SDLAX vs. GLOSX
Compare and contrast key facts about SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX).
SDLAX is managed by SEI. It was launched on Jul 30, 2010. GLOSX is managed by Amundi. It was launched on Dec 15, 2005.
Performance
SDLAX vs. GLOSX - Performance Comparison
Loading graphics...
SDLAX vs. GLOSX - 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% |
GLOSX Pioneer Global Sustainable Equity Fund Class A | -2.65% | 41.25% | 11.45% | 16.70% | -9.75% | 23.28% | 17.79% | 23.30% | -16.32% | 21.90% |
Returns By Period
In the year-to-date period, SDLAX achieves a -8.11% return, which is significantly lower than GLOSX's -2.65% return. Over the past 10 years, SDLAX has outperformed GLOSX with an annualized return of 13.45%, while GLOSX has yielded a comparatively lower 12.09% 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%
GLOSX
- 1D
- -0.36%
- 1M
- -9.68%
- YTD
- -2.65%
- 6M
- 3.03%
- 1Y
- 30.29%
- 3Y*
- 19.39%
- 5Y*
- 12.65%
- 10Y*
- 12.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SDLAX vs. GLOSX - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is lower than GLOSX's 1.10% expense ratio.
Return for Risk
SDLAX vs. GLOSX — Risk / Return Rank
SDLAX
GLOSX
SDLAX vs. GLOSX - 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 Pioneer Global Sustainable Equity Fund Class A (GLOSX). 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 | GLOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.82 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.20 | 2.40 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.24 | -1.25 |
Martin ratioReturn relative to average drawdown | 4.64 | 9.93 | -5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SDLAX | GLOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.82 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.82 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.72 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.44 | +0.19 |
Correlation
The correlation between SDLAX and GLOSX is 0.88, 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. GLOSX - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 15.02%, more than GLOSX's 11.85% 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% |
GLOSX Pioneer Global Sustainable Equity Fund Class A | 11.85% | 11.53% | 7.73% | 1.55% | 6.04% | 21.00% | 0.87% | 0.93% | 10.44% | 1.27% | 1.25% | 0.60% |
Drawdowns
SDLAX vs. GLOSX - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -35.25%, smaller than the maximum GLOSX drawdown of -54.40%. Use the drawdown chart below to compare losses from any high point for SDLAX and GLOSX.
Loading graphics...
Drawdown Indicators
| SDLAX | GLOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -54.40% | +19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -12.42% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -23.72% | -11.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -33.59% | -1.66% |
Current DrawdownCurrent decline from peak | -16.32% | -10.04% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -9.86% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.80% | -0.15% |
Volatility
SDLAX vs. GLOSX - Volatility Comparison
SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX) have volatilities of 4.95% and 4.78%, 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
| SDLAX | GLOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.78% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 10.17% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 16.66% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 15.48% | +10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 16.78% | +5.88% |