PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) Sharpe Ratio: 2.13

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in high yield fixed income securities. It invests primarily in fixed income securities rated below investment grade, including corporate bonds and debentures, convertible and preferred securities, zero coupon obligations and tranches of collateralized debt obligations (CDOs) and collateralized loan obligations (CLOs). The fund uses a multi-manager approach, relying upon a number of Sub-Advisers with differing investment philosophies to manage portions of the fund's portfolio under the general supervision of SIMC.

SGYAX's Sharpe Ratio of 2.13 indicates that for each unit of volatility, it generates 2.13 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SGYAX Sharpe Ratio Rank

SGYAX Sharpe Ratio Rank: 51.451
Average

SGYAX ranks above 51.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

SGYAX Sharpe Ratio Market Positioning

The chart shows SGYAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares SEI Institutional Investments Trust High Yield Bond Fund's Sharpe Ratio with other mutual funds in the High Yield Bonds category across multiple time periods, showing how SGYAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CCLFXCliffwater Corporate Lending Fund8.50
XILSXPioneer ILS Interval Fund8.31
RPHIXRiverPark Short Term High Yield Fund5.27
CWFIXChartwell Short Duration High Yield Fund3.85
PYHRXPayden High Income Fund3.76
SHYPXAmerican Beacon SiM High Yld Opps Fund3.64
SHOYXAmerican Beacon SiM High Yield Opportunities Fund Class Y3.62
PSHNXPenn Capital Short Duration High Income Fund3.48
FSHNXFidelity Series High Income Fund3.44
RPIHXT. Rowe Price Global High Income Bond Fund3.39
SGYAXSEI Institutional Investments Trust High Yield Bond Fund2.13

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SGYAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SGYAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SGYAX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio