SIMYX vs. FSPSX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Fidelity International Index Fund (FSPSX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
SIMYX vs. FSPSX - Performance Comparison
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SIMYX vs. FSPSX - 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% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 24.84% |
Returns By Period
In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly higher than FSPSX's -1.94% return.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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SIMYX vs. FSPSX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
SIMYX vs. FSPSX — Risk / Return Rank
SIMYX
FSPSX
SIMYX vs. FSPSX - 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 International Index Fund (FSPSX). 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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.11 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.56 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.54 | +0.97 |
Martin ratioReturn relative to average drawdown | 9.65 | 5.93 | +3.72 |
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 | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.11 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.51 | +0.26 |
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 | 0.46 | +0.13 |
Correlation
The correlation between SIMYX and FSPSX is 0.83, 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. FSPSX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, less than FSPSX's 3.22% 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% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
SIMYX vs. FSPSX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for SIMYX and FSPSX.
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Drawdown Indicators
| SIMYX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -33.69% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -11.39% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -29.41% | +4.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -7.35% | -10.86% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -6.59% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.96% | -0.73% |
Volatility
SIMYX vs. FSPSX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 4.79%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMYX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 7.04% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 10.63% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 16.79% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 15.77% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 16.47% | -4.23% |