SIMYX vs. SCIEX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Hartford Schroders International Stock Fund Class I (SCIEX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. SCIEX is managed by Hartford. It was launched on Dec 19, 1985.
Performance
SIMYX vs. SCIEX - Performance Comparison
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SIMYX vs. SCIEX - 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% |
SCIEX Hartford Schroders International Stock Fund Class I | -6.34% | 25.98% | 5.89% | 17.02% | -18.76% | 11.38% | 24.91% | 25.18% | -12.38% | 28.82% |
Returns By Period
In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly higher than SCIEX's -6.34% return.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
SCIEX
- 1D
- 0.10%
- 1M
- -12.11%
- YTD
- -6.34%
- 6M
- -3.91%
- 1Y
- 10.89%
- 3Y*
- 9.70%
- 5Y*
- 4.89%
- 10Y*
- 9.17%
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SIMYX vs. SCIEX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is higher than SCIEX's 0.79% expense ratio.
Return for Risk
SIMYX vs. SCIEX — Risk / Return Rank
SIMYX
SCIEX
SIMYX vs. SCIEX - 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 Hartford Schroders International Stock Fund Class I (SCIEX). 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 | SCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.59 | +1.16 |
Sortino ratioReturn per unit of downside risk | 2.30 | 0.90 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.12 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 0.71 | +1.81 |
Martin ratioReturn relative to average drawdown | 9.65 | 2.67 | +6.98 |
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 | SCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.59 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.30 | +0.46 |
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 | 0.35 | +0.23 |
Correlation
The correlation between SIMYX and SCIEX is 0.74, 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. SCIEX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, more than SCIEX's 2.92% 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% |
SCIEX Hartford Schroders International Stock Fund Class I | 2.92% | 2.74% | 0.00% | 1.27% | 1.37% | 1.95% | 0.32% | 1.22% | 8.64% | 1.18% | 1.77% | 1.24% |
Drawdowns
SIMYX vs. SCIEX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum SCIEX drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for SIMYX and SCIEX.
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Drawdown Indicators
| SIMYX | SCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -60.26% | +28.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -12.23% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -33.07% | +8.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.07% | — |
Current DrawdownCurrent decline from peak | -7.35% | -12.15% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -12.39% | +6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.25% | -1.02% |
Volatility
SIMYX vs. SCIEX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 4.79%, while Hartford Schroders International Stock Fund Class I (SCIEX) has a volatility of 7.24%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than SCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMYX | SCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 7.24% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 11.27% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 16.97% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 16.45% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 17.01% | -4.77% |