SDYYX vs. DFIEX
Compare and contrast key facts about SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and DFA International Core Equity Portfolio I (DFIEX).
SDYYX is managed by BlackRock. It was launched on Jul 30, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SDYYX vs. DFIEX - Performance Comparison
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SDYYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | -5.41% | 18.85% | 24.65% | 21.47% | -16.51% | 31.05% | 20.21% | 27.13% | -8.08% | 19.29% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, SDYYX achieves a -5.41% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, SDYYX has outperformed DFIEX with an annualized return of 13.31%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
SDYYX
- 1D
- 3.18%
- 1M
- -5.75%
- YTD
- -5.41%
- 6M
- -3.36%
- 1Y
- 16.18%
- 3Y*
- 17.05%
- 5Y*
- 11.38%
- 10Y*
- 13.31%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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SDYYX vs. DFIEX - Expense Ratio Comparison
SDYYX has a 0.50% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
SDYYX vs. DFIEX — Risk / Return Rank
SDYYX
DFIEX
SDYYX vs. DFIEX - 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 DFA International Core Equity Portfolio I (DFIEX). 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.
| SDYYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.95 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.55 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.57 | -1.22 |
Martin ratioReturn relative to average drawdown | 6.18 | 10.07 | -3.89 |
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
| SDYYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.95 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.60 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.59 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.35 | +0.37 |
Correlation
The correlation between SDYYX and DFIEX is 0.76, 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
SDYYX vs. DFIEX - Dividend Comparison
SDYYX's dividend yield for the trailing twelve months is around 21.80%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 21.80% | 20.62% | 11.70% | 9.69% | 14.47% | 11.12% | 7.62% | 1.87% | 2.33% | 1.78% | 1.14% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SDYYX vs. DFIEX - Drawdown Comparison
The maximum SDYYX drawdown since its inception was -32.42%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SDYYX and DFIEX.
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Drawdown Indicators
| SDYYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -62.22% | +29.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -11.01% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | -28.66% | +5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -41.04% | +8.62% |
Current DrawdownCurrent decline from peak | -7.10% | -7.75% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -12.26% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.81% | -0.09% |
Volatility
SDYYX vs. DFIEX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) is 6.11%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SDYYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDYYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 7.09% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 10.45% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 15.90% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 15.65% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 16.35% | +2.17% |