PortfoliosLab logoPortfoliosLab logo
SDYYX vs. BKTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDYYX vs. BKTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SDYYX achieves a 10.45% return, which is significantly lower than BKTSX's 11.73% return. Both investments have delivered pretty close results over the past 10 years, with SDYYX having a 14.88% annualized return and BKTSX not far ahead at 15.13%.


SDYYX

1D
0.11%
1M
5.64%
YTD
10.45%
6M
10.01%
1Y
27.23%
3Y*
21.94%
5Y*
13.68%
10Y*
14.88%

BKTSX

1D
0.23%
1M
5.68%
YTD
11.73%
6M
11.61%
1Y
28.67%
3Y*
22.30%
5Y*
13.12%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDYYX vs. BKTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDYYX
SEI Institutional Managed Trust Dynamic Asset Allocation Fund
10.45%18.85%24.65%21.47%-16.51%31.05%20.21%27.13%-8.08%19.29%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
11.73%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%

Correlation

The correlation between SDYYX and BKTSX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.97

The correlation between SDYYX and BKTSX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SDYYX vs. BKTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDYYX
SDYYX Risk / Return Rank: 5656
Overall Rank
SDYYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SDYYX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SDYYX Omega Ratio Rank: 5252
Omega Ratio Rank
SDYYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SDYYX Martin Ratio Rank: 6767
Martin Ratio Rank

BKTSX
BKTSX Risk / Return Rank: 7070
Overall Rank
BKTSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 6262
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 8282
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.

SDYYX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.


SDYYXBKTSXDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.04

Calmar ratioReturn relative to maximum drawdown

2.80

3.34

-0.55

Martin ratioReturn relative to average drawdown

12.91

15.37

-2.46

SDYYX vs. BKTSX - Sharpe Ratio Comparison

The current SDYYX Sharpe Ratio is 2.22, which is comparable to the BKTSX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SDYYX and BKTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SDYYXBKTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.44

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.76

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.82

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.83

-0.03

Drawdowns

SDYYX vs. BKTSX - Drawdown Comparison

The maximum SDYYX drawdown since its inception was -32.42%, smaller than the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SDYYX and BKTSX.


Loading charts...

Drawdown Indicators


SDYYXBKTSXDifference

Max Drawdown

Largest peak-to-trough decline

-32.42%

-34.97%

+2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-8.87%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-23.28%

-19.29%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-24.98%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

-34.97%

+2.55%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.40%

-4.53%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.93%

+0.23%

Volatility

SDYYX vs. BKTSX - Volatility Comparison

SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) has a higher volatility of 3.52% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 2.94%. This indicates that SDYYX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SDYYXBKTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

2.94%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

9.13%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

12.15%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

17.36%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

18.41%

+0.14%

SDYYX vs. BKTSX - Expense Ratio Comparison

SDYYX has a 0.50% expense ratio, which is higher than BKTSX's 0.02% expense ratio.


Dividends

SDYYX vs. BKTSX - Dividend Comparison

SDYYX's dividend yield for the trailing twelve months is around 18.67%, more than BKTSX's 1.04% yield.


PositionTTM2025202420232022202120202019201820172016
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.04%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%
SDYYX
SEI Institutional Managed Trust Dynamic Asset Allocation Fund
18.67%20.62%11.70%9.69%14.47%11.12%7.62%1.87%2.33%1.78%1.14%

Frequently Asked Questions


With a correlation of 0.97, SDYYX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SDYYX has higher volatility (3.52%) compared to BKTSX (2.94%). In terms of maximum drawdown, SDYYX dropped -32.42% vs BKTSX's -34.97%.

BKTSX currently has the higher Sharpe Ratio (2.44 vs 2.22), 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.

Portfolio Optimizer

Find the right allocation for SDYYX and BKTSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer