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DGFAX vs. SDLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGFAX vs. SDLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Global Fund (DGFAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). The values are adjusted to include any dividend payments, if applicable.

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DGFAX vs. SDLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGFAX
Davis Global Fund
-7.22%31.85%22.59%17.22%-16.53%-5.15%23.06%31.61%-20.73%33.33%
SDLAX
SEI Institutional Investments Trust Dynamic Asset Allocation Fund
-5.23%20.37%24.23%22.00%-16.10%31.43%20.70%27.68%-7.77%19.77%

Returns By Period

In the year-to-date period, DGFAX achieves a -7.22% return, which is significantly lower than SDLAX's -5.23% return. Over the past 10 years, DGFAX has underperformed SDLAX with an annualized return of 10.16%, while SDLAX has yielded a comparatively higher 13.80% annualized return.


DGFAX

1D
2.60%
1M
-5.81%
YTD
-7.22%
6M
-3.12%
1Y
17.07%
3Y*
18.61%
5Y*
4.57%
10Y*
10.16%

SDLAX

1D
3.13%
1M
-5.77%
YTD
-5.23%
6M
-2.73%
1Y
17.58%
3Y*
17.60%
5Y*
11.86%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGFAX vs. SDLAX - Expense Ratio Comparison

DGFAX has a 0.96% expense ratio, which is higher than SDLAX's 0.67% expense ratio.


Return for Risk

DGFAX vs. SDLAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGFAX
DGFAX Risk / Return Rank: 4040
Overall Rank
DGFAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DGFAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
DGFAX Omega Ratio Rank: 4242
Omega Ratio Rank
DGFAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
DGFAX Martin Ratio Rank: 3737
Martin Ratio Rank

SDLAX
SDLAX Risk / Return Rank: 5252
Overall Rank
SDLAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SDLAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SDLAX Omega Ratio Rank: 5050
Omega Ratio Rank
SDLAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SDLAX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGFAX vs. SDLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Global Fund (DGFAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). 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.


DGFAXSDLAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.93

0.00

Sortino ratio

Return per unit of downside risk

1.35

1.40

-0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.29

1.47

-0.18

Martin ratio

Return relative to average drawdown

4.46

6.80

-2.34

DGFAX vs. SDLAX - Sharpe Ratio Comparison

The current DGFAX Sharpe Ratio is 0.93, which is comparable to the SDLAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DGFAX and SDLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGFAXSDLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.93

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.46

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.61

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.64

-0.24

Correlation

The correlation between DGFAX and SDLAX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DGFAX vs. SDLAX - Dividend Comparison

DGFAX's dividend yield for the trailing twelve months is around 8.44%, less than SDLAX's 14.57% yield.


TTM20252024202320222021202020192018201720162015
DGFAX
Davis Global Fund
8.44%7.83%13.06%1.07%0.00%11.55%0.27%1.88%9.25%0.00%0.00%6.12%
SDLAX
SEI Institutional Investments Trust Dynamic Asset Allocation Fund
14.57%13.81%32.97%12.32%14.88%17.50%12.09%12.85%1.86%3.79%1.60%6.89%

Drawdowns

DGFAX vs. SDLAX - Drawdown Comparison

The maximum DGFAX drawdown since its inception was -65.64%, which is greater than SDLAX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for DGFAX and SDLAX.


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Drawdown Indicators


DGFAXSDLAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.64%

-35.25%

-30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.47%

-12.43%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-42.47%

-35.25%

-7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

-35.25%

-7.22%

Current Drawdown

Current decline from peak

-10.07%

-13.70%

+3.63%

Average Drawdown

Average peak-to-trough decline

-14.78%

-5.75%

-9.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.68%

+1.21%

Volatility

DGFAX vs. SDLAX - Volatility Comparison

Davis Global Fund (DGFAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) have volatilities of 6.23% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGFAXSDLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

6.07%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

9.97%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.05%

18.96%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

26.02%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

22.68%

-2.72%