SIMYX vs. PTSIX

Last updated Aug 4, 2026

SIMYX (SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, SIMYX returned 9.09%/yr vs 11.09%/yr for PTSIX. Their correlation of 0.81 means they have usually moved in the same direction. SIMYX charges 0.86%/yr vs 0.82%/yr for PTSIX.

Performance

SIMYX vs. PTSIX - 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 PIMCO RAE PLUS International Fund (PTSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIMYX achieves a 11.18% return, which is significantly lower than PTSIX's 18.88% return.

SIMYX

• 1D: -0.86%
• 1M: 3.68%
• 6M: 6.42%
• YTD: 11.18%
• 1Y: 20.49%
• 3Y*: 16.57%
• 5Y*: 9.09%
• 10Y*: —
• ALL TIME*: 7.66%

PTSIX

• 1D: -0.50%
• 1M: 4.86%
• 6M: 10.99%
• YTD: 18.88%
• 1Y: 35.43%
• 3Y*: 19.29%
• 5Y*: 11.09%
• 10Y*: 10.47%
• ALL TIME*: 9.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PTSIX PIMCO RAE PLUS International Fund	$0.00	$0.00	$0.00
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	$0.00	$0.00	$0.00

SIMYX vs. PTSIX - 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	11.18%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%
PTSIX PIMCO RAE PLUS International Fund	18.88%	35.74%	2.54%	18.35%	-11.35%	10.70%	0.48%	18.29%	-16.33%	28.37%

Correlation

The correlation between SIMYX and PTSIX is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.81

The correlation between SIMYX and PTSIX has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Return for Risk

SIMYX vs. PTSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SIMYX

SIMYX Risk / Return Rank: 73
SIMYX Sharpe Ratio Rank: 83
SIMYX Sortino Ratio Rank: 83
SIMYX Omega Ratio Rank: 80
SIMYX Calmar Ratio Rank: 73
SIMYX Martin Ratio Rank: 48

PTSIX

PTSIX Risk / Return Rank: 95
PTSIX Sharpe Ratio Rank: 98
PTSIX Sortino Ratio Rank: 97
PTSIX Omega Ratio Rank: 94
PTSIX Calmar Ratio Rank: 94
PTSIX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SIMYX vs. PTSIX - 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 PIMCO RAE PLUS International Fund (PTSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SIMYX	PTSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.05	3.10	-1.05
Sortino ratio: Return per unit of downside risk	3.00	4.33	-1.33
Omega ratio: Gain probability vs. loss probability	1.38	1.56	-0.18
Calmar ratio: Return relative to maximum drawdown	2.47	4.05	-1.58
Martin ratio: Return relative to average drawdown	7.13	13.54	-6.41

SIMYX vs. PTSIX - Sharpe Ratio Comparison

The current SIMYX Sharpe Ratio is 2.05, which is lower than the PTSIX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of SIMYX and PTSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SIMYX vs. PTSIX - Drawdown Comparison

The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum PTSIX drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for SIMYX and PTSIX.

Drawdown Indicators

	SIMYX	PTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.14%	-46.94%	+14.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-9.12%	+0.57%
Max Drawdown (3Y) Largest decline over 3 years	-9.47%	-15.62%	+6.15%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	-29.41%	+4.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.94%	—
Current Drawdown Current decline from peak	-0.86%	-0.50%	-0.36%
Average Drawdown Average peak-to-trough decline	-6.05%	-9.39%	+3.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.72%	+0.24%

Volatility

SIMYX vs. PTSIX - Volatility Comparison

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and PIMCO RAE PLUS International Fund (PTSIX) have volatilities of 3.33% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIMYX	PTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	3.50%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	9.47%	-0.78%
Volatility (1Y) Calculated over the trailing 1-year period	10.34%	12.00%	-1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.45%	15.00%	-3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.21%	15.79%	-3.58%

SIMYX vs. PTSIX - Expense Ratio Comparison

SIMYX has a 0.86% expense ratio, which is higher than PTSIX's 0.82% expense ratio.

Dividends

SIMYX vs. PTSIX - Dividend Comparison

SIMYX's dividend yield for the trailing twelve months is around 2.82%, less than PTSIX's 8.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTSIX PIMCO RAE PLUS International Fund	8.95%	3.62%	7.01%	3.18%	67.07%	223.75%	7.45%	3.49%	29.39%	7.86%	0.84%	3.54%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	2.82%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIMYX and PTSIX in my portfolio?

SIMYX and PTSIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIMYX or PTSIX?

PTSIX has higher volatility (3.50%) compared to SIMYX (3.33%). In terms of maximum drawdown, SIMYX dropped -32.14% vs PTSIX's -46.94%.

Which has better risk-adjusted returns?

PTSIX currently has the higher Sharpe Ratio (3.10 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.