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SPIIX vs. SDLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIIX vs. SDLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI S&P 500 Index Fund Class I (SPIIX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). The values are adjusted to include any dividend payments, if applicable.

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SPIIX vs. SDLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIIX
SEI S&P 500 Index Fund Class I
-7.22%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%
SDLAX
SEI Institutional Investments Trust Dynamic Asset Allocation Fund
-8.11%20.37%24.23%22.00%-16.10%31.43%20.70%27.68%-7.77%19.77%

Returns By Period

In the year-to-date period, SPIIX achieves a -7.22% return, which is significantly higher than SDLAX's -8.11% return. Both investments have delivered pretty close results over the past 10 years, with SPIIX having a 12.99% annualized return and SDLAX not far ahead at 13.45%.


SPIIX

1D
-0.40%
1M
-7.73%
YTD
-7.22%
6M
-5.00%
1Y
13.56%
3Y*
16.34%
5Y*
10.62%
10Y*
12.99%

SDLAX

1D
-0.11%
1M
-8.77%
YTD
-8.11%
6M
-5.33%
1Y
14.01%
3Y*
16.40%
5Y*
11.40%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIIX vs. SDLAX - Expense Ratio Comparison

SPIIX has a 0.65% expense ratio, which is lower than SDLAX's 0.67% expense ratio.


Return for Risk

SPIIX vs. SDLAX — Risk / Return Rank

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

SPIIX
SPIIX Risk / Return Rank: 4040
Overall Rank
SPIIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4343
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 4848
Martin Ratio Rank

SDLAX
SDLAX Risk / Return Rank: 4040
Overall Rank
SDLAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SDLAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SDLAX Omega Ratio Rank: 4444
Omega Ratio Rank
SDLAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SDLAX Martin Ratio Rank: 4646
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.

SPIIX vs. SDLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI S&P 500 Index Fund Class I (SPIIX) 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.


SPIIXSDLAXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.79

0.00

Sortino ratio

Return per unit of downside risk

1.23

1.20

+0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

0.99

0.00

Martin ratio

Return relative to average drawdown

4.73

4.64

+0.09

SPIIX vs. SDLAX - Sharpe Ratio Comparison

The current SPIIX Sharpe Ratio is 0.79, which is comparable to the SDLAX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SPIIX and SDLAX, 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


SPIIXSDLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.79

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.44

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.60

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.63

-0.10

Correlation

The correlation between SPIIX and SDLAX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPIIX vs. SDLAX - Dividend Comparison

SPIIX's dividend yield for the trailing twelve months is around 9.08%, less than SDLAX's 15.02% yield.


TTM20252024202320222021202020192018201720162015
SPIIX
SEI S&P 500 Index Fund Class I
9.08%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%
SDLAX
SEI Institutional Investments Trust Dynamic Asset Allocation Fund
15.02%13.81%32.97%12.32%14.88%17.50%12.09%12.85%1.86%3.79%1.60%6.89%

Drawdowns

SPIIX vs. SDLAX - Drawdown Comparison

The maximum SPIIX drawdown since its inception was -55.78%, which is greater than SDLAX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SPIIX and SDLAX.


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Drawdown Indicators


SPIIXSDLAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.78%

-35.25%

-20.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-12.43%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.70%

-35.25%

+9.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-35.25%

+1.40%

Current Drawdown

Current decline from peak

-9.02%

-16.32%

+7.30%

Average Drawdown

Average peak-to-trough decline

-7.33%

-5.75%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.65%

-0.13%

Volatility

SPIIX vs. SDLAX - Volatility Comparison

The current volatility for SEI S&P 500 Index Fund Class I (SPIIX) is 4.24%, while SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a volatility of 4.95%. This indicates that SPIIX 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.


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Volatility by Period


SPIIXSDLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.95%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

9.47%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

18.75%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

25.99%

-7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

22.66%

-3.82%