SDLAX vs. FIUIX
Compare and contrast key facts about SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and Fidelity Telecom and Utilities Fund (FIUIX).
SDLAX is managed by SEI. It was launched on Jul 30, 2010. FIUIX is managed by Fidelity. It was launched on Nov 27, 1987.
Performance
SDLAX vs. FIUIX - Performance Comparison
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SDLAX vs. FIUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -8.11% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
FIUIX Fidelity Telecom and Utilities Fund | 7.85% | 4.91% | 30.29% | 3.37% | 5.00% | 7.18% | 2.08% | 22.09% | 3.33% | 11.98% |
Returns By Period
In the year-to-date period, SDLAX achieves a -8.11% return, which is significantly lower than FIUIX's 7.85% return. Over the past 10 years, SDLAX has outperformed FIUIX with an annualized return of 13.45%, while FIUIX has yielded a comparatively lower 9.93% annualized return.
SDLAX
- 1D
- -0.11%
- 1M
- -8.77%
- YTD
- -8.11%
- 6M
- -5.33%
- 1Y
- 14.01%
- 3Y*
- 16.40%
- 5Y*
- 11.40%
- 10Y*
- 13.45%
FIUIX
- 1D
- -0.31%
- 1M
- -4.03%
- YTD
- 7.85%
- 6M
- -0.97%
- 1Y
- 6.74%
- 3Y*
- 15.50%
- 5Y*
- 10.99%
- 10Y*
- 9.93%
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SDLAX vs. FIUIX - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is higher than FIUIX's 0.60% expense ratio.
Return for Risk
SDLAX vs. FIUIX — Risk / Return Rank
SDLAX
FIUIX
SDLAX vs. FIUIX - 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 Fidelity Telecom and Utilities Fund (FIUIX). 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 | FIUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.47 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.20 | 0.69 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.10 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.60 | +0.39 |
Martin ratioReturn relative to average drawdown | 4.64 | 1.67 | +2.97 |
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 | FIUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.47 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.70 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.58 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.58 | +0.06 |
Correlation
The correlation between SDLAX and FIUIX 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
SDLAX vs. FIUIX - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 15.02%, more than FIUIX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 15.02% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
FIUIX Fidelity Telecom and Utilities Fund | 3.27% | 2.34% | 6.50% | 7.60% | 3.77% | 5.19% | 3.73% | 6.88% | 10.10% | 5.99% | 3.33% | 3.65% |
Drawdowns
SDLAX vs. FIUIX - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -35.25%, smaller than the maximum FIUIX drawdown of -66.48%. Use the drawdown chart below to compare losses from any high point for SDLAX and FIUIX.
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Drawdown Indicators
| SDLAX | FIUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -66.48% | +31.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -13.84% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -16.64% | -18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -33.51% | -1.74% |
Current DrawdownCurrent decline from peak | -16.32% | -5.08% | -11.24% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -11.78% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.96% | -2.31% |
Volatility
SDLAX vs. FIUIX - Volatility Comparison
SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and Fidelity Telecom and Utilities Fund (FIUIX) have volatilities of 4.95% and 4.97%, 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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Volatility by Period
| SDLAX | FIUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.97% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 12.23% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 16.40% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 15.73% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 17.06% | +5.60% |