SDLAX vs. SSSYX
Compare and contrast key facts about SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and State Street Equity 500 Index Fund Class K (SSSYX).
SDLAX is managed by SEI. It was launched on Jul 30, 2010. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
SDLAX vs. SSSYX - Performance Comparison
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SDLAX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, SDLAX achieves a -8.11% return, which is significantly lower than SSSYX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with SDLAX having a 13.45% annualized return and SSSYX not far ahead at 13.69%.
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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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SDLAX vs. SSSYX - Expense Ratio Comparison
SDLAX has a 0.67% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SDLAX vs. SSSYX — Risk / Return Rank
SDLAX
SSSYX
SDLAX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.84 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.30 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.06 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.64 | 5.13 | -0.49 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.68 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.11 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.11 | +0.53 |
Correlation
The correlation between SDLAX and SSSYX is 0.97, 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. SSSYX - Dividend Comparison
SDLAX's dividend yield for the trailing twelve months is around 15.02%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
SDLAX vs. SSSYX - Drawdown Comparison
The maximum SDLAX drawdown since its inception was -35.25%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SDLAX and SSSYX.
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Drawdown Indicators
| SDLAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -91.48% | +56.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -12.10% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -24.49% | -10.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -91.48% | +56.23% |
Current DrawdownCurrent decline from peak | -16.32% | -8.88% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -4.20% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.49% | +0.16% |
Volatility
SDLAX vs. SSSYX - Volatility Comparison
SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a higher volatility of 4.95% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that SDLAX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDLAX | SSSYX | Difference | |
|---|---|---|---|
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% | 9.08% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 18.10% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 16.85% | +9.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.66% | 124.43% | -101.77% |