SDLAX vs. SPINX
Compare and contrast key facts about SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and SEI Institutional Investments Trust S&P 500 Index Fund (SPINX).
SDLAX is managed by SEI. It was launched on Jul 30, 2010. SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013.
Performance
SDLAX vs. SPINX - Performance Comparison
Loading graphics...
SDLAX vs. SPINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -5.23% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | -4.36% | 17.89% | 24.02% | 26.24% | -18.27% | 28.62% | 18.35% | 31.42% | -4.46% | 21.74% |
Returns By Period
In the year-to-date period, SDLAX achieves a -5.23% return, which is significantly lower than SPINX's -4.36% return. Both investments have delivered pretty close results over the past 10 years, with SDLAX having a 13.80% annualized return and SPINX not far ahead at 13.92%.
SDLAX
- 1D
- 3.13%
- 1M
- -5.77%
- YTD
- -5.23%
- 6M
- -2.73%
- 1Y
- 17.58%
- 3Y*
- 17.60%
- 5Y*
- 11.86%
- 10Y*
- 13.80%
SPINX
- 1D
- 2.94%
- 1M
- -5.04%
- YTD
- -4.36%
- 6M
- -2.09%
- 1Y
- 17.35%
- 3Y*
- 17.98%
- 5Y*
- 11.54%
- 10Y*
- 13.92%
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. SPINX - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is higher than SPINX's 0.12% expense ratio.
Return for Risk
SDLAX vs. SPINX — Risk / Return Rank
SDLAX
SPINX
SDLAX vs. SPINX - 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 Investments Trust S&P 500 Index Fund (SPINX). 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 | SPINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.97 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.49 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.53 | -0.06 |
Martin ratioReturn relative to average drawdown | 6.80 | 7.30 | -0.50 |
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 | SPINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.97 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.67 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.65 | -0.01 |
Correlation
The correlation between SDLAX and SPINX is 0.98, 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. SPINX - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 14.57%, more than SPINX's 12.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 14.57% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | 12.44% | 11.90% | 26.02% | 9.77% | 9.59% | 6.58% | 3.58% | 3.01% | 4.94% | 2.32% | 1.97% | 2.29% |
Drawdowns
SDLAX vs. SPINX - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -35.25%, roughly equal to the maximum SPINX drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SDLAX and SPINX.
Loading graphics...
Drawdown Indicators
| SDLAX | SPINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -33.82% | -1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -12.11% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -32.91% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -33.82% | -1.43% |
Current DrawdownCurrent decline from peak | -13.70% | -11.03% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -5.25% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.53% | +0.15% |
Volatility
SDLAX vs. SPINX - Volatility Comparison
SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a higher volatility of 6.07% compared to SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) at 5.36%. This indicates that SDLAX's price experiences larger fluctuations and is considered to be riskier than SPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SDLAX | SPINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.36% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.59% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 18.34% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.02% | 22.50% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 20.94% | +1.74% |