- ISIN
- US7839803035
- Issuer
- SEI
- Inception Date
- Dec 5, 2005
- Category
- High Yield Bonds
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
SGYAX Performance Chart
SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) is up 1.3% since the beginning of the year. SGYAX is currently trading at $7 per share. Investors who bought $1,000 worth of SGYAX shares 5 years ago would now be looking at an investment worth $1,191.
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Returns By Period
SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) has returned 1.29% so far this year and 6.52% over the past 12 months. Over the last ten years, SGYAX has returned 5.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Investments Trust High Yield Bond Fund
- 1D
- 0.00%
- 1M
- 0.64%
- YTD
- 1.29%
- 6M
- 2.00%
- 1Y
- 6.52%
- 3Y*
- 8.28%
- 5Y*
- 3.56%
- 10Y*
- 5.82%
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%
SGYAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2006, SGYAX's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +10.3%, while the worst month was Oct 2008 at -17.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 7 months.
On a daily basis, SGYAX closed higher 40% of trading days. The best single day was Mar 26, 2020 with a return of +2.9%, while the worst single day was Oct 10, 2008 at -3.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.09% | -0.21% | -1.35% | 1.73% | 0.35% | -0.29% | 1.29% | ||||||
| 2025 | 1.48% | 0.65% | -1.24% | -0.04% | 1.43% | 1.82% | 1.00% | 0.96% | 0.77% | 0.29% | -0.06% | 0.71% | 8.01% |
| 2024 | 0.86% | 0.25% | 1.12% | -0.75% | 1.15% | 0.14% | 2.04% | 1.06% | 1.73% | 0.18% | 0.91% | 0.10% | 9.12% |
| 2023 | 4.56% | -1.02% | -0.06% | 0.56% | -0.85% | 1.61% | 2.05% | -0.14% | -0.90% | -2.25% | 3.64% | 3.43% | 10.89% |
| 2022 | -1.44% | -1.02% | -0.70% | -2.77% | -1.12% | -6.71% | 3.99% | -1.41% | -4.58% | 1.66% | 1.64% | -1.28% | -13.29% |
| 2021 | 1.05% | 1.13% | 0.66% | 1.67% | 0.71% | 1.32% | 0.39% | 0.52% | 0.58% | 0.37% | -1.00% | 1.87% | 9.62% |
Benchmark Metrics
SEI Institutional Investments Trust High Yield Bond Fund has an annualized alpha of 2.15%, beta of 0.10, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.
- This fund participated in 46.69% of S&P 500 Index downside but only 34.57% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.10 may look defensive, but with R2 of 0.16 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 0.16 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
- 2.15%
- Beta
- 0.10
- R²
- 0.16
- Upside Capture
- 34.57%
- Downside Capture
- 46.69%
Expense Ratio
SGYAX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SGYAX ranks 60 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) 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.
| SGYAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.78 | -0.42 |
| Martin ratioReturn relative to average drawdown | 10.04 | 12.44 | -2.40 |
Dividends
Dividend History
SEI Institutional Investments Trust High Yield Bond Fund provided a 8.77% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.63 | $0.62 | $0.72 | $0.63 | $0.48 | $0.63 | $0.62 | $0.60 | $0.65 | $0.65 | $0.65 |
Dividend yield | 8.77% | 8.88% | 8.68% | 10.08% | 8.79% | 5.37% | 7.30% | 7.15% | 7.31% | 7.27% | 7.30% | 7.88% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust High Yield Bond 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 | $0.05 | $0.04 | $0.05 | $0.05 | $0.04 | $0.00 | $0.23 | ||||||
| 2025 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | $0.05 | $0.05 | $0.09 | $0.63 |
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.00 | $0.05 | $0.06 | $0.05 | $0.05 | $0.05 | $0.06 | $0.62 |
| 2023 | $0.05 | $0.05 | $0.06 | $0.00 | $0.06 | $0.06 | $0.07 | $0.00 | $0.06 | $0.00 | $0.06 | $0.24 | $0.72 |
| 2022 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.05 | $0.24 | $0.63 |
| 2021 | $0.00 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.04 | $0.04 | $0.04 | $0.04 | $0.48 |
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 High Yield Bond 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 High Yield Bond Fund was 45.51%, occurring on Dec 15, 2008. Recovery took 1330 trading sessions.
The current SEI Institutional Investments Trust High Yield Bond Fund drawdown is 0.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -45.51%Dec 2008 | 1y 6mo | 5y 3mo | 6y 10moMay 2007 - Mar 2014 |
COVID crash2020 | -21.85%Mar 2020 | 28d | 7mo 22d | 8mo 20dFeb 2020 - Nov 2020 |
Bear market2022 | -15.45%Oct 2022 | 9mo 13d | 1y 9mo | 2y 7moJan 2022 - Jul 2024 |
2016 correction2016 | -12.67%Feb 2016 | 8mo 14d | 4mo 28d | 1y 1moJun 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -6.33%Dec 2018 | 2mo 23d | 2mo 4d | 4mo 27dOct 2018 - Feb 2019 |
Drawdown Indicators
| SGYAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -56.78% | +11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -9.10% | +6.33% |
Max Drawdown (3Y)Largest decline over 3 years | -4.18% | -18.90% | +14.72% |
Max Drawdown (5Y)Largest decline over 5 years | -15.45% | -25.43% | +9.98% |
Max Drawdown (10Y)Largest decline over 10 years | -21.85% | -33.92% | +12.07% |
Current DrawdownCurrent decline from peak | -0.29% | -1.80% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -10.71% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 2.03% | -1.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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