PortfoliosLab logoPortfoliosLab logo
SBDAX vs. SEATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBDAX vs. SEATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Tax Exempt Trust California Municipal Bond Fund (SBDAX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SBDAX vs. SEATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBDAX
SEI Tax Exempt Trust California Municipal Bond Fund
-1.09%5.70%0.02%4.02%-7.30%-0.55%3.76%5.90%0.87%3.74%
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
-0.14%2.12%5.75%5.57%-13.10%4.00%6.20%10.58%0.56%8.54%

Returns By Period

In the year-to-date period, SBDAX achieves a -1.09% return, which is significantly lower than SEATX's -0.14% return. Over the past 10 years, SBDAX has underperformed SEATX with an annualized return of 1.15%, while SEATX has yielded a comparatively higher 2.80% annualized return.


SBDAX

1D
0.20%
1M
-2.84%
YTD
-1.09%
6M
0.23%
1Y
3.91%
3Y*
2.12%
5Y*
0.24%
10Y*
1.15%

SEATX

1D
0.34%
1M
-1.97%
YTD
-0.14%
6M
0.44%
1Y
1.39%
3Y*
3.95%
5Y*
0.44%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBDAX vs. SEATX - Expense Ratio Comparison

SBDAX has a 0.60% expense ratio, which is lower than SEATX's 0.86% expense ratio.


Return for Risk

SBDAX vs. SEATX — Risk / Return Rank

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

SBDAX
SBDAX Risk / Return Rank: 5252
Overall Rank
SBDAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SBDAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SBDAX Omega Ratio Rank: 7777
Omega Ratio Rank
SBDAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SBDAX Martin Ratio Rank: 3737
Martin Ratio Rank

SEATX
SEATX Risk / Return Rank: 1212
Overall Rank
SEATX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SEATX Sortino Ratio Rank: 99
Sortino Ratio Rank
SEATX Omega Ratio Rank: 1212
Omega Ratio Rank
SEATX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEATX Martin Ratio Rank: 1212
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.

SBDAX vs. SEATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Tax Exempt Trust California Municipal Bond Fund (SBDAX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX). 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.


SBDAXSEATXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.36

+0.78

Sortino ratio

Return per unit of downside risk

1.47

0.50

+0.97

Omega ratio

Gain probability vs. loss probability

1.31

1.09

+0.22

Calmar ratio

Return relative to maximum drawdown

1.27

0.45

+0.82

Martin ratio

Return relative to average drawdown

4.41

1.33

+3.09

SBDAX vs. SEATX - Sharpe Ratio Comparison

The current SBDAX Sharpe Ratio is 1.14, which is higher than the SEATX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SBDAX and SEATX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SBDAXSEATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.36

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.10

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.62

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.82

+0.15

Correlation

The correlation between SBDAX and SEATX 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

SBDAX vs. SEATX - Dividend Comparison

SBDAX's dividend yield for the trailing twelve months is around 2.16%, less than SEATX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
SBDAX
SEI Tax Exempt Trust California Municipal Bond Fund
2.16%2.74%1.78%1.26%1.38%1.35%1.87%2.21%1.98%1.99%2.23%2.79%
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
4.16%4.52%4.63%3.38%3.16%3.37%4.28%5.63%4.76%4.65%4.10%4.25%

Drawdowns

SBDAX vs. SEATX - Drawdown Comparison

The maximum SBDAX drawdown since its inception was -11.86%, smaller than the maximum SEATX drawdown of -28.46%. Use the drawdown chart below to compare losses from any high point for SBDAX and SEATX.


Loading graphics...

Drawdown Indicators


SBDAXSEATXDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-28.46%

+16.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-4.65%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-11.86%

-17.71%

+5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-11.86%

-17.71%

+5.85%

Current Drawdown

Current decline from peak

-3.12%

-2.29%

-0.83%

Average Drawdown

Average peak-to-trough decline

-1.86%

-3.52%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.57%

-0.49%

Volatility

SBDAX vs. SEATX - Volatility Comparison

SEI Tax Exempt Trust California Municipal Bond Fund (SBDAX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) have volatilities of 1.17% and 1.15%, 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.


Loading graphics...

Volatility by Period


SBDAXSEATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.15%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

1.91%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

4.80%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.16%

4.24%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.55%

4.54%

-0.99%