GDIIX vs. TMMAX
GDIIX (Genter Dividend Income Fund) and TMMAX (SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund) are both mutual funds - GDIIX is a Large Cap Value Equities fund managed by Genter Capital, while TMMAX is a Low Volatility fund managed by BlackRock. Over the past 10 years, GDIIX returned 11.40%/yr vs 9.93%/yr for TMMAX. Their correlation of 0.86 means they have usually moved in the same direction. GDIIX charges 1.25%/yr vs 1.00%/yr for TMMAX.
Performance
GDIIX vs. TMMAX - Performance Comparison
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Returns By Period
In the year-to-date period, GDIIX achieves a 15.41% return, which is significantly higher than TMMAX's 8.33% return. Over the past 10 years, GDIIX has outperformed TMMAX with an annualized return of 11.40%, while TMMAX has yielded a comparatively lower 9.93% annualized return.
GDIIX
- 1D
- -0.83%
- 1M
- 1.97%
- 6M
- 8.40%
- YTD
- 15.41%
- 1Y
- 24.81%
- 3Y*
- 16.71%
- 5Y*
- 11.65%
- 10Y*
- 11.40%
- ALL TIME*
- 11.14%
TMMAX
- 1D
- -1.22%
- 1M
- 2.01%
- 6M
- 5.67%
- YTD
- 8.33%
- 1Y
- 13.78%
- 3Y*
- 13.06%
- 5Y*
- 9.78%
- 10Y*
- 9.93%
- ALL TIME*
- 9.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GDIIX vs. TMMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GDIIX Genter Dividend Income Fund | 15.41% | 16.34% | 16.24% | 5.64% | -1.16% | 24.81% | -0.78% | 27.62% | -8.45% | 18.33% |
TMMAX SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund | 8.33% | 11.03% | 17.07% | 7.32% | -3.11% | 24.10% | 1.32% | 24.00% | -2.84% | 15.19% |
Correlation
The correlation between GDIIX and TMMAX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.86 |
The correlation between GDIIX and TMMAX shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GDIIX vs. TMMAX — Risk / Return Rank
GDIIX
TMMAX
GDIIX vs. TMMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genter Dividend Income Fund (GDIIX) and SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GDIIX | TMMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.22 | +1.39 |
| Martin ratioReturn relative to average drawdown | 12.85 | 7.56 | +5.29 |
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Drawdowns
GDIIX vs. TMMAX - Drawdown Comparison
The maximum GDIIX drawdown since its inception was -37.24%, smaller than the maximum TMMAX drawdown of -41.50%. Use the drawdown chart below to compare losses from any high point for GDIIX and TMMAX.
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Drawdown Indicators
| GDIIX | TMMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.24% | -41.50% | +4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -5.78% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.50% | -23.00% | +9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.88% | -23.00% | +5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -33.41% | -3.83% |
Current DrawdownCurrent decline from peak | -1.58% | -3.38% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -5.57% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.69% | +0.11% |
Volatility
GDIIX vs. TMMAX - Volatility Comparison
The current volatility for Genter Dividend Income Fund (GDIIX) is 3.12%, while SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) has a volatility of 3.98%. This indicates that GDIIX experiences smaller price fluctuations and is considered to be less risky than TMMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDIIX | TMMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.98% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 7.18% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 8.95% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 19.13% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 17.83% | -1.31% |
GDIIX vs. TMMAX - Expense Ratio Comparison
GDIIX has a 1.25% expense ratio, which is higher than TMMAX's 1.00% expense ratio.
Dividends
GDIIX vs. TMMAX - Dividend Comparison
GDIIX's dividend yield for the trailing twelve months is around 4.16%, less than TMMAX's 23.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDIIX Genter Dividend Income Fund | 4.16% | 4.79% | 9.73% | 2.66% | 5.24% | 4.07% | 2.27% | 8.01% | 13.52% | 10.01% | 4.47% | 1.89% |
TMMAX SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund | 23.27% | 25.19% | 23.39% | 15.23% | 6.54% | 4.73% | 2.15% | 3.67% | 4.91% | 4.10% | 4.17% | 5.57% |
Frequently Asked Questions
GDIIX and TMMAX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMMAX has higher volatility (3.98%) compared to GDIIX (3.12%). In terms of maximum drawdown, GDIIX dropped -37.24% vs TMMAX's -41.50%.
GDIIX currently has the higher Sharpe Ratio (2.21 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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