SEIMX vs. STAG

In the year-to-date period, SEIMX achieves a -0.76% return, which is significantly lower than STAG's 7.10% return. Over the past 10 years, SEIMX has underperformed STAG with an annualized return of 1.88%, while STAG has yielded a comparatively higher 10.55% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) and STAG Industrial, Inc. (STAG). 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.

The current SEIMX Sharpe Ratio is 0.53, which is higher than the STAG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SEIMX and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SEIMX's dividend yield for the trailing twelve months is around 2.67%, less than STAG's 4.17% yield.

The maximum SEIMX drawdown since its inception was -12.73%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for SEIMX and STAG.

The current volatility for SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) is 0.52%, while STAG Industrial, Inc. (STAG) has a volatility of 6.88%. This indicates that SEIMX experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.