DILAX vs. SIMYX
Compare and contrast key facts about Davis International Fund (DILAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
DILAX is managed by Davis Funds. It was launched on Dec 29, 2006. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
DILAX vs. SIMYX - Performance Comparison
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DILAX vs. SIMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILAX Davis International Fund | -9.13% | 30.70% | 21.56% | 5.12% | -11.47% | -22.00% | 22.69% | 26.58% | -20.97% | 37.38% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, DILAX achieves a -9.13% return, which is significantly lower than SIMYX's 3.35% return.
DILAX
- 1D
- 0.79%
- 1M
- -10.78%
- YTD
- -9.13%
- 6M
- -6.19%
- 1Y
- 13.00%
- 3Y*
- 13.78%
- 5Y*
- 0.68%
- 10Y*
- 6.33%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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DILAX vs. SIMYX - Expense Ratio Comparison
DILAX has a 1.00% expense ratio, which is higher than SIMYX's 0.86% expense ratio.
Return for Risk
DILAX vs. SIMYX — Risk / Return Rank
DILAX
SIMYX
DILAX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis International Fund (DILAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.
| DILAX | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.75 | -1.15 |
Sortino ratioReturn per unit of downside risk | 0.90 | 2.30 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 2.52 | -1.90 |
Martin ratioReturn relative to average drawdown | 2.10 | 9.65 | -7.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DILAX | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.75 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.76 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.58 | -0.42 |
Correlation
The correlation between DILAX and SIMYX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DILAX vs. SIMYX - Dividend Comparison
DILAX's dividend yield for the trailing twelve months is around 0.90%, less than SIMYX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILAX Davis International Fund | 0.90% | 0.82% | 2.22% | 1.55% | 0.00% | 1.38% | 0.00% | 3.28% | 2.47% | 0.11% | 0.17% | 3.81% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
DILAX vs. SIMYX - Drawdown Comparison
The maximum DILAX drawdown since its inception was -65.42%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for DILAX and SIMYX.
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Drawdown Indicators
| DILAX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -32.14% | -33.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.57% | -8.55% | -6.02% |
Max Drawdown (5Y)Largest decline over 5 years | -49.79% | -25.06% | -24.73% |
Max Drawdown (10Y)Largest decline over 10 years | -51.66% | — | — |
Current DrawdownCurrent decline from peak | -13.32% | -7.35% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -22.37% | -6.14% | -16.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.23% | +2.05% |
Volatility
DILAX vs. SIMYX - Volatility Comparison
Davis International Fund (DILAX) has a higher volatility of 7.60% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that DILAX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DILAX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 4.79% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 7.26% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 12.54% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 11.31% | +11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 12.24% | +8.59% |