SIMYX vs. DFIEX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and DFA International Core Equity Portfolio I (DFIEX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SIMYX vs. DFIEX - Performance Comparison
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SIMYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 27.17% |
Returns By Period
In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly higher than DFIEX's -0.21% return.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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SIMYX vs. DFIEX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
SIMYX vs. DFIEX — Risk / Return Rank
SIMYX
DFIEX
SIMYX vs. DFIEX - 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 DFA International Core Equity Portfolio I (DFIEX). 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.
| SIMYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.66 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.30 | 2.18 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.16 | +0.35 |
Martin ratioReturn relative to average drawdown | 9.65 | 8.72 | +0.93 |
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
| SIMYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.66 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.58 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.34 | +0.24 |
Correlation
The correlation between SIMYX and DFIEX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SIMYX vs. DFIEX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SIMYX vs. DFIEX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SIMYX and DFIEX.
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Drawdown Indicators
| SIMYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -62.22% | +30.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -11.01% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -28.66% | +3.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -7.35% | -10.45% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -12.26% | +6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.84% | -0.61% |
Volatility
SIMYX vs. DFIEX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 4.79%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 6.26% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 10.04% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 15.66% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 15.60% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 16.32% | -4.08% |