SEI Institutional Investments Trust Long Duration Fund (LDRAX)
Under normal circumstances, the fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in investment grade U.S. dollar-denominated fixed income instruments. It will primarily invest in long duration government and corporate fixed income securities and may also invest in synthetic instruments or derivatives having economic characteristics similar to fixed income securities.
Fund Info
US7839807903
Apr 20, 2004
$100,000
Expense Ratio
LDRAX has an expense ratio of 0.14%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments Trust Long Duration Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SEI Institutional Investments Trust Long Duration Fund had a return of 0.95% year-to-date (YTD) and 2.56% in the last 12 months. Over the past 10 years, SEI Institutional Investments Trust Long Duration Fund had an annualized return of -0.55%, while the S&P 500 had an annualized return of 11.29%, indicating that SEI Institutional Investments Trust Long Duration Fund did not perform as well as the benchmark.
LDRAX
0.95%
1.47%
-5.03%
2.56%
-5.13%
-0.55%
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of LDRAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.43% | 0.95% | |||||||||||
| 2024 | -0.91% | -2.71% | 1.62% | -5.21% | 2.88% | 1.26% | 3.28% | 2.05% | 2.32% | -4.36% | 2.07% | -4.68% | -2.91% |
| 2023 | 7.33% | -5.06% | 4.33% | 0.70% | -2.75% | 0.88% | -0.74% | -2.05% | -5.95% | -4.38% | 9.98% | 7.41% | 8.48% |
| 2022 | -4.73% | -2.80% | -3.47% | -9.52% | -0.10% | -3.32% | 4.12% | -4.47% | -8.36% | -3.30% | 8.06% | -1.71% | -26.87% |
| 2021 | -2.90% | -4.48% | -2.67% | 1.95% | 0.86% | 3.82% | 2.67% | -0.31% | -2.24% | 1.64% | 0.92% | -2.35% | -3.41% |
| 2020 | 4.96% | 3.41% | -4.27% | 5.71% | 0.70% | 2.04% | 5.71% | -3.55% | -0.15% | -1.37% | 4.28% | -8.31% | 8.35% |
| 2019 | 2.52% | -0.31% | 4.60% | -0.03% | 3.70% | 3.11% | 0.89% | 7.29% | -1.82% | 0.19% | 0.39% | -5.42% | 15.51% |
| 2018 | -2.09% | -3.11% | 1.56% | -1.96% | 0.95% | -0.66% | 0.58% | 0.72% | -1.40% | -3.28% | 0.22% | 2.70% | -5.80% |
| 2017 | 0.47% | 1.91% | -0.61% | 1.56% | 2.14% | 0.79% | 0.45% | 2.09% | -0.72% | 0.44% | 0.55% | 1.49% | 11.02% |
| 2016 | 1.60% | 1.94% | 3.50% | 1.86% | 0.23% | 4.48% | 2.88% | 0.21% | -1.21% | -2.53% | -5.44% | -1.93% | 5.26% |
| 2015 | 6.26% | -3.12% | 0.43% | -2.25% | -1.74% | -3.68% | 2.00% | -1.02% | 0.82% | 0.48% | -0.46% | -5.47% | -7.96% |
| 2014 | 3.96% | 1.19% | 0.24% | 1.88% | 2.67% | 0.11% | 0.24% | 3.29% | -2.43% | 1.93% | 1.33% | 0.45% | 15.74% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LDRAX is 8, meaning it’s performing worse than 92% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Institutional Investments Trust Long Duration Fund (LDRAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SEI Institutional Investments Trust Long Duration Fund provided a 5.03% dividend yield over the last twelve months, with an annual payout of $0.29 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.29 | $0.27 | $0.26 | $0.30 | $0.32 | $0.33 | $0.33 | $0.35 | $0.36 | $0.22 |
Dividend yield | 5.03% | 5.02% | 4.56% | 4.49% | 3.04% | 3.25% | 3.68% | 4.12% | 3.81% | 4.26% | 4.41% | 2.35% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Long Duration Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.03 | $0.00 | $0.03 | ||||||||||
| 2024 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.29 |
| 2023 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.29 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.27 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.26 |
| 2020 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.30 |
| 2019 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.32 |
| 2018 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.33 |
| 2017 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.33 |
| 2016 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.35 |
| 2015 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.36 |
| 2014 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.03 | $0.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Long Duration Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SEI Institutional Investments Trust Long Duration Fund was 42.07%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current SEI Institutional Investments Trust Long Duration Fund drawdown is 32.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.07% | Aug 7, 2020 | 806 | Oct 19, 2023 | — | — | — |
| -21.17% | Jul 26, 2012 | 267 | Aug 19, 2013 | 724 | Jul 5, 2016 | 991 |
| -18.86% | Mar 9, 2020 | 9 | Mar 19, 2020 | 75 | Jul 7, 2020 | 84 |
| -18.47% | Jan 24, 2008 | 207 | Nov 17, 2008 | 404 | Jun 28, 2010 | 611 |
| -13.69% | Aug 27, 2010 | 116 | Feb 10, 2011 | 143 | Sep 6, 2011 | 259 |
Volatility
Volatility Chart
The current SEI Institutional Investments Trust Long Duration Fund volatility is 2.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.