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SPINX vs. SDLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPINX vs. SDLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) 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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SPINX vs. SDLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SPINX
SPINX Risk / Return Rank: 5656
Overall Rank
SPINX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPINX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPINX Omega Ratio Rank: 5353
Omega Ratio Rank
SPINX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPINX Martin Ratio Rank: 7272
Martin Ratio Rank

SDLAX
SDLAX Risk / Return Rank: 5252
Overall Rank
SDLAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SDLAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SDLAX Omega Ratio Rank: 5050
Omega Ratio Rank
SDLAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SDLAX Martin Ratio Rank: 6767
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.

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.


SPINXSDLAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.93

+0.04

Sortino ratio

Return per unit of downside risk

1.49

1.40

+0.09

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.53

1.47

+0.06

Martin ratio

Return relative to average drawdown

7.30

6.80

+0.50

SPINX vs. SDLAX - Sharpe Ratio Comparison

The current SPINX Sharpe Ratio is 0.97, which is comparable to the SDLAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SPINX 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


SPINXSDLAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SPINXSDLAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.03%

-13.70%

+2.67%

Average Drawdown

Average peak-to-trough decline

-5.25%

-5.75%

+0.50%

Ulcer Index

Depth 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


SPINXSDLAXDifference

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%