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SUMAX vs. LSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUMAX vs. LSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX) and Western Asset SMASh Series TF Fund (LSMSX). The values are adjusted to include any dividend payments, if applicable.

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SUMAX vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUMAX
SEI Tax Exempt Trust Short Duration Municipal Fund
0.14%4.38%2.49%3.22%-2.08%-0.01%1.77%2.28%1.09%0.63%
LSMSX
Western Asset SMASh Series TF Fund
-0.27%3.22%2.22%7.96%-10.03%4.11%4.48%8.16%0.46%4.92%

Returns By Period

In the year-to-date period, SUMAX achieves a 0.14% return, which is significantly higher than LSMSX's -0.27% return.


SUMAX

1D
0.00%
1M
-0.79%
YTD
0.14%
6M
0.74%
1Y
2.90%
3Y*
3.01%
5Y*
1.59%
10Y*
1.36%

LSMSX

1D
0.21%
1M
-2.62%
YTD
-0.27%
6M
1.22%
1Y
3.63%
3Y*
3.26%
5Y*
1.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUMAX vs. LSMSX - Expense Ratio Comparison

SUMAX has a 0.63% expense ratio, which is higher than LSMSX's 0.01% expense ratio.


Return for Risk

SUMAX vs. LSMSX — Risk / Return Rank

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

SUMAX
SUMAX Risk / Return Rank: 9595
Overall Rank
SUMAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SUMAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SUMAX Omega Ratio Rank: 9898
Omega Ratio Rank
SUMAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SUMAX Martin Ratio Rank: 9494
Martin Ratio Rank

LSMSX
LSMSX Risk / Return Rank: 2626
Overall Rank
LSMSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LSMSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
LSMSX Omega Ratio Rank: 4444
Omega Ratio Rank
LSMSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
LSMSX Martin Ratio Rank: 1919
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.

SUMAX vs. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX) and Western Asset SMASh Series TF Fund (LSMSX). 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.


SUMAXLSMSXDifference

Sharpe ratio

Return per unit of total volatility

2.20

0.67

+1.53

Sortino ratio

Return per unit of downside risk

3.63

0.89

+2.74

Omega ratio

Gain probability vs. loss probability

1.92

1.20

+0.73

Calmar ratio

Return relative to maximum drawdown

2.72

0.71

+2.02

Martin ratio

Return relative to average drawdown

12.23

1.98

+10.24

SUMAX vs. LSMSX - Sharpe Ratio Comparison

The current SUMAX Sharpe Ratio is 2.20, which is higher than the LSMSX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SUMAX and LSMSX, 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


SUMAXLSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

0.67

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

0.25

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.58

+0.95

Correlation

The correlation between SUMAX and LSMSX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SUMAX vs. LSMSX - Dividend Comparison

SUMAX's dividend yield for the trailing twelve months is around 2.56%, less than LSMSX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
SUMAX
SEI Tax Exempt Trust Short Duration Municipal Fund
2.56%3.37%2.36%1.73%0.71%0.58%1.06%1.45%1.08%0.67%0.39%0.79%
LSMSX
Western Asset SMASh Series TF Fund
3.97%3.83%4.30%3.37%2.38%2.73%2.33%2.55%2.34%0.90%0.00%0.00%

Drawdowns

SUMAX vs. LSMSX - Drawdown Comparison

The maximum SUMAX drawdown since its inception was -3.70%, smaller than the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for SUMAX and LSMSX.


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Drawdown Indicators


SUMAXLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-3.70%

-15.00%

+11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-6.21%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-3.70%

-15.00%

+11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-3.70%

Current Drawdown

Current decline from peak

-0.79%

-2.62%

+1.83%

Average Drawdown

Average peak-to-trough decline

-0.26%

-2.88%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

2.21%

-1.94%

Volatility

SUMAX vs. LSMSX - Volatility Comparison

The current volatility for SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX) is 0.27%, while Western Asset SMASh Series TF Fund (LSMSX) has a volatility of 1.10%. This indicates that SUMAX experiences smaller price fluctuations and is considered to be less risky than LSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUMAXLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.27%

1.10%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.76%

1.60%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

5.78%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.37%

4.44%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

4.52%

-3.30%