SDYYX vs. VTMFX
SDYYX (SEI Institutional Managed Trust Dynamic Asset Allocation Fund) and VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares) are both mutual funds - SDYYX is a Large Cap Blend Equities fund managed by BlackRock, while VTMFX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, SDYYX returned 14.88%/yr vs 8.66%/yr for VTMFX. With a 0.95 correlation, they move nearly in lockstep. SDYYX charges 0.50%/yr vs 0.09%/yr for VTMFX.
Performance
SDYYX vs. VTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, SDYYX achieves a 10.45% return, which is significantly higher than VTMFX's 5.64% return. Over the past 10 years, SDYYX has outperformed VTMFX with an annualized return of 14.88%, while VTMFX has yielded a comparatively lower 8.66% annualized return.
SDYYX
- 1D
- 0.11%
- 1M
- 5.64%
- YTD
- 10.45%
- 6M
- 10.01%
- 1Y
- 27.23%
- 3Y*
- 21.94%
- 5Y*
- 13.68%
- 10Y*
- 14.88%
VTMFX
- 1D
- -0.37%
- 1M
- 2.26%
- YTD
- 5.64%
- 6M
- 5.70%
- 1Y
- 16.33%
- 3Y*
- 12.61%
- 5Y*
- 7.15%
- 10Y*
- 8.66%
SDYYX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 10.45% | 18.85% | 24.65% | 21.47% | -16.51% | 31.05% | 20.21% | 27.13% | -8.08% | 19.29% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 5.64% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Correlation
The correlation between SDYYX and VTMFX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.95 |
The correlation between SDYYX and VTMFX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
SDYYX vs. VTMFX — Risk / Return Rank
SDYYX
VTMFX
SDYYX vs. VTMFX - 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 Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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 | VTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.52 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 3.08 | -0.28 |
| Martin ratioReturn relative to average drawdown | 12.91 | 14.71 | -1.80 |
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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.70 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.84 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.95 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.84 | -0.05 |
Drawdowns
SDYYX vs. VTMFX - Drawdown Comparison
The maximum SDYYX drawdown since its inception was -32.42%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for SDYYX and VTMFX.
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Drawdown Indicators
| SDYYX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -28.49% | -3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -5.38% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.28% | -10.61% | -12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | -17.40% | -5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -21.87% | -10.55% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -3.55% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.12% | +1.04% |
Volatility
SDYYX vs. VTMFX - Volatility Comparison
SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) has a higher volatility of 3.52% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 1.74%. This indicates that SDYYX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDYYX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 1.74% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 4.76% | +5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 6.14% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 8.52% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 9.12% | +9.43% |
SDYYX vs. VTMFX - Expense Ratio Comparison
SDYYX has a 0.50% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Dividends
SDYYX vs. VTMFX - Dividend Comparison
SDYYX's dividend yield for the trailing twelve months is around 18.67%, more than VTMFX's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDYYX SEI Institutional Managed Trust Dynamic Asset Allocation Fund | 18.67% | 20.62% | 11.70% | 9.69% | 14.47% | 11.12% | 7.62% | 1.87% | 2.33% | 1.78% | 1.14% | 0.00% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.11% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Frequently Asked Questions
With a correlation of 0.96, SDYYX and VTMFX 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.
SDYYX has higher volatility (3.52%) compared to VTMFX (1.74%). In terms of maximum drawdown, SDYYX dropped -32.42% vs VTMFX's -28.49%.
VTMFX currently has the higher Sharpe Ratio (2.70 vs 2.22), 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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