Correlation
The correlation between SDLAX and DGRW is 0.95, 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.
SDLAX vs. DGRW
Compare and contrast key facts about SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and WisdomTree U.S. Dividend Growth Fund (DGRW).
SDLAX is managed by SEI. It was launched on Jul 30, 2010. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDLAX or DGRW.
Performance
SDLAX vs. DGRW - Performance Comparison
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Key characteristics
SDLAX:
0.76
DGRW:
0.56
SDLAX:
1.05
DGRW:
0.83
SDLAX:
1.16
DGRW:
1.12
SDLAX:
0.74
DGRW:
0.51
SDLAX:
2.71
DGRW:
1.85
SDLAX:
5.24%
DGRW:
4.48%
SDLAX:
20.83%
DGRW:
16.55%
SDLAX:
-32.42%
DGRW:
-32.04%
SDLAX:
-3.07%
DGRW:
-4.81%
Returns By Period
In the year-to-date period, SDLAX achieves a 2.82% return, which is significantly higher than DGRW's 0.39% return. Both investments have delivered pretty close results over the past 10 years, with SDLAX having a 12.40% annualized return and DGRW not far behind at 12.07%.
SDLAX
2.82%
6.04%
0.10%
14.67%
13.11%
16.67%
12.40%
DGRW
0.39%
3.93%
-4.51%
8.17%
11.60%
14.67%
12.07%
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SDLAX vs. DGRW - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
SDLAX vs. DGRW — Risk-Adjusted Performance Rank
SDLAX
DGRW
SDLAX vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
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Dividends
SDLAX vs. DGRW - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 32.07%, more than DGRW's 1.59% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 32.07% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 13.36% | 1.86% | 3.79% | 1.60% | 6.88% | 4.77% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.59% | 1.55% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% | 1.79% |
Drawdowns
SDLAX vs. DGRW - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -32.42%, roughly equal to the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for SDLAX and DGRW.
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Volatility
SDLAX vs. DGRW - Volatility Comparison
SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and WisdomTree U.S. Dividend Growth Fund (DGRW) have volatilities of 4.31% and 4.37%, 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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