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SEIMX vs. MUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEIMX vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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SEIMX vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
-0.70%5.10%1.52%5.02%-8.87%1.39%4.87%7.17%0.70%4.62%
MUB
iShares National AMT-Free Muni Bond ETF
-0.37%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Returns By Period

In the year-to-date period, SEIMX achieves a -0.70% return, which is significantly lower than MUB's -0.37% return. Over the past 10 years, SEIMX has underperformed MUB with an annualized return of 1.80%, while MUB has yielded a comparatively higher 1.96% annualized return.


SEIMX

1D
0.09%
1M
-2.73%
YTD
-0.70%
6M
0.52%
1Y
3.62%
3Y*
2.85%
5Y*
0.63%
10Y*
1.80%

MUB

1D
0.19%
1M
-2.28%
YTD
-0.37%
6M
1.28%
1Y
3.94%
3Y*
2.53%
5Y*
0.79%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEIMX vs. MUB - Expense Ratio Comparison

SEIMX has a 0.63% expense ratio, which is higher than MUB's 0.07% expense ratio.


Return for Risk

SEIMX vs. MUB — Risk / Return Rank

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

SEIMX
SEIMX Risk / Return Rank: 6060
Overall Rank
SEIMX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SEIMX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SEIMX Omega Ratio Rank: 8383
Omega Ratio Rank
SEIMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SEIMX Martin Ratio Rank: 4444
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 5454
Overall Rank
MUB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4949
Sortino Ratio Rank
MUB Omega Ratio Rank: 6060
Omega Ratio Rank
MUB Calmar Ratio Rank: 5555
Calmar Ratio Rank
MUB Martin Ratio Rank: 4545
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.

SEIMX vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


SEIMXMUBDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.96

+0.18

Sortino ratio

Return per unit of downside risk

1.53

1.25

+0.29

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.20

1.27

-0.07

Martin ratio

Return relative to average drawdown

4.45

4.07

+0.38

SEIMX vs. MUB - Sharpe Ratio Comparison

The current SEIMX Sharpe Ratio is 1.14, which is comparable to the MUB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SEIMX and MUB, 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


SEIMXMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.96

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.20

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.40

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.57

+0.81

Correlation

The correlation between SEIMX and MUB is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SEIMX vs. MUB - Dividend Comparison

SEIMX's dividend yield for the trailing twelve months is around 3.01%, less than MUB's 3.19% yield.


TTM20252024202320222021202020192018201720162015
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
3.01%3.93%2.60%2.13%1.79%2.13%2.39%2.71%2.60%2.43%2.49%2.51%
MUB
iShares National AMT-Free Muni Bond ETF
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Drawdowns

SEIMX vs. MUB - Drawdown Comparison

The maximum SEIMX drawdown since its inception was -13.27%, roughly equal to the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for SEIMX and MUB.


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Drawdown Indicators


SEIMXMUBDifference

Max Drawdown

Largest peak-to-trough decline

-13.27%

-13.68%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.88%

-3.30%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-13.27%

-11.88%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-13.27%

-13.68%

+0.41%

Current Drawdown

Current decline from peak

-2.73%

-2.28%

-0.45%

Average Drawdown

Average peak-to-trough decline

-1.49%

-2.24%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.03%

+0.01%

Volatility

SEIMX vs. MUB - Volatility Comparison

The current volatility for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) is 0.95%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 1.53%. This indicates that SEIMX experiences smaller price fluctuations and is considered to be less risky than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEIMXMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.53%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

2.03%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

4.14%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.23%

4.04%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

4.91%

-1.28%