SLPAX vs. SDLAX
SLPAX (SEI Institutional Investments Trust Small Cap Fund) and SDLAX (SEI Institutional Investments Trust Dynamic Asset Allocation Fund) are both mutual funds - SLPAX is a Small Cap Blend Equities fund managed by SEI, while SDLAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, SLPAX returned 9.93%/yr vs 14.91%/yr for SDLAX. Their correlation of 0.82 means they have usually moved in the same direction. SLPAX charges 0.72%/yr vs 0.67%/yr for SDLAX.
Performance
SLPAX vs. SDLAX - Performance Comparison
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Returns By Period
In the year-to-date period, SLPAX achieves a 15.48% return, which is significantly higher than SDLAX's 9.15% return. Over the past 10 years, SLPAX has underperformed SDLAX with an annualized return of 9.93%, while SDLAX has yielded a comparatively higher 14.91% annualized return.
SLPAX
- 1D
- 0.07%
- 1M
- -0.82%
- 6M
- 8.73%
- YTD
- 15.48%
- 1Y
- 30.04%
- 3Y*
- 15.02%
- 5Y*
- 7.71%
- 10Y*
- 9.93%
- ALL TIME*
- 6.58%
SDLAX
- 1D
- 0.53%
- 1M
- 0.68%
- 6M
- 7.25%
- YTD
- 9.15%
- 1Y
- 21.03%
- 3Y*
- 19.16%
- 5Y*
- 12.81%
- 10Y*
- 14.91%
- ALL TIME*
- 13.46%
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 |
SLPAX vs. SDLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLPAX SEI Institutional Investments Trust Small Cap Fund | 15.48% | 9.96% | 16.62% | 11.43% | -17.21% | 24.76% | 13.08% | 23.74% | -11.25% | 9.33% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 9.15% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
Correlation
The correlation between SLPAX and SDLAX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.82 |
The correlation between SLPAX and SDLAX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
SLPAX vs. SDLAX — Risk / Return Rank
SLPAX
SDLAX
SLPAX vs. SDLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Small Cap Fund (SLPAX) 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.
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.
| SLPAX | SDLAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.99 | +0.97 |
| Martin ratioReturn relative to average drawdown | 10.09 | 8.37 | +1.71 |
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Drawdowns
SLPAX vs. SDLAX - Drawdown Comparison
The maximum SLPAX drawdown since its inception was -67.12%, which is greater than SDLAX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SLPAX and SDLAX.
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Drawdown Indicators
| SLPAX | SDLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.12% | -35.25% | -31.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -9.76% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.04% | -35.25% | +11.21% |
Max Drawdown (5Y)Largest decline over 5 years | -40.86% | -35.25% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -35.25% | -7.97% |
Current DrawdownCurrent decline from peak | -2.21% | -1.46% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -17.30% | -5.70% | -11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.31% | +0.46% |
Volatility
SLPAX vs. SDLAX - Volatility Comparison
SEI Institutional Investments Trust Small Cap Fund (SLPAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) have volatilities of 3.65% and 3.69%, 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
| SLPAX | SDLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.69% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 11.20% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 13.87% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.69% | 26.13% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.90% | 22.74% | +2.16% |
SLPAX vs. SDLAX - Expense Ratio Comparison
SLPAX has a 0.72% expense ratio, which is higher than SDLAX's 0.67% expense ratio.
Dividends
SLPAX vs. SDLAX - Dividend Comparison
SLPAX's dividend yield for the trailing twelve months is around 23.86%, more than SDLAX's 12.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 12.65% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
SLPAX SEI Institutional Investments Trust Small Cap Fund | 23.86% | 27.06% | 3.82% | 0.81% | 8.25% | 31.45% | 4.90% | 6.38% | 27.71% | 10.28% | 3.54% | 12.97% |
Frequently Asked Questions
SLPAX and SDLAX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDLAX has higher volatility (3.69%) compared to SLPAX (3.65%). In terms of maximum drawdown, SLPAX dropped -67.12% vs SDLAX's -35.25%.
SLPAX currently has the higher Sharpe Ratio (1.61 vs 1.40), 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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