SDLAX vs. DFIEX
Compare and contrast key facts about SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and DFA International Core Equity Portfolio I (DFIEX).
SDLAX is managed by SEI. It was launched on Jul 30, 2010. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SDLAX vs. DFIEX - Performance Comparison
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SDLAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, SDLAX achieves a -5.23% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, SDLAX has outperformed DFIEX with an annualized return of 13.80%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
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%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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SDLAX vs. DFIEX - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
SDLAX vs. DFIEX — Risk / Return Rank
SDLAX
DFIEX
SDLAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| SDLAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.95 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.55 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.57 | -1.10 |
Martin ratioReturn relative to average drawdown | 6.80 | 10.07 | -3.27 |
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
| SDLAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.95 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.60 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.35 | +0.30 |
Correlation
The correlation between SDLAX and DFIEX is 0.75, 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
SDLAX vs. DFIEX - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 14.57%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SDLAX vs. DFIEX - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -35.25%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SDLAX and DFIEX.
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Drawdown Indicators
| SDLAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -62.22% | +26.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -11.01% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -28.66% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -41.04% | +5.79% |
Current DrawdownCurrent decline from peak | -13.70% | -7.75% | -5.95% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -12.26% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.81% | -0.13% |
Volatility
SDLAX vs. DFIEX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) is 6.07%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SDLAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDLAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 7.09% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 10.45% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 15.90% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.02% | 15.65% | +10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 16.35% | +6.33% |