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The polycrystalline co-doped samples of Sm0.5Y0.5Fe0.58Mn0.42O3 were prepared by solid-state reaction route and its various physical properties with their correlations have been investigated. The dc magnetization measurements on the sample revealed a weak ferromagnetic (WFM) transition at TN=361 K that is followed by an incomplete spin reorientation (SR) transition at TSR1= 348 K. A first order magnetic transition (FOMT) around 292 K completes the spin reorientation transition and the material enters into a nearly collinear antiferromagnetic (AFM) state for T < 260 K. The compound exhibited magnetization reversal below the compensation temperature (Tcomp) = 92 K at low measured field of 100 Oe. At further low temperature below 71 K, the compound also exhibited Zero-field cooled memory effects confirming a reentrant spinglass state formation. Robust magnetodielectric (MD) magnetoelectric coupling has been established in the present material through field dependent dielectric and resistivity measurements. True ferroelectric transition with a considerable value of saturation polarization (= 0.06 micro C/cm2 at 15 K) have been found in the specimen below TFE= 108 K. We observed an intense spin-phonon coupling (SPC) across TSR and TN from the temperature dependent Raman spectroscopy and is responsible for the intrinsic magnetoelectric effect. This SPC also stabilizes the ferroelectric state below TFE in the material. The delicate interplay of the lattice (Phonons), charge and spins governs the observed features in the investigated physical properties of the material that makes the specimen a promising multifunctional material.