SDYYX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and Fidelity Asset Manager 70% Fund (FASGX).
SDYYX is managed by BlackRock. It was launched on Jul 30, 2015. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
SDYYX vs. FASGX - Performance Comparison
Loading graphics...
SDYYX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | -8.32% | 18.85% | 24.65% | 21.47% | -16.51% | 31.05% | 20.21% | 27.13% | -8.08% | 19.29% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, SDYYX achieves a -8.32% return, which is significantly lower than FASGX's -2.99% return. Over the past 10 years, SDYYX has outperformed FASGX with an annualized return of 12.96%, while FASGX has yielded a comparatively lower 8.70% annualized 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%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SDYYX vs. FASGX - Expense Ratio Comparison
SDYYX has a 0.50% expense ratio, which is lower than FASGX's 0.67% expense ratio.
Return for Risk
SDYYX vs. FASGX — Risk / Return Rank
SDYYX
FASGX
SDYYX vs. FASGX - 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 Fidelity Asset Manager 70% Fund (FASGX). 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 | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.21 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.73 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.55 | -0.67 |
Martin ratioReturn relative to average drawdown | 4.05 | 6.89 | -2.83 |
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
| SDYYX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.21 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.53 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.70 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.60 | +0.10 |
Correlation
The correlation between SDYYX and FASGX is 0.92, 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. FASGX - Dividend Comparison
SDYYX's dividend yield for the trailing twelve months is around 22.50%, more than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
SDYYX vs. FASGX - Drawdown Comparison
The maximum SDYYX drawdown since its inception was -32.42%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for SDYYX and FASGX.
Loading graphics...
Drawdown Indicators
| SDYYX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -47.35% | +14.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -9.07% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | -23.54% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -27.20% | -5.22% |
Current DrawdownCurrent decline from peak | -9.96% | -7.95% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -6.74% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.04% | +0.65% |
Volatility
SDYYX vs. FASGX - Volatility Comparison
SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) has a higher volatility of 4.95% compared to Fidelity Asset Manager 70% Fund (FASGX) at 4.57%. This indicates that SDYYX's price experiences larger fluctuations and is considered to be riskier than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SDYYX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.57% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 7.78% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 12.82% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 12.14% | +6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 12.56% | +5.94% |