SEIMX vs. SEHAX
Compare and contrast key facts about SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) and SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX).
SEIMX is managed by SEI. It was launched on Sep 4, 1989. SEHAX is managed by SEI. It was launched on Apr 26, 2018.
Performance
SEIMX vs. SEHAX - Performance Comparison
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SEIMX vs. SEHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, SEIMX achieves a -0.43% return, which is significantly higher than SEHAX's -2.29% 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%
SEHAX
- 1D
- 2.60%
- 1M
- -4.94%
- YTD
- -2.29%
- 6M
- 1.12%
- 1Y
- 18.06%
- 3Y*
- 18.76%
- 5Y*
- 11.64%
- 10Y*
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SEIMX vs. SEHAX - Expense Ratio Comparison
SEIMX has a 0.63% expense ratio, which is higher than SEHAX's 0.32% expense ratio.
Return for Risk
SEIMX vs. SEHAX — Risk / Return Rank
SEIMX
SEHAX
SEIMX vs. SEHAX - 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 U.S. Equity Factor Allocation Fund (SEHAX). 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 | SEHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.08 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.62 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.62 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.49 | 8.12 | -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
| SEIMX | SEHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.08 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.56 | -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 | 1.39 | 0.61 | +0.78 |
Correlation
The correlation between SEIMX and SEHAX 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
SEIMX vs. SEHAX - Dividend Comparison
SEIMX's dividend yield for the trailing twelve months is around 3.00%, less than SEHAX's 5.65% 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% |
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% |
Drawdowns
SEIMX vs. SEHAX - Drawdown Comparison
The maximum SEIMX drawdown since its inception was -13.27%, smaller than the maximum SEHAX drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for SEIMX and SEHAX.
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Drawdown Indicators
| SEIMX | SEHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -35.77% | +22.50% |
Max Drawdown (1Y)Largest decline over 1 year | -3.88% | -12.01% | +8.13% |
Max Drawdown (5Y)Largest decline over 5 years | -13.27% | -35.77% | +22.50% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | — | — |
Current DrawdownCurrent decline from peak | -2.47% | -5.34% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -9.21% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.39% | -1.34% |
Volatility
SEIMX vs. SEHAX - Volatility Comparison
The current volatility for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) is 1.03%, while SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) has a volatility of 4.95%. This indicates that SEIMX experiences smaller price fluctuations and is considered to be less risky than SEHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIMX | SEHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 4.95% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 9.09% | -7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.92% | 17.15% | -13.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 21.06% | -17.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.63% | 21.91% | -18.28% |