SEITX vs. SDLAX
SEITX (SEI Institutional International Trust International Equity Fund) and SDLAX (SEI Institutional Investments Trust Dynamic Asset Allocation Fund) are both mutual funds - SEITX is a Foreign Large Cap Equities fund managed by SEI, while SDLAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, SEITX returned 9.70%/yr vs 15.28%/yr for SDLAX. A 0.67 correlation means they provide meaningful diversification when combined. SEITX charges 1.08%/yr vs 0.67%/yr for SDLAX.
Performance
SEITX vs. SDLAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SEITX having a 10.19% return and SDLAX slightly lower at 9.83%. Over the past 10 years, SEITX has underperformed SDLAX with an annualized return of 9.70%, while SDLAX has yielded a comparatively higher 15.28% annualized return.
SEITX
- 1D
- -0.49%
- 1M
- 2.37%
- YTD
- 10.19%
- 6M
- 12.44%
- 1Y
- 25.55%
- 3Y*
- 20.00%
- 5Y*
- 9.45%
- 10Y*
- 9.70%
SDLAX
- 1D
- -0.85%
- 1M
- 3.86%
- YTD
- 9.83%
- 6M
- 9.63%
- 1Y
- 27.42%
- 3Y*
- 22.16%
- 5Y*
- 13.71%
- 10Y*
- 15.28%
SEITX vs. SDLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEITX SEI Institutional International Trust International Equity Fund | 10.19% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 9.83% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
Correlation
The correlation between SEITX and SDLAX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011 | 0.67 |
The correlation between SEITX and SDLAX shifts across timeframes, from 0.56 (3 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SEITX vs. SDLAX — Risk / Return Rank
SEITX
SDLAX
SEITX vs. SDLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) 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.
| SEITX | SDLAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.82 | -0.44 |
| Martin ratioReturn relative to average drawdown | 8.83 | 13.05 | -4.22 |
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
| SEITX | SDLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.18 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.53 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.68 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.69 | -0.42 |
Drawdowns
SEITX vs. SDLAX - Drawdown Comparison
The maximum SEITX drawdown since its inception was -66.98%, which is greater than SDLAX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SEITX and SDLAX.
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Drawdown Indicators
| SEITX | SDLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -35.25% | -31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -9.76% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.42% | -35.25% | +20.83% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -35.25% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | -35.25% | -2.94% |
Current DrawdownCurrent decline from peak | -1.04% | -0.85% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -17.83% | -5.73% | -12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.10% | +0.88% |
Volatility
SEITX vs. SDLAX - Volatility Comparison
SEI Institutional International Trust International Equity Fund (SEITX) has a higher volatility of 3.80% compared to SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) at 3.57%. This indicates that SEITX's price experiences larger fluctuations and is considered to be riskier 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
| SEITX | SDLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 3.57% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 9.80% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 12.63% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 26.04% | -10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 22.70% | -6.20% |
SEITX vs. SDLAX - Expense Ratio Comparison
SEITX has a 1.08% expense ratio, which is higher than SDLAX's 0.67% expense ratio.
Dividends
SEITX vs. SDLAX - Dividend Comparison
SEITX's dividend yield for the trailing twelve months is around 15.25%, more than SDLAX's 12.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 12.57% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
SEITX SEI Institutional International Trust International Equity Fund | 15.25% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
Frequently Asked Questions
SEITX and SDLAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.80%) compared to SDLAX (3.57%). In terms of maximum drawdown, SEITX dropped -66.98% vs SDLAX's -35.25%.
SDLAX currently has the higher Sharpe Ratio (2.18 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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