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SEATX vs. SPIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEATX vs. SPIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) and SEI S&P 500 Index Fund Class I (SPIIX). The values are adjusted to include any dividend payments, if applicable.

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SEATX vs. SPIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
-0.47%2.12%5.75%5.57%-13.10%4.00%6.20%10.58%0.56%8.54%
SPIIX
SEI S&P 500 Index Fund Class I
-7.22%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%

Returns By Period

In the year-to-date period, SEATX achieves a -0.47% return, which is significantly higher than SPIIX's -7.22% return. Over the past 10 years, SEATX has underperformed SPIIX with an annualized return of 2.77%, while SPIIX has yielded a comparatively higher 12.99% annualized return.


SEATX

1D
0.22%
1M
-2.62%
YTD
-0.47%
6M
0.21%
1Y
1.38%
3Y*
3.83%
5Y*
0.39%
10Y*
2.77%

SPIIX

1D
-0.40%
1M
-7.73%
YTD
-7.22%
6M
-5.00%
1Y
13.56%
3Y*
16.34%
5Y*
10.62%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEATX vs. SPIIX - Expense Ratio Comparison

SEATX has a 0.86% expense ratio, which is higher than SPIIX's 0.65% expense ratio.


Return for Risk

SEATX vs. SPIIX — Risk / Return Rank

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

SEATX
SEATX Risk / Return Rank: 1414
Overall Rank
SEATX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SEATX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SEATX Omega Ratio Rank: 1515
Omega Ratio Rank
SEATX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SEATX Martin Ratio Rank: 1414
Martin Ratio Rank

SPIIX
SPIIX Risk / Return Rank: 4040
Overall Rank
SPIIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4343
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 4848
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.

SEATX vs. SPIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) and SEI S&P 500 Index Fund Class I (SPIIX). 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.


SEATXSPIIXDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.79

-0.42

Sortino ratio

Return per unit of downside risk

0.51

1.23

-0.72

Omega ratio

Gain probability vs. loss probability

1.09

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.42

0.98

-0.56

Martin ratio

Return relative to average drawdown

1.26

4.73

-3.48

SEATX vs. SPIIX - Sharpe Ratio Comparison

The current SEATX Sharpe Ratio is 0.37, which is lower than the SPIIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SEATX and SPIIX, 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


SEATXSPIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.79

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.58

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.69

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.53

+0.29

Correlation

The correlation between SEATX and SPIIX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SEATX vs. SPIIX - Dividend Comparison

SEATX's dividend yield for the trailing twelve months is around 4.17%, less than SPIIX's 9.08% yield.


TTM20252024202320222021202020192018201720162015
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
4.17%4.52%4.63%3.38%3.16%3.37%4.28%5.63%4.76%4.65%4.10%4.25%
SPIIX
SEI S&P 500 Index Fund Class I
9.08%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%

Drawdowns

SEATX vs. SPIIX - Drawdown Comparison

The maximum SEATX drawdown since its inception was -28.46%, smaller than the maximum SPIIX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SEATX and SPIIX.


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Drawdown Indicators


SEATXSPIIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.46%

-55.78%

+27.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.65%

-12.14%

+7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-25.70%

+7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-17.71%

-33.85%

+16.14%

Current Drawdown

Current decline from peak

-2.62%

-9.02%

+6.40%

Average Drawdown

Average peak-to-trough decline

-3.52%

-7.33%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

2.52%

-0.96%

Volatility

SEATX vs. SPIIX - Volatility Comparison

The current volatility for SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) is 1.08%, while SEI S&P 500 Index Fund Class I (SPIIX) has a volatility of 4.24%. This indicates that SEATX experiences smaller price fluctuations and is considered to be less risky than SPIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEATXSPIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

4.24%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

9.09%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

18.13%

-13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

18.41%

-14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

18.84%

-14.30%