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SDLAX vs. SPIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDLAX vs. SPIIX - 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 SEI S&P 500 Index Fund Class I (SPIIX). The values are adjusted to include any dividend payments, if applicable.

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SDLAX vs. SPIIX - 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%
SPIIX
SEI S&P 500 Index Fund Class I
-7.22%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%

Returns By Period

In the year-to-date period, SDLAX achieves a -8.11% return, which is significantly lower than SPIIX's -7.22% return. Both investments have delivered pretty close results over the past 10 years, with SDLAX having a 13.45% annualized return and SPIIX not far behind at 12.99%.


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%

SPIIX

1D
-0.40%
1M
-7.73%
YTD
-7.22%
6M
-5.00%
1Y
13.56%
3Y*
16.34%
5Y*
10.62%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDLAX vs. SPIIX - Expense Ratio Comparison

SDLAX has a 0.67% expense ratio, which is higher than SPIIX's 0.65% expense ratio.


Return for Risk

SDLAX vs. SPIIX — 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

SPIIX
SPIIX Risk / Return Rank: 4040
Overall Rank
SPIIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4343
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 4848
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. SPIIX - 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 S&P 500 Index Fund Class I (SPIIX). 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.


SDLAXSPIIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.79

0.00

Sortino ratio

Return per unit of downside risk

1.20

1.23

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

0.99

0.98

0.00

Martin ratio

Return relative to average drawdown

4.64

4.73

-0.09

SDLAX vs. SPIIX - Sharpe Ratio Comparison

The current SDLAX Sharpe Ratio is 0.79, which is comparable to the SPIIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SDLAX and SPIIX, 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


SDLAXSPIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.79

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.58

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.69

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.53

+0.10

Correlation

The correlation between SDLAX and SPIIX is 0.96, 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. SPIIX - Dividend Comparison

SDLAX's dividend yield for the trailing twelve months is around 15.02%, more than SPIIX's 9.08% 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%
SPIIX
SEI S&P 500 Index Fund Class I
9.08%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%

Drawdowns

SDLAX vs. SPIIX - Drawdown Comparison

The maximum SDLAX drawdown since its inception was -35.25%, smaller than the maximum SPIIX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SDLAX and SPIIX.


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Drawdown Indicators


SDLAXSPIIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.25%

-55.78%

+20.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.14%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-35.25%

-25.70%

-9.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

-33.85%

-1.40%

Current Drawdown

Current decline from peak

-16.32%

-9.02%

-7.30%

Average Drawdown

Average peak-to-trough decline

-5.75%

-7.33%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.52%

+0.13%

Volatility

SDLAX vs. SPIIX - Volatility Comparison

SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a higher volatility of 4.95% compared to SEI S&P 500 Index Fund Class I (SPIIX) at 4.24%. This indicates that SDLAX's price experiences larger fluctuations and is considered to be riskier than SPIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDLAXSPIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.24%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

9.09%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

18.13%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.99%

18.41%

+7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.66%

18.84%

+3.82%