PortfoliosLab logoPortfoliosLab logo
SEIMX vs. SPIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEIMX vs. SPIIX - 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 SEI S&P 500 Index Fund Class I (SPIIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SEIMX vs. SPIIX - 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%
SPIIX
SEI S&P 500 Index Fund Class I
-7.22%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%

Returns By Period

In the year-to-date period, SEIMX achieves a -0.70% return, which is significantly higher than SPIIX's -7.22% return. Over the past 10 years, SEIMX has underperformed SPIIX with an annualized return of 1.80%, while SPIIX has yielded a comparatively higher 12.99% 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%

SPIIX

1D
-0.40%
1M
-7.73%
YTD
-7.22%
6M
-5.00%
1Y
13.56%
3Y*
16.34%
5Y*
10.62%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SEIMX vs. SPIIX - Expense Ratio Comparison

SEIMX has a 0.63% expense ratio, which is lower than SPIIX's 0.65% expense ratio.


Return for Risk

SEIMX vs. SPIIX — 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

SPIIX
SPIIX Risk / Return Rank: 4040
Overall Rank
SPIIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4343
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 4848
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. SPIIX - 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 S&P 500 Index Fund Class I (SPIIX). 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.


SEIMXSPIIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.79

+0.35

Sortino ratio

Return per unit of downside risk

1.53

1.23

+0.30

Omega ratio

Gain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratio

Return relative to maximum drawdown

1.20

0.98

+0.21

Martin ratio

Return relative to average drawdown

4.45

4.73

-0.28

SEIMX vs. SPIIX - Sharpe Ratio Comparison

The current SEIMX Sharpe Ratio is 1.14, which is higher than the SPIIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SEIMX and SPIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SEIMXSPIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.79

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.58

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.69

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.53

+0.85

Correlation

The correlation between SEIMX and SPIIX 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. SPIIX - Dividend Comparison

SEIMX's dividend yield for the trailing twelve months is around 3.01%, less than SPIIX's 9.08% 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%
SPIIX
SEI S&P 500 Index Fund Class I
9.08%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%

Drawdowns

SEIMX vs. SPIIX - Drawdown Comparison

The maximum SEIMX drawdown since its inception was -13.27%, smaller than the maximum SPIIX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SEIMX and SPIIX.


Loading graphics...

Drawdown Indicators


SEIMXSPIIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.27%

-55.78%

+42.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.88%

-12.14%

+8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.27%

-25.70%

+12.43%

Max Drawdown (10Y)

Largest decline over 10 years

-13.27%

-33.85%

+20.58%

Current Drawdown

Current decline from peak

-2.73%

-9.02%

+6.29%

Average Drawdown

Average peak-to-trough decline

-1.49%

-7.33%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

2.52%

-1.48%

Volatility

SEIMX vs. SPIIX - Volatility Comparison

The current volatility for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) is 0.95%, while SEI S&P 500 Index Fund Class I (SPIIX) has a volatility of 4.24%. This indicates that SEIMX experiences smaller price fluctuations and is considered to be less risky than SPIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SEIMXSPIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

4.24%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

9.09%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

18.13%

-14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.23%

18.41%

-15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

18.84%

-15.21%