SEIAX vs. SDLAX
Compare and contrast key facts about SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX).
SEIAX is managed by SEI. It was launched on Jul 28, 2011. SDLAX is managed by SEI. It was launched on Jul 30, 2010.
Performance
SEIAX vs. SDLAX - Performance Comparison
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SEIAX vs. SDLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEIAX SEI Institutional Investments Trust Multi-Asset Real Return Fund | 8.91% | 8.50% | 4.74% | -1.01% | 9.20% | 11.41% | -0.51% | 6.33% | -2.93% | -1.12% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -5.23% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
Returns By Period
In the year-to-date period, SEIAX achieves a 8.91% return, which is significantly higher than SDLAX's -5.23% return. Over the past 10 years, SEIAX has underperformed SDLAX with an annualized return of 4.63%, while SDLAX has yielded a comparatively higher 13.80% annualized return.
SEIAX
- 1D
- -0.37%
- 1M
- 1.77%
- YTD
- 8.91%
- 6M
- 10.76%
- 1Y
- 11.36%
- 3Y*
- 7.69%
- 5Y*
- 7.45%
- 10Y*
- 4.63%
SDLAX
- 1D
- 3.13%
- 1M
- -5.77%
- YTD
- -5.23%
- 6M
- -2.73%
- 1Y
- 17.58%
- 3Y*
- 17.60%
- 5Y*
- 11.86%
- 10Y*
- 13.80%
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SEIAX vs. SDLAX - Expense Ratio Comparison
SEIAX has a 0.21% expense ratio, which is lower than SDLAX's 0.67% expense ratio.
Return for Risk
SEIAX vs. SDLAX — Risk / Return Rank
SEIAX
SDLAX
SEIAX vs. SDLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). 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.
| SEIAX | SDLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.93 | +1.22 |
Sortino ratioReturn per unit of downside risk | 3.04 | 1.40 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.22 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.47 | +2.32 |
Martin ratioReturn relative to average drawdown | 10.32 | 6.80 | +3.52 |
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
| SEIAX | SDLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.93 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | 0.46 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.61 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.64 | -0.17 |
Correlation
The correlation between SEIAX and SDLAX is 0.29, 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
SEIAX vs. SDLAX - Dividend Comparison
SEIAX's dividend yield for the trailing twelve months is around 2.70%, less than SDLAX's 14.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIAX SEI Institutional Investments Trust Multi-Asset Real Return Fund | 2.70% | 2.94% | 5.16% | 3.77% | 13.78% | 10.42% | 2.34% | 2.13% | 3.63% | 1.57% | 1.73% | 1.01% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 14.57% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
Drawdowns
SEIAX vs. SDLAX - Drawdown Comparison
The maximum SEIAX drawdown since its inception was -20.97%, smaller than the maximum SDLAX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SEIAX and SDLAX.
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Drawdown Indicators
| SEIAX | SDLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.97% | -35.25% | +14.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -12.43% | +9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -7.67% | -35.25% | +27.58% |
Max Drawdown (10Y)Largest decline over 10 years | -13.20% | -35.25% | +22.05% |
Current DrawdownCurrent decline from peak | -0.37% | -13.70% | +13.33% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -5.75% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 2.68% | -1.55% |
Volatility
SEIAX vs. SDLAX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) is 2.10%, while SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a volatility of 6.07%. This indicates that SEIAX experiences smaller price fluctuations and is considered to be less risky than SDLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIAX | SDLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 6.07% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.93% | 9.97% | -6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.25% | 18.96% | -13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.53% | 26.02% | -20.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 22.68% | -17.49% |