SIMYX vs. FTIHX

Last updated Apr 4, 2026

Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Fidelity Total International Index Fund (FTIHX).

SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.

Performance

SIMYX vs. FTIHX - 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 Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIMYX achieves a 6.63% return, which is significantly higher than FTIHX's 2.60% return.

SIMYX

• 1D: -0.42%
• 1M: 0.70%
• YTD: 6.63%
• 6M: 10.87%
• 1Y: 32.11%
• 3Y*: 16.21%
• 5Y*: 9.18%
• 10Y*: —

FTIHX

• 1D: -0.56%
• 1M: -1.93%
• YTD: 2.60%
• 6M: 5.67%
• 1Y: 38.72%
• 3Y*: 15.39%
• 5Y*: 7.31%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SIMYX vs. FTIHX - 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	6.63%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%
FTIHX Fidelity Total International Index Fund	2.60%	32.59%	4.98%	15.49%	-16.29%	8.45%	11.09%	21.50%	-14.40%	25.26%

Correlation

The correlation between SIMYX and FTIHX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

SIMYX vs. FTIHX - Expense Ratio Comparison

SIMYX has a 0.86% expense ratio, which is higher than FTIHX's 0.06% expense ratio.

SIMYX

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund

FTIHX

Fidelity Total International Index Fund

Return for Risk

SIMYX vs. FTIHX — Risk / Return Rank

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

SIMYX

SIMYX Risk / Return Rank: 90
SIMYX Sharpe Ratio Rank: 91
SIMYX Sortino Ratio Rank: 89
SIMYX Omega Ratio Rank: 89
SIMYX Calmar Ratio Rank: 92
SIMYX Martin Ratio Rank: 91

FTIHX

FTIHX Risk / Return Rank: 82
FTIHX Sharpe Ratio Rank: 84
FTIHX Sortino Ratio Rank: 81
FTIHX Omega Ratio Rank: 81
FTIHX Calmar Ratio Rank: 84
FTIHX Martin Ratio Rank: 81

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. FTIHX - 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 Total International Index Fund (FTIHX). 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	FTIHX	Difference
Sharpe ratio Return per unit of total volatility	2.07	1.75	+0.33
Sortino ratio Return per unit of downside risk	2.71	2.32	+0.38
Omega ratio Gain probability vs. loss probability	1.42	1.35	+0.07
Calmar ratio Return relative to maximum drawdown	3.06	2.51	+0.55
Martin ratio Return relative to average drawdown	11.41	9.55	+1.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIMYX vs. FTIHX - Sharpe Ratio Comparison

The current SIMYX Sharpe Ratio is 2.07, which is comparable to the FTIHX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SIMYX and FTIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SIMYX	FTIHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	1.75	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.49	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.56	+0.05

Drawdowns

SIMYX vs. FTIHX - Drawdown Comparison

The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for SIMYX and FTIHX.

Drawdown Indicators

	SIMYX	FTIHX	Difference
Max Drawdown Largest peak-to-trough decline	-32.14%	-35.75%	+3.61%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-11.25%	+2.70%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	-29.99%	+4.93%
Current Drawdown Current decline from peak	-4.41%	-7.88%	+3.47%
Average Drawdown Average peak-to-trough decline	-6.14%	-7.31%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.95%	-0.66%

Volatility

SIMYX vs. FTIHX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 4.74%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.20%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIMYX	FTIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	7.20%	-2.46%
Volatility (6M) Calculated over the trailing 6-month period	7.65%	11.11%	-3.46%
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	16.08%	-3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.36%	15.09%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.26%	16.02%	-3.76%

Dividends

SIMYX vs. FTIHX - Dividend Comparison

SIMYX's dividend yield for the trailing twelve months is around 2.94%, more than FTIHX's 2.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	2.94%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%	0.00%
FTIHX Fidelity Total International Index Fund	2.71%	2.78%	2.88%	2.78%	2.51%	2.55%	1.62%	2.61%	2.21%	0.45%	0.47%