SDYYX vs. WFSPX
Compare and contrast key facts about SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) and iShares S&P 500 Index Fund (WFSPX).
SDYYX is managed by BlackRock. It was launched on Jul 30, 2015. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
SDYYX vs. WFSPX - Performance Comparison
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SDYYX vs. WFSPX - 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% |
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%
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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
SDYYX
WFSPX
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.
| SDYYX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.84 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.30 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.06 | -0.18 |
Martin ratioReturn relative to average drawdown | 4.05 | 5.13 | -1.08 |
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 | WFSPX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| SDYYX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.96% | -8.90% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -12.84% | +8.38% |
Ulcer IndexDepth 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
| SDYYX | WFSPX | Difference | |
|---|---|---|---|
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% |