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SUMAX vs. SPINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUMAX vs. SPINX - 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 SEI Institutional Investments Trust S&P 500 Index Fund (SPINX). The values are adjusted to include any dividend payments, if applicable.

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SUMAX vs. SPINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUMAX
SEI Tax Exempt Trust Short Duration Municipal Fund
0.34%4.38%2.49%3.22%-2.08%-0.01%1.77%2.28%1.09%0.88%
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund
-3.64%17.89%24.02%26.24%-18.27%28.62%18.35%31.42%-4.46%21.74%

Returns By Period

In the year-to-date period, SUMAX achieves a 0.34% return, which is significantly higher than SPINX's -3.64% return. Over the past 10 years, SUMAX has underperformed SPINX with an annualized return of 1.38%, while SPINX has yielded a comparatively higher 14.01% annualized return.


SUMAX

1D
0.10%
1M
-0.40%
YTD
0.34%
6M
0.95%
1Y
3.01%
3Y*
3.08%
5Y*
1.63%
10Y*
1.38%

SPINX

1D
0.75%
1M
-3.41%
YTD
-3.64%
6M
-1.40%
1Y
17.43%
3Y*
18.27%
5Y*
11.71%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUMAX vs. SPINX - Expense Ratio Comparison

SUMAX has a 0.63% expense ratio, which is higher than SPINX's 0.12% expense ratio.


Return for Risk

SUMAX vs. SPINX — Risk / Return Rank

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

SUMAX
SUMAX Risk / Return Rank: 9292
Overall Rank
SUMAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SUMAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SUMAX Omega Ratio Rank: 9898
Omega Ratio Rank
SUMAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SUMAX Martin Ratio Rank: 9090
Martin Ratio Rank

SPINX
SPINX Risk / Return Rank: 4949
Overall Rank
SPINX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPINX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPINX Omega Ratio Rank: 4848
Omega Ratio Rank
SPINX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPINX Martin Ratio Rank: 6161
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. SPINX - 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 SEI Institutional Investments Trust S&P 500 Index Fund (SPINX). 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.


SUMAXSPINXDifference

Sharpe ratio

Return per unit of total volatility

2.08

1.00

+1.08

Sortino ratio

Return per unit of downside risk

3.35

1.52

+1.83

Omega ratio

Gain probability vs. loss probability

1.85

1.23

+0.62

Calmar ratio

Return relative to maximum drawdown

2.59

1.54

+1.05

Martin ratio

Return relative to average drawdown

11.38

7.31

+4.07

SUMAX vs. SPINX - Sharpe Ratio Comparison

The current SUMAX Sharpe Ratio is 2.08, which is higher than the SPINX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SUMAX and SPINX, 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


SUMAXSPINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.00

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.52

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.67

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.65

+0.89

Correlation

The correlation between SUMAX and SPINX is 0.04, 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

SUMAX vs. SPINX - Dividend Comparison

SUMAX's dividend yield for the trailing twelve months is around 2.56%, less than SPINX's 12.35% 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%
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund
12.35%11.90%26.02%9.77%9.59%6.58%3.58%3.01%4.94%2.32%1.97%2.29%

Drawdowns

SUMAX vs. SPINX - Drawdown Comparison

The maximum SUMAX drawdown since its inception was -3.70%, smaller than the maximum SPINX drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SUMAX and SPINX.


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Drawdown Indicators


SUMAXSPINXDifference

Max Drawdown

Largest peak-to-trough decline

-3.70%

-33.82%

+30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-8.92%

+7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-3.70%

-32.91%

+29.21%

Max Drawdown (10Y)

Largest decline over 10 years

-3.70%

-33.82%

+30.12%

Current Drawdown

Current decline from peak

-0.59%

-10.36%

+9.77%

Average Drawdown

Average peak-to-trough decline

-0.26%

-5.25%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

2.55%

-2.28%

Volatility

SUMAX vs. SPINX - Volatility Comparison

The current volatility for SEI Tax Exempt Trust Short Duration Municipal Fund (SUMAX) is 0.31%, while SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a volatility of 5.39%. This indicates that SUMAX experiences smaller price fluctuations and is considered to be less risky than SPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUMAXSPINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

5.39%

-5.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

9.61%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

18.34%

-16.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.37%

22.50%

-21.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.22%

20.93%

-19.71%