SDYYX vs. LIVIX
SDYYX (SEI Institutional Managed Trust Dynamic Asset Allocation Fund) and LIVIX (BlackRock LifePath Index 2055 Fund - Institutional Shares) are both mutual funds - SDYYX is a Large Cap Blend Equities fund managed by BlackRock, while LIVIX is a Target Retirement Date fund tracking the LifePath Index 2055 Fund Custom Benchmark. Over the past 10 years, SDYYX returned 14.28%/yr vs 11.45%/yr for LIVIX. Their correlation of 0.93 means they have usually moved in the same direction. SDYYX charges 0.50%/yr vs 0.14%/yr for LIVIX.
Performance
SDYYX vs. LIVIX - Performance Comparison
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Returns By Period
In the year-to-date period, SDYYX achieves a 8.26% return, which is significantly lower than LIVIX's 11.03% return. Over the past 10 years, SDYYX has outperformed LIVIX with an annualized return of 14.28%, while LIVIX has yielded a comparatively lower 11.45% annualized return.
SDYYX
- 1D
- 1.71%
- 1M
- 0.11%
- 6M
- 7.16%
- YTD
- 8.26%
- 1Y
- 19.38%
- 3Y*
- 18.26%
- 5Y*
- 12.22%
- 10Y*
- 14.28%
- ALL TIME*
- 14.17%
LIVIX
- 1D
- 2.03%
- 1M
- -0.54%
- 6M
- 7.67%
- YTD
- 11.03%
- 1Y
- 23.24%
- 3Y*
- 16.68%
- 5Y*
- 9.68%
- 10Y*
- 11.45%
- ALL TIME*
- 10.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SDYYX vs. LIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 8.26% | 18.85% | 24.65% | 21.47% | -16.51% | 31.05% | 20.21% | 27.13% | -8.08% | 19.29% |
LIVIX BlackRock LifePath Index 2055 Fund - Institutional Shares | 11.03% | 21.57% | 13.60% | 21.62% | -18.38% | 18.75% | 14.99% | 26.76% | -7.83% | 21.38% |
Correlation
The correlation between SDYYX and LIVIX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.93 |
The correlation between SDYYX and LIVIX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
SDYYX vs. LIVIX — Risk / Return Rank
SDYYX
LIVIX
SDYYX vs. LIVIX - 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 LifePath Index 2055 Fund - Institutional Shares (LIVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SDYYX | LIVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.25 | -0.53 |
| Martin ratioReturn relative to average drawdown | 7.26 | 9.45 | -2.19 |
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Drawdowns
SDYYX vs. LIVIX - Drawdown Comparison
The maximum SDYYX drawdown since its inception was -32.42%, smaller than the maximum LIVIX drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for SDYYX and LIVIX.
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Drawdown Indicators
| SDYYX | LIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -34.44% | +2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -9.44% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -23.28% | -17.39% | -5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | -26.45% | +3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -34.44% | +2.02% |
Current DrawdownCurrent decline from peak | -1.98% | -1.83% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -4.49% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.25% | +0.11% |
Volatility
SDYYX vs. LIVIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) is 3.65%, while BlackRock LifePath Index 2055 Fund - Institutional Shares (LIVIX) has a volatility of 3.92%. This indicates that SDYYX experiences smaller price fluctuations and is considered to be less risky than LIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDYYX | LIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.92% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 11.50% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 13.72% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 16.01% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.59% | 16.70% | +1.89% |
SDYYX vs. LIVIX - Expense Ratio Comparison
SDYYX has a 0.50% expense ratio, which is higher than LIVIX's 0.14% expense ratio.
Dividends
SDYYX vs. LIVIX - Dividend Comparison
SDYYX's dividend yield for the trailing twelve months is around 19.05%, more than LIVIX's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIVIX BlackRock LifePath Index 2055 Fund - Institutional Shares | 2.29% | 2.48% | 0.01% | 2.04% | 1.96% | 2.04% | 1.56% | 2.95% | 2.35% | 2.27% | 1.54% | 2.88% |
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 19.05% | 20.62% | 11.70% | 9.69% | 14.47% | 11.12% | 7.62% | 1.87% | 2.33% | 1.78% | 1.14% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, SDYYX and LIVIX 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.
LIVIX has higher volatility (3.92%) compared to SDYYX (3.65%). In terms of maximum drawdown, SDYYX dropped -32.42% vs LIVIX's -34.44%.
LIVIX currently has the higher Sharpe Ratio (1.55 vs 1.24), 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.
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