SITEX vs. SDLAX

Last updated Jun 4, 2026

SITEX (SEI Institutional International Trust Emerging Markets Debt Fund) and SDLAX (SEI Institutional Investments Trust Dynamic Asset Allocation Fund) are both mutual funds - SITEX is a Emerging Markets Bonds fund managed by SEI, while SDLAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, SITEX returned 3.75%/yr vs 15.38%/yr for SDLAX. At a 0.29 correlation, their price movements are largely independent. SITEX charges 1.36%/yr vs 0.67%/yr for SDLAX.

Performance

SITEX vs. SDLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SITEX achieves a 3.68% return, which is significantly lower than SDLAX's 10.77% return. Over the past 10 years, SITEX has underperformed SDLAX with an annualized return of 3.75%, while SDLAX has yielded a comparatively higher 15.38% annualized return.

SITEX

• 1D: 0.31%
• 1M: 1.36%
• YTD: 3.68%
• 6M: 4.40%
• 1Y: 16.20%
• 3Y*: 11.80%
• 5Y*: 3.19%
• 10Y*: 3.75%

SDLAX

• 1D: 0.19%
• 1M: 5.69%
• YTD: 10.77%
• 6M: 10.67%
• 1Y: 28.45%
• 3Y*: 22.51%
• 5Y*: 14.17%
• 10Y*: 15.38%

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

SITEX vs. SDLAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SITEX SEI Institutional International Trust Emerging Markets Debt Fund	3.68%	19.86%	2.65%	13.56%	-15.44%	-5.84%	4.04%	14.37%	-8.72%	14.26%
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund	10.77%	20.37%	24.23%	22.00%	-16.10%	31.43%	20.70%	27.68%	-7.77%	19.77%

Correlation

The correlation between SITEX and SDLAX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011	0.29

The correlation between SITEX and SDLAX shifts across timeframes, from 0.29 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SITEX vs. SDLAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SITEX

SITEX Risk / Return Rank: 79
SITEX Sharpe Ratio Rank: 89
SITEX Sortino Ratio Rank: 92
SITEX Omega Ratio Rank: 89
SITEX Calmar Ratio Rank: 65
SITEX Martin Ratio Rank: 61

SDLAX

SDLAX Risk / Return Rank: 62
SDLAX Sharpe Ratio Rank: 62
SDLAX Sortino Ratio Rank: 57
SDLAX Omega Ratio Rank: 57
SDLAX Calmar Ratio Rank: 60
SDLAX Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SITEX vs. SDLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). 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.

	SITEX	SDLAX	Difference
Sharpe ratio: Return per unit of total volatility	2.95	2.31	+0.64
Sortino ratio: Return per unit of downside risk	4.65	3.17	+1.48
Omega ratio: Gain probability vs. loss probability	1.63	1.42	+0.21
Calmar ratio: Return relative to maximum drawdown	3.12	2.98	+0.13
Martin ratio: Return relative to average drawdown	12.13	13.84	-1.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SITEX vs. SDLAX - Sharpe Ratio Comparison

The current SITEX Sharpe Ratio is 2.95, which is comparable to the SDLAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of SITEX and SDLAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SITEX	SDLAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	2.31	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.55	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.68	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.70	-0.01

Drawdowns

SITEX vs. SDLAX - Drawdown Comparison

The maximum SITEX drawdown since its inception was -45.23%, which is greater than SDLAX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SITEX and SDLAX.

Drawdown Indicators

	SITEX	SDLAX	Difference
Max Drawdown Largest peak-to-trough decline	-45.23%	-35.25%	-9.98%
Max Drawdown (1Y) Largest decline over 1 year	-5.56%	-9.76%	+4.20%
Max Drawdown (3Y) Largest decline over 3 years	-8.06%	-35.25%	+27.19%
Max Drawdown (5Y) Largest decline over 5 years	-28.38%	-35.25%	+6.87%
Max Drawdown (10Y) Largest decline over 10 years	-28.92%	-35.25%	+6.33%
Current Drawdown Current decline from peak	-0.52%	0.00%	-0.52%
Average Drawdown Average peak-to-trough decline	-6.61%	-5.74%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.40%	2.10%	-0.70%

Volatility

SITEX vs. SDLAX - Volatility Comparison

The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 1.96%, while SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a volatility of 3.48%. This indicates that SITEX experiences smaller price fluctuations and is considered to be less risky than SDLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SITEX	SDLAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.96%	3.48%	-1.52%
Volatility (6M) Calculated over the trailing 6-month period	5.03%	9.77%	-4.74%
Volatility (1Y) Calculated over the trailing 1-year period	5.88%	12.60%	-6.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	26.04%	-18.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.47%	22.70%	-14.23%

SITEX vs. SDLAX - Expense Ratio Comparison

SITEX has a 1.36% expense ratio, which is higher than SDLAX's 0.67% expense ratio.

Dividends

SITEX vs. SDLAX - Dividend Comparison

SITEX's dividend yield for the trailing twelve months is around 6.27%, less than SDLAX's 12.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund	12.46%	13.81%	32.97%	12.32%	14.88%	17.50%	12.09%	12.85%	1.86%	3.79%	1.60%	6.89%
SITEX SEI Institutional International Trust Emerging Markets Debt Fund	6.27%	6.27%	5.68%	5.16%	1.62%	3.43%	0.38%	2.18%	2.47%	3.90%	1.58%	0.52%

Frequently Asked Questions

Can I hold both SITEX and SDLAX in my portfolio?

SITEX and SDLAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SITEX or SDLAX?

SDLAX has higher volatility (3.48%) compared to SITEX (1.96%). In terms of maximum drawdown, SITEX dropped -45.23% vs SDLAX's -35.25%.

Which has better risk-adjusted returns?

SITEX currently has the higher Sharpe Ratio (2.95 vs 2.31), 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.