SDLAX vs. SEITX
SDLAX (SEI Institutional Investments Trust Dynamic Asset Allocation Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both mutual funds - SDLAX is a Large Cap Blend Equities fund managed by SEI, while SEITX is a Foreign Large Cap Equities fund managed by SEI. Over the past 10 years, SDLAX returned 15.28%/yr vs 9.70%/yr for SEITX. A 0.67 correlation means they provide meaningful diversification when combined. SDLAX charges 0.67%/yr vs 1.08%/yr for SEITX.
Performance
SDLAX vs. SEITX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SDLAX having a 9.83% return and SEITX slightly higher at 10.19%. Over the past 10 years, SDLAX has outperformed SEITX with an annualized return of 15.28%, while SEITX has yielded a comparatively lower 9.70% annualized return.
SDLAX
- 1D
- -0.85%
- 1M
- 3.86%
- YTD
- 9.83%
- 6M
- 9.63%
- 1Y
- 27.42%
- 3Y*
- 22.16%
- 5Y*
- 13.71%
- 10Y*
- 15.28%
SEITX
- 1D
- -0.49%
- 1M
- 2.37%
- YTD
- 10.19%
- 6M
- 12.44%
- 1Y
- 25.55%
- 3Y*
- 20.00%
- 5Y*
- 9.45%
- 10Y*
- 9.70%
SDLAX vs. SEITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 9.83% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
SEITX SEI Institutional International Trust International Equity Fund | 10.19% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
Correlation
The correlation between SDLAX and SEITX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011 | 0.67 |
The correlation between SDLAX and SEITX shifts across timeframes, from 0.56 (3 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDLAX vs. SEITX — Risk / Return Rank
SDLAX
SEITX
SDLAX vs. SEITX - 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 SEI Institutional International Trust International Equity Fund (SEITX). 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 | SEITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.38 | +0.44 |
| Martin ratioReturn relative to average drawdown | 13.05 | 8.83 | +4.22 |
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 | SEITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 1.91 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.59 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.28 | +0.42 |
Drawdowns
SDLAX vs. SEITX - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -35.25%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for SDLAX and SEITX.
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Drawdown Indicators
| SDLAX | SEITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -66.98% | +31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -11.23% | +1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -35.25% | -14.42% | -20.83% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -30.60% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -38.19% | +2.94% |
Current DrawdownCurrent decline from peak | -0.85% | -1.04% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -17.83% | +12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.98% | -0.88% |
Volatility
SDLAX vs. SEITX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) is 3.57%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.80%. This indicates that SDLAX experiences smaller price fluctuations and is considered to be less risky than SEITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDLAX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 3.80% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 11.25% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 13.99% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.04% | 15.96% | +10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.70% | 16.50% | +6.20% |
SDLAX vs. SEITX - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is lower than SEITX's 1.08% expense ratio.
Dividends
SDLAX vs. SEITX - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 12.57%, less than SEITX's 15.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 12.57% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
SEITX SEI Institutional International Trust International Equity Fund | 15.25% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
Frequently Asked Questions
SDLAX and SEITX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.80%) compared to SDLAX (3.57%). In terms of maximum drawdown, SDLAX dropped -35.25% vs SEITX's -66.98%.
SDLAX currently has the higher Sharpe Ratio (2.18 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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