SNSAX vs. SEIMX
Compare and contrast key facts about SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX).
SNSAX is managed by SEI. It was launched on Nov 17, 2003. SEIMX is managed by SEI. It was launched on Sep 4, 1989.
Performance
SNSAX vs. SEIMX - Performance Comparison
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SNSAX vs. SEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNSAX SEI Asset Allocation Trust Defensive Strategy Fund | 0.82% | 6.29% | 5.12% | 4.67% | -3.55% | 2.35% | 2.72% | 6.25% | -0.26% | 2.81% |
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, SNSAX achieves a 0.82% return, which is significantly higher than SEIMX's -0.43% return. Over the past 10 years, SNSAX has outperformed SEIMX with an annualized return of 2.83%, while SEIMX has yielded a comparatively lower 1.83% annualized return.
SNSAX
- 1D
- 0.20%
- 1M
- -0.81%
- YTD
- 0.82%
- 6M
- 1.79%
- 1Y
- 5.05%
- 3Y*
- 5.12%
- 5Y*
- 2.96%
- 10Y*
- 2.83%
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%
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SNSAX vs. SEIMX - Expense Ratio Comparison
SNSAX has a 0.61% expense ratio, which is lower than SEIMX's 0.63% expense ratio.
Return for Risk
SNSAX vs. SEIMX — Risk / Return Rank
SNSAX
SEIMX
SNSAX vs. SEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) 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.
| SNSAX | SEIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.02 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.35 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.29 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.22 | +1.41 |
Martin ratioReturn relative to average drawdown | 11.14 | 4.49 | +6.65 |
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
| SNSAX | SEIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.02 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.21 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 0.51 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 1.39 | -0.24 |
Correlation
The correlation between SNSAX and SEIMX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SNSAX vs. SEIMX - Dividend Comparison
SNSAX's dividend yield for the trailing twelve months is around 3.16%, more than SEIMX's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNSAX SEI Asset Allocation Trust Defensive Strategy Fund | 3.16% | 3.19% | 4.20% | 3.08% | 3.74% | 3.47% | 1.88% | 2.40% | 1.81% | 1.85% | 1.19% | 1.21% |
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
SNSAX vs. SEIMX - Drawdown Comparison
The maximum SNSAX drawdown since its inception was -12.22%, smaller than the maximum SEIMX drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for SNSAX and SEIMX.
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Drawdown Indicators
| SNSAX | SEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.22% | -13.27% | +1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -1.96% | -3.88% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -6.87% | -13.27% | +6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -6.87% | -13.27% | +6.40% |
Current DrawdownCurrent decline from peak | -1.01% | -2.47% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -1.84% | -1.49% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 1.05% | -0.59% |
Volatility
SNSAX vs. SEIMX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) is 0.79%, while SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) has a volatility of 1.03%. This indicates that SNSAX experiences smaller price fluctuations and is considered to be less risky 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
| SNSAX | SEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 1.03% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.29% | 1.51% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 3.92% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.79% | 3.23% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.57% | 3.63% | -1.06% |