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SRAAX vs. SEIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRAAX vs. SEIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Real Return Fund (SRAAX) 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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SRAAX vs. SEIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRAAX
SEI Institutional Managed Trust Real Return Fund
0.72%6.05%4.05%4.07%-4.43%6.98%5.08%4.59%-0.03%0.42%
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, SRAAX achieves a 0.72% return, which is significantly higher than SEIMX's -0.43% return. Over the past 10 years, SRAAX has outperformed SEIMX with an annualized return of 2.77%, while SEIMX has yielded a comparatively lower 1.83% annualized return.


SRAAX

1D
0.00%
1M
-0.10%
YTD
0.72%
6M
0.78%
1Y
3.35%
3Y*
4.20%
5Y*
3.18%
10Y*
2.77%

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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SRAAX vs. SEIMX - Expense Ratio Comparison

SRAAX has a 0.45% expense ratio, which is lower than SEIMX's 0.63% expense ratio.


Return for Risk

SRAAX vs. SEIMX — Risk / Return Rank

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

SRAAX
SRAAX Risk / Return Rank: 8080
Overall Rank
SRAAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SRAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SRAAX Omega Ratio Rank: 7777
Omega Ratio Rank
SRAAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SRAAX Martin Ratio Rank: 7878
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.

SRAAX vs. SEIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Return Fund (SRAAX) 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.


SRAAXSEIMXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.02

+0.46

Sortino ratio

Return per unit of downside risk

2.20

1.35

+0.84

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

2.69

1.22

+1.47

Martin ratio

Return relative to average drawdown

8.72

4.49

+4.23

SRAAX vs. SEIMX - Sharpe Ratio Comparison

The current SRAAX Sharpe Ratio is 1.48, which is higher than the SEIMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SRAAX 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


SRAAXSEIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.02

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.21

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.51

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.39

-0.42

Correlation

The correlation between SRAAX and SEIMX is 0.28, 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

SRAAX vs. SEIMX - Dividend Comparison

SRAAX's dividend yield for the trailing twelve months is around 4.22%, more than SEIMX's 3.00% yield.


TTM20252024202320222021202020192018201720162015
SRAAX
SEI Institutional Managed Trust Real Return Fund
4.22%4.25%3.35%2.58%7.65%6.49%0.56%1.75%2.63%1.12%0.00%0.00%
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

SRAAX vs. SEIMX - Drawdown Comparison

The maximum SRAAX drawdown since its inception was -6.72%, smaller than the maximum SEIMX drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for SRAAX and SEIMX.


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Drawdown Indicators


SRAAXSEIMXDifference

Max Drawdown

Largest peak-to-trough decline

-6.72%

-13.27%

+6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-3.88%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-6.72%

-13.27%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-6.72%

-13.27%

+6.55%

Current Drawdown

Current decline from peak

-0.41%

-2.47%

+2.06%

Average Drawdown

Average peak-to-trough decline

-1.63%

-1.49%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.05%

-0.64%

Volatility

SRAAX vs. SEIMX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Real Return Fund (SRAAX) is 0.67%, while SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) has a volatility of 1.03%. This indicates that SRAAX 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


SRAAXSEIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

1.03%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.18%

1.51%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

3.92%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

3.23%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.75%

3.63%

-0.88%