- ISIN
- US7839807580
- Issuer
- SEI
- Inception Date
- Dec 4, 2005
- Category
- Emerging Markets Bonds
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
SEDAX Performance Chart
SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) is up 4.5% since the beginning of the year. SEDAX is currently trading at $9 per share. Investors who bought $1,000 worth of SEDAX shares 5 years ago would now be looking at an investment worth $1,208.
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Returns By Period
SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) has returned 4.48% so far this year and 16.50% over the past 12 months. Over the last ten years, SEDAX has returned 4.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Investments Trust Emerging Markets Debt Fund
- 1D
- -0.42%
- 1M
- 2.04%
- YTD
- 4.48%
- 6M
- 5.09%
- 1Y
- 16.50%
- 3Y*
- 11.04%
- 5Y*
- 3.85%
- 10Y*
- 4.31%
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%
SEDAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2006, SEDAX's average daily return is +0.01%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +7.6%, while the worst month was Oct 2008 at -20.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SEDAX closed higher 48% of trading days. The best single day was Mar 20, 2020 with a return of +8.6%, while the worst single day was Mar 23, 2020 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.59% | 1.48% | -4.78% | 3.50% | 0.97% | 0.85% | 4.48% | ||||||
| 2025 | 2.54% | 1.18% | -0.35% | 1.44% | 1.62% | 3.30% | 0.35% | 2.35% | 2.08% | 1.90% | 1.07% | 1.23% | 20.33% |
| 2024 | -0.93% | 0.23% | 1.29% | -2.16% | 1.56% | -0.12% | 2.13% | 2.70% | 3.09% | -3.30% | 0.47% | -1.65% | 3.13% |
| 2023 | 4.39% | -3.00% | 2.48% | 0.72% | -0.96% | 4.00% | 2.85% | -2.53% | -3.19% | -2.20% | 5.74% | 4.47% | 12.86% |
| 2022 | -1.68% | -5.02% | -1.69% | -5.71% | 0.97% | -6.12% | 1.79% | 0.13% | -6.15% | 0.13% | 7.61% | 1.06% | -14.53% |
| 2021 | -0.95% | -2.41% | -2.37% | 2.57% | 1.88% | -0.00% | -0.23% | 1.28% | -2.82% | -0.80% | -2.74% | 1.75% | -4.93% |
Benchmark Metrics
SEI Institutional Investments Trust Emerging Markets Debt Fund has an annualized alpha of 2.24%, beta of 0.13, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.
- This fund participated in 50.82% of S&P 500 Index downside but only 37.63% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.13 may look defensive, but with R2 of 0.10 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.10 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.24%
- Beta
- 0.13
- R²
- 0.10
- Upside Capture
- 37.63%
- Downside Capture
- 50.82%
Expense Ratio
SEDAX has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SEDAX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) 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.
| SEDAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.37 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.78 | +0.21 |
| Martin ratioReturn relative to average drawdown | 11.98 | 12.44 | -0.46 |
Dividends
Dividend History
SEI Institutional Investments Trust Emerging Markets Debt Fund provided a 8.63% dividend yield over the last twelve months, with an annual payout of $0.82 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 | $0.82 | $0.68 | $0.60 | $0.40 | $0.17 | $0.45 | $0.16 | $0.38 | $0.29 | $0.48 | $0.33 | $0.09 |
Dividend yield | 8.63% | 7.30% | 7.24% | 4.65% | 2.08% | 4.69% | 1.52% | 3.75% | 3.17% | 4.70% | 3.59% | 1.00% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Emerging Markets Debt 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 | $0.17 | $0.00 | $0.00 | $0.17 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.33 | $0.68 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.22 | $0.60 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.40 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.07 | $0.00 | $0.23 | $0.45 |
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 Emerging Markets Debt 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 Emerging Markets Debt Fund was 37.03%, occurring on Oct 24, 2008. Recovery took 444 trading sessions.
The current SEI Institutional Investments Trust Emerging Markets Debt Fund drawdown is 0.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -37.03%Oct 2008 | 1y 5mo | 1y 9mo | 3y 2moMay 2007 - Aug 2010 |
Bear market2022 | -27.25%Oct 2022 | 1y 9mo | 2y 7mo | 4y 4moJan 2021 - May 2025 |
COVID crash2020 | -21.98%Mar 2020 | 28d | 8mo 2d | 9moFeb 2020 - Nov 2020 |
2016 bear market2016 | -21.71%Jan 2016 | 2y 8mo | 1y 6mo | 4y 2moMay 2013 - Jul 2017 |
Rate-hike selloffLate 2018 | -13.96%Sep 2018 | 7mo 12d | 10mo 20d | 1y 5moJan 2018 - Jul 2019 |
Drawdown Indicators
| SEDAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -56.78% | +19.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -9.10% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -9.44% | -18.90% | +9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -25.43% | -1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -27.25% | -33.92% | +6.67% |
Current DrawdownCurrent decline from peak | -0.52% | -1.80% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -10.71% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.03% | -0.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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