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SIMYX vs. FSGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIMYX vs. FSGEX - 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 Fidelity Series Global ex U.S. Index Fund (FSGEX). The values are adjusted to include any dividend payments, if applicable.

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SIMYX vs. FSGEX - 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%
FSGEX
Fidelity Series Global ex U.S. Index Fund
-1.20%32.99%5.34%15.56%-15.75%7.77%10.75%21.41%-13.99%26.75%

Returns By Period

In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly higher than FSGEX's -1.20% return.


SIMYX

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

FSGEX

1D
-0.06%
1M
-11.07%
YTD
-1.20%
6M
3.57%
1Y
23.80%
3Y*
14.32%
5Y*
6.98%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIMYX vs. FSGEX - Expense Ratio Comparison

SIMYX has a 0.86% expense ratio, which is higher than FSGEX's 0.01% expense ratio.


Return for Risk

SIMYX vs. FSGEX — 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

FSGEX
FSGEX Risk / Return Rank: 7878
Overall Rank
FSGEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSGEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSGEX Omega Ratio Rank: 7676
Omega Ratio Rank
FSGEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSGEX Martin Ratio Rank: 7777
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. FSGEX - 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 Fidelity Series Global ex U.S. Index Fund (FSGEX). 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.


SIMYXFSGEXDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.43

+0.33

Sortino ratio

Return per unit of downside risk

2.30

1.93

+0.38

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratio

Return relative to maximum drawdown

2.52

1.89

+0.62

Martin ratio

Return relative to average drawdown

9.65

7.46

+2.19

SIMYX vs. FSGEX - Sharpe Ratio Comparison

The current SIMYX Sharpe Ratio is 1.75, which is comparable to the FSGEX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SIMYX and FSGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SIMYXFSGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.43

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.46

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.36

+0.22

Correlation

The correlation between SIMYX and FSGEX is 0.79, 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. FSGEX - Dividend Comparison

SIMYX's dividend yield for the trailing twelve months is around 3.03%, which matches FSGEX's 3.06% 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%
FSGEX
Fidelity Series Global ex U.S. Index Fund
3.06%3.02%2.98%2.90%2.78%2.59%1.68%2.10%2.86%2.48%2.56%2.61%

Drawdowns

SIMYX vs. FSGEX - Drawdown Comparison

The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum FSGEX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for SIMYX and FSGEX.


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Drawdown Indicators


SIMYXFSGEXDifference

Max Drawdown

Largest peak-to-trough decline

-32.14%

-34.74%

+2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-11.24%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-29.66%

+4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.74%

Current Drawdown

Current decline from peak

-7.35%

-11.24%

+3.89%

Average Drawdown

Average peak-to-trough decline

-6.14%

-8.51%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.86%

-0.63%

Volatility

SIMYX vs. FSGEX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 4.79%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIMYXFSGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

7.21%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

10.85%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

16.09%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

15.14%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.24%

16.12%

-3.88%