SIMYX vs. VFAIX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
SIMYX is managed by BlackRock. It was launched on Oct 16, 2016. VFAIX is managed by BlackRock. It was launched on Feb 4, 2004.
Performance
SIMYX vs. VFAIX - Performance Comparison
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SIMYX vs. VFAIX - 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -11.11% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 18.97% |
Returns By Period
In the year-to-date period, SIMYX achieves a 3.35% return, which is significantly higher than VFAIX's -11.11% return.
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
VFAIX
- 1D
- 1.06%
- 1M
- -5.57%
- YTD
- -11.11%
- 6M
- -9.20%
- 1Y
- 0.51%
- 3Y*
- 17.09%
- 5Y*
- 9.31%
- 10Y*
- 12.12%
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SIMYX vs. VFAIX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Return for Risk
SIMYX vs. VFAIX — Risk / Return Rank
SIMYX
VFAIX
SIMYX vs. VFAIX - 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 Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.08 | +1.67 |
Sortino ratioReturn per unit of downside risk | 2.30 | 0.25 | +2.06 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.04 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | -0.02 | +2.54 |
Martin ratioReturn relative to average drawdown | 9.65 | -0.07 | +9.72 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.08 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.48 | +0.28 |
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 | 0.22 | +0.36 |
Correlation
The correlation between SIMYX and VFAIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SIMYX vs. VFAIX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 3.03%, more than VFAIX's 1.64% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Drawdowns
SIMYX vs. VFAIX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for SIMYX and VFAIX.
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Drawdown Indicators
| SIMYX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -78.64% | +46.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -14.72% | +6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -25.71% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.37% | — |
Current DrawdownCurrent decline from peak | -7.35% | -13.82% | +6.47% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -18.69% | +12.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 4.86% | -2.63% |
Volatility
SIMYX vs. VFAIX - Volatility Comparison
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has a higher volatility of 4.79% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.20%. This indicates that SIMYX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMYX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.20% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 11.53% | -4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 19.86% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 19.40% | -8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 22.62% | -10.38% |