SIMYX vs. FSKLX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
SIMYX vs. FSKLX - Performance Comparison
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SIMYX vs. FSKLX - 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% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SIMYX having a 3.35% return and FSKLX slightly lower at 3.34%.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
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SIMYX vs. FSKLX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
SIMYX vs. FSKLX — Risk / Return Rank
SIMYX
FSKLX
SIMYX vs. FSKLX - 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 SAI International Low Volatility Index Fund (FSKLX). 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 | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.33 | +0.42 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.83 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.99 | +0.53 |
Martin ratioReturn relative to average drawdown | 9.65 | 7.06 | +2.59 |
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 | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.33 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.56 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.46 | +0.13 |
Correlation
The correlation between SIMYX and FSKLX is 0.84, 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. FSKLX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, more than FSKLX's 2.51% 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% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
SIMYX vs. FSKLX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for SIMYX and FSKLX.
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Drawdown Indicators
| SIMYX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -27.26% | -4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -8.64% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -24.99% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.26% | — |
Current DrawdownCurrent decline from peak | -7.35% | -7.31% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -5.14% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.43% | -0.20% |
Volatility
SIMYX vs. FSKLX - Volatility Comparison
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has a higher volatility of 4.79% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that SIMYX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMYX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.41% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 7.41% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 12.28% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 11.44% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 11.89% | +0.35% |