | -0.36% | 0.90% | 1.09% | 0.24% | -0.40% | 0.91% | -0.23% | 1.07% | 0.60% | 0.16% | 6.73% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SEGMX is 61, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Daily Income Trust GNMA Fund (SEGMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SEI Daily Income Trust GNMA Fund provided a 3.24% dividend yield over the last twelve months, with an annual payout of $0.29 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.28 | $0.25 | $0.22 | $0.19 | $0.23 | $0.28 | $0.30 | $0.29 | $0.35 | $0.28 | $0.18 |
Dividend yield | 3.24% | 3.13% | 2.76% | 2.47% | 1.83% | 2.18% | 2.72% | 2.92% | 2.82% | 3.37% | 2.62% | 1.65% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.02 | $0.03 | $0.02 | $0.03 | $0.00 | $0.10 | |||||||
| 2024 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.28 |
| 2023 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.25 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.22 |
| 2021 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.19 |
| 2020 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.02 | $0.23 |
| 2019 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.28 |
| 2018 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.30 |
| 2017 | $0.02 | $0.03 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.29 |
| 2016 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.15 | $0.35 |
| 2015 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.09 | $0.02 | $0.04 | $0.28 |
| 2014 | $0.02 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.02 | $0.18 |
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.
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Worst Drawdowns
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 16.79%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current SEI Daily Income Trust GNMA Fund drawdown is 6.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.79% | Jun 12, 2020 | 845 | Oct 19, 2023 | — | — | — |
| -7.59% | Oct 5, 1993 | 155 | May 9, 1994 | 211 | Feb 28, 1995 | 366 |
| -5.24% | Sep 27, 2012 | 235 | Sep 5, 2013 | 164 | May 1, 2014 | 399 |
| -4.08% | Sep 9, 2008 | 26 | Oct 14, 2008 | 30 | Nov 25, 2008 | 56 |
| -3.93% | Apr 13, 1999 | 86 | Aug 10, 1999 | 62 | Nov 4, 1999 | 148 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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