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SDLAX vs. FIUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDLAX vs. FIUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and Fidelity Telecom and Utilities Fund (FIUIX). The values are adjusted to include any dividend payments, if applicable.

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SDLAX vs. FIUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SDLAX
SDLAX Risk / Return Rank: 4040
Overall Rank
SDLAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SDLAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SDLAX Omega Ratio Rank: 4444
Omega Ratio Rank
SDLAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SDLAX Martin Ratio Rank: 4646
Martin Ratio Rank

FIUIX
FIUIX Risk / Return Rank: 1818
Overall Rank
FIUIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FIUIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIUIX Omega Ratio Rank: 1717
Omega Ratio Rank
FIUIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FIUIX Martin Ratio Rank: 1717
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.

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.


SDLAXFIUIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.47

+0.32

Sortino ratio

Return per unit of downside risk

1.20

0.69

+0.51

Omega ratio

Gain probability vs. loss probability

1.19

1.10

+0.09

Calmar ratio

Return relative to maximum drawdown

0.99

0.60

+0.39

Martin ratio

Return relative to average drawdown

4.64

1.67

+2.97

SDLAX vs. FIUIX - Sharpe Ratio Comparison

The current SDLAX Sharpe Ratio is 0.79, which is higher than the FIUIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SDLAX and FIUIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDLAXFIUIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SDLAXFIUIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.32%

-5.08%

-11.24%

Average Drawdown

Average peak-to-trough decline

-5.75%

-11.78%

+6.03%

Ulcer Index

Depth 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


SDLAXFIUIXDifference

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%