SDYYX vs. NASDX
SDYYX (SEI Institutional Managed Trust Dynamic Asset Allocation Fund) and NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) are both mutual funds - SDYYX is a Large Cap Blend Equities fund managed by BlackRock, while NASDX is a Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 10 years, SDYYX returned 14.78%/yr vs 22.54%/yr for NASDX. Their correlation of 0.88 suggests significant overlap in exposure. SDYYX charges 0.50%/yr vs 0.63%/yr for NASDX.
Performance
SDYYX vs. NASDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDYYX achieves a 9.54% return, which is significantly lower than NASDX's 21.03% return. Over the past 10 years, SDYYX has underperformed NASDX with an annualized return of 14.78%, while NASDX has yielded a comparatively higher 22.54% annualized return.
SDYYX
- 1D
- -0.83%
- 1M
- 3.80%
- YTD
- 9.54%
- 6M
- 8.93%
- 1Y
- 26.26%
- 3Y*
- 21.60%
- 5Y*
- 13.23%
- 10Y*
- 14.78%
NASDX
- 1D
- -0.29%
- 1M
- 9.16%
- YTD
- 21.03%
- 6M
- 19.66%
- 1Y
- 41.24%
- 3Y*
- 32.52%
- 5Y*
- 19.94%
- 10Y*
- 22.54%
SDYYX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 9.54% | 18.85% | 24.65% | 21.47% | -16.51% | 31.05% | 20.21% | 27.13% | -8.08% | 19.29% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 21.03% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Correlation
The correlation between SDYYX and NASDX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.88 |
The correlation between SDYYX and NASDX has been stable across timeframes, ranging from 0.88 to 0.91 - 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. NASDX — Risk / Return Rank
SDYYX
NASDX
SDYYX vs. NASDX - 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.52 | -0.88 |
| Martin ratioReturn relative to average drawdown | 12.18 | 13.66 | -1.49 |
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 charts...
Sharpe Ratios by Period
| SDYYX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.60 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.87 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 1.00 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.33 | +0.46 |
Drawdowns
SDYYX vs. NASDX - Drawdown Comparison
The maximum SDYYX drawdown since its inception was -32.42%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SDYYX and NASDX.
Loading charts...
Drawdown Indicators
| SDYYX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -83.16% | +50.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -11.90% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.28% | -22.71% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | -35.33% | +12.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -35.33% | +2.91% |
Current DrawdownCurrent decline from peak | -0.83% | -0.29% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -34.37% | +29.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 3.06% | -0.90% |
Volatility
SDYYX vs. NASDX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) is 3.60%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 4.52%. This indicates that SDYYX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SDYYX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.52% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 12.19% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 16.10% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 23.05% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 22.68% | -4.13% |
SDYYX vs. NASDX - Expense Ratio Comparison
SDYYX has a 0.50% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Dividends
SDYYX vs. NASDX - Dividend Comparison
SDYYX's dividend yield for the trailing twelve months is around 18.83%, more than NASDX's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 2.99% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 18.83% | 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 0.91, SDYYX and NASDX 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.
NASDX has higher volatility (4.52%) compared to SDYYX (3.60%). In terms of maximum drawdown, SDYYX dropped -32.42% vs NASDX's -83.16%.
NASDX currently has the higher Sharpe Ratio (2.60 vs 2.09), 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.
Find the right allocation for SDYYX and NASDX
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