- ISIN
- US7839806426
- Issuer
- SEI
- Inception Date
- Apr 10, 2012
- Category
- Small Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SECAX Performance Chart
SEI Institutional Investments Trust Small Cap II Fund (SECAX) is up 17.2% since the beginning of the year. SECAX is currently trading at $13 per share. Investors who bought $1,000 worth of SECAX shares 5 years ago would now be looking at an investment worth $1,518.
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Returns By Period
SEI Institutional Investments Trust Small Cap II Fund (SECAX) has returned 17.15% so far this year and 37.89% over the past 12 months. Over the last ten years, SECAX has returned 11.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Investments Trust Small Cap II Fund
- 1D
- 1.45%
- 1M
- 3.74%
- YTD
- 17.15%
- 6M
- 14.30%
- 1Y
- 37.89%
- 3Y*
- 17.45%
- 5Y*
- 8.71%
- 10Y*
- 11.61%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SECAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, SECAX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +17.3%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SECAX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +25.9%, while the worst single day was Dec 17, 2021 at -22.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.44% | 1.75% | -5.56% | 11.46% | 0.70% | 3.02% | 17.15% | ||||||
| 2025 | 2.62% | -4.05% | -6.60% | -2.93% | 5.06% | 5.20% | 0.91% | 7.47% | 1.78% | -0.19% | 3.10% | 0.79% | 12.95% |
| 2024 | -2.05% | 4.75% | 4.99% | -6.20% | 4.62% | -0.97% | 8.28% | -0.58% | 0.58% | -1.06% | 9.82% | -8.19% | 13.06% |
| 2023 | 8.56% | -1.31% | -5.42% | -1.45% | -1.02% | 8.58% | 5.08% | -4.09% | -4.64% | -6.36% | 7.10% | 10.75% | 14.56% |
| 2022 | -7.28% | 0.98% | -0.00% | -7.93% | 1.73% | -9.26% | 9.50% | -2.57% | -8.81% | 12.14% | 3.45% | -5.81% | -15.40% |
| 2021 | 2.28% | 8.22% | 2.63% | 3.40% | 1.61% | -0.66% | -2.48% | 2.45% | -2.26% | 3.51% | -2.57% | 3.16% | 20.45% |
Benchmark Metrics
SEI Institutional Investments Trust Small Cap II Fund has an annualized alpha of -0.93%, beta of 1.03, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participated in 110.00% of S&P 500 Index downside but only 100.88% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.03 and R2 of 0.60, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.93%
- Beta
- 1.03
- R²
- 0.60
- Upside Capture
- 100.88%
- Downside Capture
- 110.00%
Expense Ratio
SECAX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SECAX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust Small Cap II Fund (SECAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SECAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.78 | +1.00 |
| Martin ratioReturn relative to average drawdown | 13.63 | 12.44 | +1.19 |
Dividends
Dividend History
SEI Institutional Investments Trust Small Cap II Fund provided a 8.54% dividend yield over the last twelve months, with an annual payout of $1.14 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.14 | $1.12 | $1.10 | $0.48 | $0.41 | $3.17 | $0.10 | $0.52 | $2.25 | $1.77 | $0.09 | $1.00 |
Dividend yield | 8.54% | 9.82% | 9.95% | 4.45% | 4.16% | 26.25% | 0.79% | 4.84% | 24.96% | 14.39% | 0.72% | 9.06% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Small Cap II 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $1.03 | $1.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.97 | $1.10 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.48 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.34 | $0.41 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $3.11 | $3.17 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Small Cap II 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 Small Cap II Fund was 42.43%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current SEI Institutional Investments Trust Small Cap II Fund drawdown is 0.08%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.43%Mar 2020 | 1y 6mo | 7mo 21d | 2y 2moSep 2018 - Nov 2020 |
Bear market2022 | -37.58%Sep 2022 | 9mo 13d | 3y 2mo | 3y 11moDec 2021 - Dec 2025 |
2016 bear market2016 | -26.17%Feb 2016 | 7mo 22d | 9mo 16d | 1y 5moJun 2015 - Nov 2016 |
2014 correction2014 | -12.49%Oct 2014 | 7mo 12d | 2mo 14d | 9mo 26dMar 2014 - Dec 2014 |
2026 correction2026 | -10.03%Mar 2026 | 1mo 1d | 18d | 1mo 19dFeb 2026 - Apr 2026 |
Drawdown Indicators
| SECAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.43% | -56.78% | +14.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -9.10% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -26.31% | -18.90% | -7.41% |
Max Drawdown (5Y)Largest decline over 5 years | -37.58% | -25.43% | -12.15% |
Max Drawdown (10Y)Largest decline over 10 years | -42.43% | -33.92% | -8.51% |
Current DrawdownCurrent decline from peak | -0.08% | -1.80% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -10.71% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.03% | +0.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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