PortfoliosLab logoPortfoliosLab logo
SIMYX vs. ASFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIMYX vs. ASFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SIMYX vs. ASFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.35%30.07%6.26%13.11%-11.38%7.83%-1.33%15.77%-12.11%21.58%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
6.59%-9.67%-3.22%-10.33%35.67%3.52%13.59%8.99%-12.59%5.82%

Returns By Period

In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly lower than ASFYX's 6.59% return.


SIMYX

1D
0.58%
1M
-7.35%
YTD
3.35%
6M
7.54%
1Y
22.67%
3Y*
15.31%
5Y*
8.60%
10Y*

ASFYX

1D
0.00%
1M
-1.55%
YTD
6.59%
6M
10.95%
1Y
3.41%
3Y*
-2.89%
5Y*
2.30%
10Y*
1.87%
*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.


SIMYX vs. ASFYX - Expense Ratio Comparison

SIMYX has a 0.86% expense ratio, which is lower than ASFYX's 1.47% expense ratio.


Return for Risk

SIMYX vs. ASFYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIMYX
SIMYX Risk / Return Rank: 8787
Overall Rank
SIMYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SIMYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIMYX Omega Ratio Rank: 8585
Omega Ratio Rank
SIMYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIMYX Martin Ratio Rank: 8888
Martin Ratio Rank

ASFYX
ASFYX Risk / Return Rank: 88
Overall Rank
ASFYX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ASFYX Sortino Ratio Rank: 88
Sortino Ratio Rank
ASFYX Omega Ratio Rank: 88
Omega Ratio Rank
ASFYX Calmar Ratio Rank: 88
Calmar Ratio Rank
ASFYX Martin Ratio Rank: 77
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.

SIMYX vs. ASFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.


SIMYXASFYXDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.18

+1.58

Sortino ratio

Return per unit of downside risk

2.30

0.30

+2.00

Omega ratio

Gain probability vs. loss probability

1.35

1.04

+0.31

Calmar ratio

Return relative to maximum drawdown

2.52

0.10

+2.42

Martin ratio

Return relative to average drawdown

9.65

0.16

+9.49

SIMYX vs. ASFYX - Sharpe Ratio Comparison

The current SIMYX Sharpe Ratio is 1.75, which is higher than the ASFYX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SIMYX and ASFYX, 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


SIMYXASFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.18

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.17

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.31

+0.27

Correlation

The correlation between SIMYX and ASFYX is 0.10, 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

SIMYX vs. ASFYX - Dividend Comparison

SIMYX's dividend yield for the trailing twelve months is around 3.03%, more than ASFYX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.03%3.13%5.26%3.62%3.13%3.41%1.96%3.09%3.01%2.74%0.00%0.00%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
1.43%1.52%1.46%0.99%32.48%6.07%3.40%5.51%1.30%0.07%0.01%5.06%

Drawdowns

SIMYX vs. ASFYX - Drawdown Comparison

The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SIMYX and ASFYX.


Loading graphics...

Drawdown Indicators


SIMYXASFYXDifference

Max Drawdown

Largest peak-to-trough decline

-32.14%

-36.43%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-13.51%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-36.43%

+11.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.43%

Current Drawdown

Current decline from peak

-7.35%

-24.37%

+17.02%

Average Drawdown

Average peak-to-trough decline

-6.14%

-13.09%

+6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

8.72%

-6.49%

Volatility

SIMYX vs. ASFYX - Volatility Comparison

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has a higher volatility of 4.79% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that SIMYX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SIMYXASFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

3.86%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

10.01%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

13.02%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

13.68%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

12.68%

-0.44%