SPINX vs. SDLAX
Compare and contrast key facts about SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX).
SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013. SDLAX is managed by SEI. It was launched on Jul 30, 2010.
Performance
SPINX vs. SDLAX - Performance Comparison
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SPINX vs. SDLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | -4.36% | 17.89% | 24.02% | 26.24% | -18.27% | 28.62% | 18.35% | 31.42% | -4.46% | 21.74% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -5.23% | 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, SPINX achieves a -4.36% return, which is significantly higher than SDLAX's -5.23% return. Both investments have delivered pretty close results over the past 10 years, with SPINX having a 13.92% annualized return and SDLAX not far behind at 13.80%.
SPINX
- 1D
- 2.94%
- 1M
- -5.04%
- YTD
- -4.36%
- 6M
- -2.09%
- 1Y
- 17.35%
- 3Y*
- 17.98%
- 5Y*
- 11.54%
- 10Y*
- 13.92%
SDLAX
- 1D
- 3.13%
- 1M
- -5.77%
- YTD
- -5.23%
- 6M
- -2.73%
- 1Y
- 17.58%
- 3Y*
- 17.60%
- 5Y*
- 11.86%
- 10Y*
- 13.80%
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SPINX vs. SDLAX - Expense Ratio Comparison
SPINX has a 0.12% expense ratio, which is lower than SDLAX's 0.67% expense ratio.
Return for Risk
SPINX vs. SDLAX — Risk / Return Rank
SPINX
SDLAX
SPINX vs. SDLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) 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.
| SPINX | SDLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.93 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.40 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.47 | +0.06 |
Martin ratioReturn relative to average drawdown | 7.30 | 6.80 | +0.50 |
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
| SPINX | SDLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.93 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.46 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.61 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.64 | +0.01 |
Correlation
The correlation between SPINX and SDLAX is 0.98, 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
SPINX vs. SDLAX - Dividend Comparison
SPINX's dividend yield for the trailing twelve months is around 12.44%, less than SDLAX's 14.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | 12.44% | 11.90% | 26.02% | 9.77% | 9.59% | 6.58% | 3.58% | 3.01% | 4.94% | 2.32% | 1.97% | 2.29% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 14.57% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
Drawdowns
SPINX vs. SDLAX - Drawdown Comparison
The maximum SPINX drawdown since its inception was -33.82%, roughly equal to the maximum SDLAX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SPINX and SDLAX.
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Drawdown Indicators
| SPINX | SDLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -35.25% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.43% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -32.91% | -35.25% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -35.25% | +1.43% |
Current DrawdownCurrent decline from peak | -11.03% | -13.70% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -5.75% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.68% | -0.15% |
Volatility
SPINX vs. SDLAX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) is 5.36%, while SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a volatility of 6.07%. This indicates that SPINX 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
| SPINX | SDLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 6.07% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 9.97% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 18.96% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 26.02% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 22.68% | -1.74% |