SEIMX vs. SDLAX
Compare and contrast key facts about SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX).
SEIMX is managed by SEI. It was launched on Sep 4, 1989. SDLAX is managed by SEI. It was launched on Jul 30, 2010.
Performance
SEIMX vs. SDLAX - Performance Comparison
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SEIMX vs. SDLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.70% | 4.62% |
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, SEIMX achieves a -0.43% return, which is significantly higher than SDLAX's -5.23% return. Over the past 10 years, SEIMX has underperformed SDLAX with an annualized return of 1.83%, while SDLAX has yielded a comparatively higher 13.80% annualized return.
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%
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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SEIMX vs. SDLAX - Expense Ratio Comparison
SEIMX has a 0.63% expense ratio, which is lower than SDLAX's 0.67% expense ratio.
Return for Risk
SEIMX vs. SDLAX — Risk / Return Rank
SEIMX
SDLAX
SEIMX vs. SDLAX - 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 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.
| SEIMX | SDLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.93 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.40 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.47 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.49 | 6.80 | -2.31 |
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
| SEIMX | SDLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.93 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.46 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.61 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.39 | 0.64 | +0.74 |
Correlation
The correlation between SEIMX and SDLAX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SEIMX vs. SDLAX - Dividend Comparison
SEIMX's dividend yield for the trailing twelve months is around 3.00%, less than SDLAX's 14.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
SEIMX vs. SDLAX - Drawdown Comparison
The maximum SEIMX drawdown since its inception was -13.27%, smaller than the maximum SDLAX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SEIMX and SDLAX.
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Drawdown Indicators
| SEIMX | SDLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -35.25% | +21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.88% | -12.43% | +8.55% |
Max Drawdown (5Y)Largest decline over 5 years | -13.27% | -35.25% | +21.98% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -35.25% | +21.98% |
Current DrawdownCurrent decline from peak | -2.47% | -13.70% | +11.23% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -5.75% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.68% | -1.63% |
Volatility
SEIMX vs. SDLAX - Volatility Comparison
The current volatility for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) is 1.03%, while SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a volatility of 6.07%. This indicates that SEIMX 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
| SEIMX | SDLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 6.07% | -5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 9.97% | -8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.92% | 18.96% | -15.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 26.02% | -22.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.63% | 22.68% | -19.05% |