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STDAX vs. SEIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STDAX vs. SEIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) 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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STDAX vs. SEIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
0.36%4.46%5.35%4.45%-1.58%1.56%-19.54%19.83%-3.32%9.70%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
-0.70%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, STDAX achieves a 0.36% return, which is significantly higher than SEIMX's -0.70% return. Over the past 10 years, STDAX has outperformed SEIMX with an annualized return of 2.52%, while SEIMX has yielded a comparatively lower 1.80% annualized return.


STDAX

1D
0.09%
1M
-0.18%
YTD
0.36%
6M
1.30%
1Y
3.90%
3Y*
4.41%
5Y*
2.77%
10Y*
2.52%

SEIMX

1D
0.09%
1M
-2.73%
YTD
-0.70%
6M
0.52%
1Y
3.62%
3Y*
2.85%
5Y*
0.63%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STDAX vs. SEIMX - Expense Ratio Comparison

STDAX has a 0.35% expense ratio, which is lower than SEIMX's 0.63% expense ratio.


Return for Risk

STDAX vs. SEIMX — Risk / Return Rank

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

STDAX
STDAX Risk / Return Rank: 9999
Overall Rank
STDAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STDAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STDAX Omega Ratio Rank: 9999
Omega Ratio Rank
STDAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STDAX Martin Ratio Rank: 9999
Martin Ratio Rank

SEIMX
SEIMX Risk / Return Rank: 6060
Overall Rank
SEIMX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SEIMX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SEIMX Omega Ratio Rank: 8383
Omega Ratio Rank
SEIMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SEIMX Martin Ratio Rank: 4444
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.

STDAX vs. SEIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) 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.


STDAXSEIMXDifference

Sharpe ratio

Return per unit of total volatility

4.24

1.14

+3.10

Sortino ratio

Return per unit of downside risk

7.10

1.53

+5.57

Omega ratio

Gain probability vs. loss probability

2.50

1.33

+1.17

Calmar ratio

Return relative to maximum drawdown

6.50

1.20

+5.30

Martin ratio

Return relative to average drawdown

31.36

4.45

+26.91

STDAX vs. SEIMX - Sharpe Ratio Comparison

The current STDAX Sharpe Ratio is 4.24, which is higher than the SEIMX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of STDAX 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


STDAXSEIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.24

1.14

+3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

0.20

+1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.50

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

1.38

-1.39

Correlation

The correlation between STDAX and SEIMX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

STDAX vs. SEIMX - Dividend Comparison

STDAX's dividend yield for the trailing twelve months is around 4.47%, more than SEIMX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
4.47%4.49%4.97%4.77%3.54%0.87%1.71%5.19%8.53%6.92%10.19%3.84%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
3.01%3.93%2.60%2.13%1.79%2.13%2.39%2.71%2.60%2.43%2.49%2.51%

Drawdowns

STDAX vs. SEIMX - Drawdown Comparison

The maximum STDAX drawdown since its inception was -76.81%, which is greater than SEIMX's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for STDAX and SEIMX.


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Drawdown Indicators


STDAXSEIMXDifference

Max Drawdown

Largest peak-to-trough decline

-76.81%

-13.27%

-63.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-3.88%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-2.91%

-13.27%

+10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-26.89%

-13.27%

-13.62%

Current Drawdown

Current decline from peak

-9.55%

-2.73%

-6.82%

Average Drawdown

Average peak-to-trough decline

-31.95%

-1.49%

-30.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

1.04%

-0.92%

Volatility

STDAX vs. SEIMX - Volatility Comparison

The current volatility for SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) is 0.39%, while SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) has a volatility of 0.95%. This indicates that STDAX 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


STDAXSEIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

0.95%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

1.49%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

0.93%

3.92%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

3.23%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

3.63%

+3.06%