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SMSAX vs. SEIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMSAX vs. SEIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Multi-Strategy Alternative Fund (SMSAX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). The values are adjusted to include any dividend payments, if applicable.

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SMSAX vs. SEIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMSAX
SEI Institutional Managed Trust Multi-Strategy Alternative Fund
2.01%10.62%6.42%7.21%-4.95%1.47%12.06%4.85%-3.68%5.26%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
-0.43%5.10%1.52%5.02%-8.87%1.39%4.87%7.17%0.70%4.62%

Returns By Period

In the year-to-date period, SMSAX achieves a 2.01% return, which is significantly higher than SEIMX's -0.43% return. Over the past 10 years, SMSAX has outperformed SEIMX with an annualized return of 4.36%, while SEIMX has yielded a comparatively lower 1.83% annualized return.


SMSAX

1D
1.20%
1M
-1.74%
YTD
2.01%
6M
4.75%
1Y
14.04%
3Y*
8.43%
5Y*
4.11%
10Y*
4.36%

SEIMX

1D
0.27%
1M
-2.30%
YTD
-0.43%
6M
0.79%
1Y
3.62%
3Y*
2.94%
5Y*
0.67%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMSAX vs. SEIMX - Expense Ratio Comparison

SMSAX has a 1.35% expense ratio, which is higher than SEIMX's 0.63% expense ratio.


Return for Risk

SMSAX vs. SEIMX — Risk / Return Rank

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

SMSAX
SMSAX Risk / Return Rank: 9595
Overall Rank
SMSAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SMSAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMSAX Omega Ratio Rank: 9494
Omega Ratio Rank
SMSAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SMSAX Martin Ratio Rank: 9595
Martin Ratio Rank

SEIMX
SEIMX Risk / Return Rank: 4848
Overall Rank
SEIMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SEIMX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SEIMX Omega Ratio Rank: 7373
Omega Ratio Rank
SEIMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SEIMX Martin Ratio Rank: 3838
Martin Ratio Rank
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.

SMSAX vs. SEIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Strategy Alternative Fund (SMSAX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). 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.


SMSAXSEIMXDifference

Sharpe ratio

Return per unit of total volatility

2.42

1.02

+1.40

Sortino ratio

Return per unit of downside risk

3.61

1.35

+2.25

Omega ratio

Gain probability vs. loss probability

1.49

1.29

+0.19

Calmar ratio

Return relative to maximum drawdown

3.77

1.22

+2.55

Martin ratio

Return relative to average drawdown

13.93

4.49

+9.44

SMSAX vs. SEIMX - Sharpe Ratio Comparison

The current SMSAX Sharpe Ratio is 2.42, which is higher than the SEIMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SMSAX and SEIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMSAXSEIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.02

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.21

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.51

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.39

-0.67

Correlation

The correlation between SMSAX and SEIMX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SMSAX vs. SEIMX - Dividend Comparison

SMSAX's dividend yield for the trailing twelve months is around 4.98%, more than SEIMX's 3.00% yield.


TTM20252024202320222021202020192018201720162015
SMSAX
SEI Institutional Managed Trust Multi-Strategy Alternative Fund
4.98%5.08%5.54%4.35%2.13%7.61%2.79%1.01%4.94%2.20%0.07%2.66%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
3.00%3.93%2.60%2.13%1.79%2.13%2.39%2.71%2.60%2.43%2.49%2.51%

Drawdowns

SMSAX vs. SEIMX - Drawdown Comparison

The maximum SMSAX drawdown since its inception was -10.98%, smaller than the maximum SEIMX drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for SMSAX and SEIMX.


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Drawdown Indicators


SMSAXSEIMXDifference

Max Drawdown

Largest peak-to-trough decline

-10.98%

-13.27%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.73%

-3.88%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-9.72%

-13.27%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-10.98%

-13.27%

+2.29%

Current Drawdown

Current decline from peak

-2.12%

-2.47%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.12%

-1.49%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.05%

-0.04%

Volatility

SMSAX vs. SEIMX - Volatility Comparison

SEI Institutional Managed Trust Multi-Strategy Alternative Fund (SMSAX) has a higher volatility of 2.30% compared to SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) at 1.03%. This indicates that SMSAX's price experiences larger fluctuations and is considered to be riskier than SEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMSAXSEIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

1.03%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

1.51%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

3.92%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

3.23%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

3.63%

+0.92%