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SEI Institutional Investments Trust Limited Durati...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SEI Institutional Investments Trust Limited Duration Bond Fund (SLDBX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

Normally, the fund will invest at least 80% of its net assets in investment grade U.S. dollar-denominated debt instruments, which may include: (i) securities issued or guaranteed by the U.S. government and its agencies or instrumentalities; (ii) obligations of U.S. and foreign commercial banks; (iii) corporate obligations; (iv) asset-backed securities; (v) residential and commercial mortgage-backed securities, collateralized debt obligations and mortgage dollar rolls; and (vi) U.S. dollar-denominated instruments of foreign issuers.

Fund Info

ISIN

US7839805923

Issuer

SEI

Inception Date

Jul 31, 2014

Category

Short-Term Bond

Min. Investment

$100,000

Asset Class

Bond

Expense Ratio

SLDBX has an expense ratio of 0.32%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SEI Institutional Investments Trust Limited Duration Bond Fund

Performance

Performance Chart

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S&P 500

Returns By Period

SEI Institutional Investments Trust Limited Duration Bond Fund (SLDBX) returned 1.92% year-to-date (YTD) and 6.39% over the past 12 months. Over the past 10 years, SLDBX returned 2.15% annually, underperforming the S&P 500 benchmark at 10.85%.

SLDBX

YTD

1.92%

1M

-0.04%

6M

2.58%

1Y

6.39%

3Y*

3.68%

5Y*

1.99%

10Y*

2.15%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of SLDBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.48%0.88%0.39%0.69%-0.52%1.92%
20240.47%-0.39%0.50%-0.36%0.83%0.59%1.22%1.01%0.78%-0.55%0.47%0.17%4.84%
20231.11%-0.70%1.44%0.41%-0.30%-0.21%0.47%0.34%-0.07%0.16%1.33%1.33%5.42%
2022-0.61%-0.42%-1.22%-0.70%0.45%-0.68%0.68%-0.77%-1.29%-0.22%0.97%0.23%-3.56%
20210.11%-0.11%-0.01%0.19%0.09%-0.02%0.18%-0.02%-0.02%-0.32%-0.02%-0.11%-0.06%
20200.68%0.67%-0.51%0.87%0.63%0.53%0.42%0.14%0.13%0.02%0.21%0.16%4.02%
20190.53%0.20%0.55%0.34%0.45%0.44%0.14%0.61%0.01%0.33%0.00%0.20%3.88%
2018-0.15%-0.06%0.18%-0.02%0.40%0.09%0.10%0.31%-0.00%0.11%0.21%0.64%1.83%
20170.12%0.22%0.14%0.23%0.13%0.03%0.23%0.23%-0.07%0.14%-0.15%0.74%2.01%
20160.61%0.10%0.42%0.21%0.02%0.52%0.12%-0.08%0.11%0.02%-0.38%0.07%1.76%
20150.40%-0.20%0.30%0.00%-0.00%-0.20%0.11%-0.20%0.30%0.00%-0.19%-0.14%0.18%
20140.00%-0.10%0.18%0.10%-0.29%-0.11%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, SLDBX is among the top 4% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SLDBX is 9696
Overall Rank
The Sharpe Ratio Rank of SLDBX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SLDBX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SLDBX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SLDBX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SLDBX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SEI Institutional Investments Trust Limited Duration Bond Fund (SLDBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEI Institutional Investments Trust Limited Duration Bond Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 2.80
  • 5-Year: 0.94
  • 10-Year: 1.21
  • All Time: 1.15

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SEI Institutional Investments Trust Limited Duration Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SEI Institutional Investments Trust Limited Duration Bond Fund provided a 4.50% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 3 consecutive years.

0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.43$0.43$0.37$0.18$0.13$0.28$0.27$0.23$0.23$0.14$0.07$0.02

Dividend yield

4.50%4.50%3.86%1.87%1.35%2.75%2.69%2.31%2.30%1.45%0.69%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Institutional Investments Trust Limited Duration Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.04$0.03$0.04$0.04$0.00$0.14
2024$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.43
2023$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.37
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.18
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.04$0.13
2020$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.12$0.28
2019$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27
2018$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23
2017$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.08$0.23
2016$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.14
2015$0.00$0.00$0.01$0.00$0.00$0.00$0.01$0.00$0.01$0.01$0.01$0.02$0.07
2014$0.01$0.00$0.01$0.02

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 Limited Duration 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 Limited Duration Bond Fund was 5.67%, occurring on Oct 20, 2022. Recovery took 280 trading sessions.

The current SEI Institutional Investments Trust Limited Duration Bond Fund drawdown is 0.52%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.67%Aug 5, 2021306Oct 20, 2022280Dec 1, 2023586
-2.86%Mar 9, 202011Mar 23, 202032May 7, 202043
-1.03%Oct 3, 202420Oct 30, 202458Jan 27, 202578
-0.84%Feb 2, 202416Feb 26, 20249Mar 8, 202425
-0.83%Apr 4, 20256Apr 11, 202512Apr 30, 202518
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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