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SEHAX vs. SEIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEHAX vs. SEIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). The values are adjusted to include any dividend payments, if applicable.

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SEHAX vs. SEIMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SEHAX
SEHAX Risk / Return Rank: 5959
Overall Rank
SEHAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SEHAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SEHAX Omega Ratio Rank: 5555
Omega Ratio Rank
SEHAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SEHAX Martin Ratio Rank: 7474
Martin Ratio Rank

SEIMX
SEIMX Risk / Return Rank: 4848
Overall Rank
SEIMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SEIMX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SEIMX Omega Ratio Rank: 7373
Omega Ratio Rank
SEIMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SEIMX Martin Ratio Rank: 3838
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.

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.


SEHAXSEIMXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.02

+0.06

Sortino ratio

Return per unit of downside risk

1.62

1.35

+0.27

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.62

1.22

+0.40

Martin ratio

Return relative to average drawdown

8.12

4.49

+3.62

SEHAX vs. SEIMX - Sharpe Ratio Comparison

The current SEHAX Sharpe Ratio is 1.08, which is comparable to the SEIMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SEHAX and SEIMX, 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


SEHAXSEIMXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SEHAXSEIMXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.34%

-2.47%

-2.87%

Average Drawdown

Average peak-to-trough decline

-9.21%

-1.49%

-7.72%

Ulcer Index

Depth 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


SEHAXSEIMXDifference

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%