SDYYX vs. ECAT
Compare and contrast key facts about SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
SDYYX is managed by BlackRock. It was launched on Jul 30, 2015. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
SDYYX vs. ECAT - Performance Comparison
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SDYYX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | -8.32% | 18.85% | 24.65% | 21.47% | -16.51% | 9.64% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
In the year-to-date period, SDYYX achieves a -8.32% return, which is significantly lower than ECAT's -6.71% return.
SDYYX
- 1D
- -0.13%
- 1M
- -8.88%
- YTD
- -8.32%
- 6M
- -6.00%
- 1Y
- 12.60%
- 3Y*
- 15.83%
- 5Y*
- 10.92%
- 10Y*
- 12.96%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
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SDYYX vs. ECAT - Expense Ratio Comparison
SDYYX has a 0.50% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
SDYYX vs. ECAT — Risk / Return Rank
SDYYX
ECAT
SDYYX vs. ECAT - 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 BlackRock ESG Capital Allocation Term Trust (ECAT). 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 | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.42 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.10 | 0.68 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.47 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.05 | 1.75 | +2.31 |
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 | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.42 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.32 | +0.38 |
Correlation
The correlation between SDYYX and ECAT is 0.71, 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. ECAT - Dividend Comparison
SDYYX's dividend yield for the trailing twelve months is around 22.50%, less than ECAT's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 22.50% | 20.62% | 11.70% | 9.69% | 14.47% | 11.12% | 7.62% | 1.87% | 2.33% | 1.78% | 1.14% |
ECAT BlackRock ESG Capital Allocation Term Trust | 25.39% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDYYX vs. ECAT - Drawdown Comparison
The maximum SDYYX drawdown since its inception was -32.42%, roughly equal to the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for SDYYX and ECAT.
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Drawdown Indicators
| SDYYX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -32.23% | -0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.90% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | — | — |
Current DrawdownCurrent decline from peak | -9.96% | -10.48% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -9.41% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 3.49% | -0.80% |
Volatility
SDYYX vs. ECAT - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) is 4.95%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that SDYYX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDYYX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.97% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 10.34% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 16.97% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 16.95% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 16.95% | +1.55% |