SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX)
The investment seeks long-term growth of capital and income. Under normal market conditions, the fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in equity and equity-related securities, such as structured notes and convertible bonds, of U.S. companies of all capitalization ranges. It may also, to a lesser extent, invest in American Depositary Receipts (ADRs) and interests in real estate investments trusts (REITs). The fund's investment portfolio will be diversified and will not be concentrated in any particular industry or sector.
Fund Info
US7839805501
Apr 26, 2018
$100,000
Large-Cap
Blend
Expense Ratio
SEHAX has an expense ratio of 0.32%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) returned 2.29% year-to-date (YTD) and 16.48% over the past 12 months.
SEHAX
2.29%
5.97%
-2.11%
16.48%
13.73%
16.59%
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of SEHAX, 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 | 3.46% | -1.47% | -4.55% | -0.80% | 5.97% | 2.29% | |||||||
| 2024 | 2.08% | 4.71% | 4.05% | -4.88% | 4.64% | 2.69% | 2.55% | 2.43% | 2.10% | -0.13% | 7.26% | -4.30% | 24.97% |
| 2023 | 5.99% | -1.73% | 0.74% | 0.54% | 0.28% | 7.16% | 2.74% | -2.18% | -3.94% | -2.33% | 8.79% | 5.37% | 22.52% |
| 2022 | -4.91% | -2.28% | 2.41% | -6.98% | 1.23% | -8.74% | 7.77% | -3.14% | -9.39% | 9.36% | 5.45% | -5.66% | -15.84% |
| 2021 | 1.39% | 3.50% | 6.69% | 4.52% | 1.72% | 1.11% | 2.26% | 3.16% | -5.02% | 5.02% | -0.55% | 5.44% | 32.78% |
| 2020 | -0.77% | -8.54% | -13.77% | 12.13% | 4.81% | 2.16% | 4.68% | 5.55% | -3.50% | -2.31% | 11.19% | 4.06% | 13.21% |
| 2019 | 8.27% | 3.67% | 0.86% | 3.70% | -6.43% | 7.07% | 1.52% | -2.45% | 2.14% | 1.61% | 3.52% | 2.36% | 28.09% |
| 2018 | -0.90% | 2.63% | 0.20% | 3.30% | 3.43% | 0.18% | -7.22% | 1.89% | -8.65% | -5.81% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SEHAX is 71, indicating average performance compared to other mutual funds on our website. Here’s 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 U.S. Equity Factor Allocation Fund (SEHAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund provided a 7.72% dividend yield over the last twelve months, with an annual payout of $1.14 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.14 | $1.14 | $0.19 | $1.32 | $3.29 | $0.22 | $0.23 | $0.12 |
Dividend yield | 7.72% | 7.86% | 1.55% | 12.74% | 23.76% | 1.69% | 1.98% | 1.25% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust U.S. Equity Factor Allocation 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 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.06 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.98 | $1.14 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $1.16 | $1.32 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $3.11 | $3.29 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.07 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.06 | $0.23 |
| 2018 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.05 | $0.12 |
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 U.S. Equity Factor Allocation 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 U.S. Equity Factor Allocation Fund was 34.93%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund drawdown is 2.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -22.99% | Dec 30, 2021 | 190 | Sep 30, 2022 | 302 | Dec 13, 2023 | 492 |
| -19.6% | Sep 24, 2018 | 64 | Dec 24, 2018 | 81 | Apr 23, 2019 | 145 |
| -17.69% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -8.74% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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