ENIAX vs. PSDYX
Compare and contrast key facts about SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) and Putnam Ultra Short Duration Income Fund (PSDYX).
ENIAX is managed by SEI. It was launched on Dec 13, 2006. PSDYX is managed by Putnam. It was launched on Oct 17, 2011.
Performance
ENIAX vs. PSDYX - Performance Comparison
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ENIAX vs. PSDYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 0.38% | 6.14% | 8.34% | 7.94% | -1.16% | 2.67% | 2.47% | 5.82% | 1.82% | 3.93% |
PSDYX Putnam Ultra Short Duration Income Fund | 0.38% | 4.99% | 5.25% | 4.78% | 0.61% | 0.07% | 1.50% | 2.86% | 1.95% | 1.40% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with ENIAX at 0.38% and PSDYX at 0.38%. Over the past 10 years, ENIAX has outperformed PSDYX with an annualized return of 4.17%, while PSDYX has yielded a comparatively lower 2.45% annualized return.
ENIAX
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 5.36%
- 3Y*
- 6.73%
- 5Y*
- 4.57%
- 10Y*
- 4.17%
PSDYX
- 1D
- 0.00%
- 1M
- -0.30%
- YTD
- 0.38%
- 6M
- 1.42%
- 1Y
- 4.05%
- 3Y*
- 4.71%
- 5Y*
- 3.19%
- 10Y*
- 2.45%
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ENIAX vs. PSDYX - Expense Ratio Comparison
ENIAX has a 0.23% expense ratio, which is lower than PSDYX's 0.30% expense ratio.
Return for Risk
ENIAX vs. PSDYX — Risk / Return Rank
ENIAX
PSDYX
ENIAX vs. PSDYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) and Putnam Ultra Short Duration Income Fund (PSDYX). 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.
| ENIAX | PSDYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.88 | -0.99 |
Sortino ratioReturn per unit of downside risk | 2.45 | 8.25 | -5.80 |
Omega ratioGain probability vs. loss probability | 2.41 | 2.68 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 9.02 | -6.48 |
Martin ratioReturn relative to average drawdown | 11.20 | 35.56 | -24.36 |
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
| ENIAX | PSDYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.88 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.61 | 2.52 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.50 | 2.37 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 2.15 | -1.51 |
Correlation
The correlation between ENIAX and PSDYX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ENIAX vs. PSDYX - Dividend Comparison
ENIAX's dividend yield for the trailing twelve months is around 5.98%, more than PSDYX's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 5.98% | 6.00% | 6.78% | 5.33% | 4.07% | 2.66% | 2.96% | 4.32% | 3.96% | 3.02% | 2.75% | 2.54% |
PSDYX Putnam Ultra Short Duration Income Fund | 4.17% | 4.65% | 4.81% | 3.65% | 1.30% | 0.37% | 1.09% | 2.51% | 2.23% | 1.29% | 0.88% | 0.57% |
Drawdowns
ENIAX vs. PSDYX - Drawdown Comparison
The maximum ENIAX drawdown since its inception was -33.30%, which is greater than PSDYX's maximum drawdown of -2.58%. Use the drawdown chart below to compare losses from any high point for ENIAX and PSDYX.
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Drawdown Indicators
| ENIAX | PSDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -2.58% | -30.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -0.49% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -3.52% | -0.80% | -2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -13.45% | -2.58% | -10.87% |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -0.07% | -7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.48% | 0.12% | +0.36% |
Volatility
ENIAX vs. PSDYX - Volatility Comparison
SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) has a higher volatility of 0.36% compared to Putnam Ultra Short Duration Income Fund (PSDYX) at 0.22%. This indicates that ENIAX's price experiences larger fluctuations and is considered to be riskier than PSDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENIAX | PSDYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 0.22% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 0.97% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 1.45% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.86% | 1.27% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.78% | 1.04% | +1.74% |