SEHAX vs. SEIMX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX).
SEHAX is managed by SEI. It was launched on Apr 26, 2018. SEIMX is managed by SEI. It was launched on Sep 4, 1989.
Performance
SEHAX vs. SEIMX - Performance Comparison
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SEHAX vs. SEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | -2.29% | 17.99% | 24.97% | 21.99% | -15.84% | 32.78% | 13.16% | 28.09% | -5.81% |
SEIMX SEI Tax Exempt Trust Intermediate-Term Municipal Fund | -0.43% | 5.10% | 1.52% | 5.02% | -8.87% | 1.39% | 4.87% | 7.17% | 2.54% |
Returns By Period
In the year-to-date period, SEHAX achieves a -2.29% return, which is significantly lower than SEIMX's -0.43% return.
SEHAX
- 1D
- 2.60%
- 1M
- -4.94%
- YTD
- -2.29%
- 6M
- 1.12%
- 1Y
- 18.06%
- 3Y*
- 18.76%
- 5Y*
- 11.64%
- 10Y*
- —
SEIMX
- 1D
- 0.27%
- 1M
- -2.30%
- YTD
- -0.43%
- 6M
- 0.79%
- 1Y
- 3.62%
- 3Y*
- 2.94%
- 5Y*
- 0.67%
- 10Y*
- 1.83%
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SEHAX vs. SEIMX - Expense Ratio Comparison
SEHAX has a 0.32% expense ratio, which is lower than SEIMX's 0.63% expense ratio.
Return for Risk
SEHAX vs. SEIMX — Risk / Return Rank
SEHAX
SEIMX
SEHAX vs. SEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). 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.
| SEHAX | SEIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.02 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.35 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.22 | +0.40 |
Martin ratioReturn relative to average drawdown | 8.12 | 4.49 | +3.62 |
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
| SEHAX | SEIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.02 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.21 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.39 | -0.78 |
Correlation
The correlation between SEHAX and SEIMX is 0.02, 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
SEHAX vs. SEIMX - Dividend Comparison
SEHAX's dividend yield for the trailing twelve months is around 5.65%, more than SEIMX's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | 5.65% | 5.52% | 7.85% | 1.15% | 12.75% | 23.76% | 1.69% | 1.97% | 1.24% | 0.00% | 0.00% | 0.00% |
SEIMX SEI Tax Exempt Trust Intermediate-Term Municipal Fund | 3.00% | 3.93% | 2.60% | 2.13% | 1.79% | 2.13% | 2.39% | 2.71% | 2.60% | 2.43% | 2.49% | 2.51% |
Drawdowns
SEHAX vs. SEIMX - Drawdown Comparison
The maximum SEHAX drawdown since its inception was -35.77%, which is greater than SEIMX's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for SEHAX and SEIMX.
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Drawdown Indicators
| SEHAX | SEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -13.27% | -22.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -3.88% | -8.13% |
Max Drawdown (5Y)Largest decline over 5 years | -35.77% | -13.27% | -22.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.27% | — |
Current DrawdownCurrent decline from peak | -5.34% | -2.47% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -1.49% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.05% | +1.34% |
Volatility
SEHAX vs. SEIMX - Volatility Comparison
SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) has a higher volatility of 4.95% compared to SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) at 1.03%. This indicates that SEHAX's price experiences larger fluctuations and is considered to be riskier than SEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEHAX | SEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 1.03% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 1.51% | +7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 3.92% | +13.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 3.23% | +17.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.91% | 3.63% | +18.28% |