SIMYX vs. IGAAX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and American Funds International Growth and Income Fund Class A (IGAAX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. IGAAX is managed by American Funds. It was launched on Oct 1, 2008.
Performance
SIMYX vs. IGAAX - Performance Comparison
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SIMYX vs. IGAAX - 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% |
IGAAX American Funds International Growth and Income Fund Class A | -0.77% | 35.09% | 3.28% | 15.25% | -15.47% | 9.80% | 7.78% | 27.11% | -14.38% | 25.68% |
Returns By Period
In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly higher than IGAAX's -0.77% return.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
IGAAX
- 1D
- -0.02%
- 1M
- -10.90%
- YTD
- -0.77%
- 6M
- 4.93%
- 1Y
- 24.81%
- 3Y*
- 14.07%
- 5Y*
- 7.18%
- 10Y*
- 8.52%
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SIMYX vs. IGAAX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is lower than IGAAX's 0.91% expense ratio.
Return for Risk
SIMYX vs. IGAAX — Risk / Return Rank
SIMYX
IGAAX
SIMYX vs. IGAAX - 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 American Funds International Growth and Income Fund Class A (IGAAX). 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 | IGAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.66 | +0.10 |
Sortino ratioReturn per unit of downside risk | 2.30 | 2.12 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.06 | +0.45 |
Martin ratioReturn relative to average drawdown | 9.65 | 8.18 | +1.47 |
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 | IGAAX | 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 | 0.50 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.43 | +0.15 |
Correlation
The correlation between SIMYX and IGAAX 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. IGAAX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, less than IGAAX's 8.31% 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% |
IGAAX American Funds International Growth and Income Fund Class A | 8.31% | 8.14% | 3.37% | 2.29% | 4.00% | 6.91% | 1.37% | 2.40% | 2.81% | 1.85% | 2.35% | 3.25% |
Drawdowns
SIMYX vs. IGAAX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum IGAAX drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for SIMYX and IGAAX.
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Drawdown Indicators
| SIMYX | IGAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -35.79% | +3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -10.92% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -30.57% | +5.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.79% | — |
Current DrawdownCurrent decline from peak | -7.35% | -10.92% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -7.96% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.75% | -0.52% |
Volatility
SIMYX vs. IGAAX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 4.79%, while American Funds International Growth and Income Fund Class A (IGAAX) has a volatility of 5.76%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than IGAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMYX | IGAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 5.76% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 9.41% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 14.41% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 14.40% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 15.81% | -3.57% |