ALMIX vs. RRPAX
Compare and contrast key facts about Invesco Short Duration Inflation Protected Fund (ALMIX) and SEI Institutional Investments Trust Real Return Fund (RRPAX).
ALMIX is managed by Invesco. It was launched on Jul 12, 1987. RRPAX is managed by SEI. It was launched on Dec 13, 2006.
Performance
ALMIX vs. RRPAX - Performance Comparison
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ALMIX vs. RRPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALMIX Invesco Short Duration Inflation Protected Fund | 0.89% | 6.13% | 4.29% | 4.17% | -4.35% | 5.20% | 5.35% | 4.84% | 0.12% | 0.45% |
RRPAX SEI Institutional Investments Trust Real Return Fund | 0.86% | 6.53% | 4.54% | 3.49% | -4.06% | 5.41% | 5.64% | 5.01% | 0.31% | 0.73% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ALMIX having a 0.89% return and RRPAX slightly lower at 0.86%. Over the past 10 years, ALMIX has underperformed RRPAX with an annualized return of 2.73%, while RRPAX has yielded a comparatively higher 2.90% annualized return.
ALMIX
- 1D
- 0.00%
- 1M
- -0.01%
- YTD
- 0.89%
- 6M
- 0.92%
- 1Y
- 3.61%
- 3Y*
- 4.40%
- 5Y*
- 2.96%
- 10Y*
- 2.73%
RRPAX
- 1D
- 0.00%
- 1M
- -0.11%
- YTD
- 0.86%
- 6M
- 0.95%
- 1Y
- 3.81%
- 3Y*
- 4.34%
- 5Y*
- 3.04%
- 10Y*
- 2.90%
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ALMIX vs. RRPAX - Expense Ratio Comparison
ALMIX has a 0.30% expense ratio, which is higher than RRPAX's 0.02% expense ratio.
Return for Risk
ALMIX vs. RRPAX — Risk / Return Rank
ALMIX
RRPAX
ALMIX vs. RRPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration Inflation Protected Fund (ALMIX) and SEI Institutional Investments Trust Real Return Fund (RRPAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ALMIX | RRPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.67 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.54 | 2.50 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 2.99 | +0.50 |
Martin ratioReturn relative to average drawdown | 11.60 | 10.50 | +1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALMIX | RRPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.67 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.95 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 1.08 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.50 | +1.15 |
Correlation
The correlation between ALMIX and RRPAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ALMIX vs. RRPAX - Dividend Comparison
ALMIX's dividend yield for the trailing twelve months is around 4.39%, less than RRPAX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALMIX Invesco Short Duration Inflation Protected Fund | 4.39% | 4.38% | 3.00% | 3.24% | 7.59% | 4.38% | 1.19% | 2.17% | 2.80% | 2.19% | 1.53% | 0.09% |
RRPAX SEI Institutional Investments Trust Real Return Fund | 4.60% | 4.64% | 3.57% | 2.43% | 7.18% | 5.33% | 1.38% | 2.14% | 2.35% | 1.89% | 1.23% | 0.00% |
Drawdowns
ALMIX vs. RRPAX - Drawdown Comparison
The maximum ALMIX drawdown since its inception was -6.61%, smaller than the maximum RRPAX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for ALMIX and RRPAX.
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Drawdown Indicators
| ALMIX | RRPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.61% | -16.15% | +9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -1.35% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -6.61% | -6.48% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -6.61% | -6.48% | -0.13% |
Current DrawdownCurrent decline from peak | -0.31% | -0.43% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -0.45% | -2.97% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.38% | -0.02% |
Volatility
ALMIX vs. RRPAX - Volatility Comparison
Invesco Short Duration Inflation Protected Fund (ALMIX) and SEI Institutional Investments Trust Real Return Fund (RRPAX) have volatilities of 0.68% and 0.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALMIX | RRPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 0.70% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 1.20% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.20% | 2.30% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.19% | 3.23% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.71% | 2.69% | +0.02% |