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SDYYX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDYYX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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SDYYX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WFSPX
iShares S&P 500 Index Fund
-7.06%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Returns By Period

In the year-to-date period, SDYYX achieves a -8.32% return, which is significantly lower than WFSPX's -7.06% return. Over the past 10 years, SDYYX has underperformed WFSPX with an annualized return of 12.96%, while WFSPX has yielded a comparatively higher 13.63% 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%

WFSPX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.63%
1Y
14.40%
3Y*
17.13%
5Y*
11.37%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDYYX vs. WFSPX - Expense Ratio Comparison

SDYYX has a 0.50% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

SDYYX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDYYX
SDYYX Risk / Return Rank: 3232
Overall Rank
SDYYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SDYYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
SDYYX Omega Ratio Rank: 3535
Omega Ratio Rank
SDYYX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SDYYX Martin Ratio Rank: 3838
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDYYX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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.


SDYYXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.84

-0.13

Sortino ratio

Return per unit of downside risk

1.10

1.30

-0.20

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

0.88

1.06

-0.18

Martin ratio

Return relative to average drawdown

4.05

5.13

-1.08

SDYYX vs. WFSPX - Sharpe Ratio Comparison

The current SDYYX Sharpe Ratio is 0.71, which is comparable to the WFSPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SDYYX and WFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDYYXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.84

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.68

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.13

+0.57

Correlation

The correlation between SDYYX and WFSPX is 0.97, 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. WFSPX - Dividend Comparison

SDYYX's dividend yield for the trailing twelve months is around 22.50%, more than WFSPX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
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%
WFSPX
iShares S&P 500 Index Fund
1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Drawdowns

SDYYX vs. WFSPX - Drawdown Comparison

The maximum SDYYX drawdown since its inception was -32.42%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SDYYX and WFSPX.


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Drawdown Indicators


SDYYXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.42%

-58.21%

+25.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.11%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-24.51%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

-33.74%

+1.32%

Current Drawdown

Current decline from peak

-9.96%

-8.90%

-1.06%

Average Drawdown

Average peak-to-trough decline

-4.46%

-12.84%

+8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.49%

+0.20%

Volatility

SDYYX vs. WFSPX - Volatility Comparison

SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) has a higher volatility of 4.95% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that SDYYX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDYYXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.24%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

9.08%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

18.06%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

16.84%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

17.98%

+0.52%