SIMYX vs. VIHAX
SIMYX (SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - SIMYX is a Foreign Large Cap Equities fund managed by BlackRock, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, SIMYX returned 9.09%/yr vs 14.01%/yr for VIHAX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. SIMYX charges 0.86%/yr vs 0.16%/yr for VIHAX.
Performance
SIMYX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, SIMYX achieves a 11.18% return, which is significantly lower than VIHAX's 17.32% 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%
VIHAX
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.32%
- YTD
- 17.32%
- 1Y
- 34.48%
- 3Y*
- 21.86%
- 5Y*
- 14.01%
- 10Y*
- 11.24%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SIMYX vs. VIHAX - 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.32% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between SIMYX and VIHAX is 0.85, 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. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.80 |
The correlation between SIMYX and VIHAX has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
SIMYX vs. VIHAX — Risk / Return Rank
SIMYX
VIHAX
SIMYX vs. VIHAX - 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 International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.53 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 3.63 | -1.16 |
| Martin ratioReturn relative to average drawdown | 7.13 | 13.90 | -6.77 |
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Drawdowns
SIMYX vs. VIHAX - Drawdown Comparison
The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for SIMYX and VIHAX.
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Drawdown Indicators
| SIMYX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.14% | -38.80% | +6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -9.53% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -9.47% | -12.29% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -23.92% | -1.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.80% | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.62% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -5.94% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.49% | +0.47% |
Volatility
SIMYX vs. VIHAX - Volatility Comparison
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) have volatilities of 3.33% and 3.46%, 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.
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Volatility by Period
| SIMYX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.46% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 10.28% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 12.13% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.45% | 13.76% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 15.55% | -3.34% |
SIMYX vs. VIHAX - Expense Ratio Comparison
SIMYX has a 0.86% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
SIMYX vs. VIHAX - Dividend Comparison
SIMYX's dividend yield for the trailing twelve months is around 2.82%, less than VIHAX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.45% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
SIMYX and VIHAX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIHAX has higher volatility (3.46%) compared to SIMYX (3.33%). In terms of maximum drawdown, SIMYX dropped -32.14% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.86 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.
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