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FFNYX vs. SEIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. SEIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. SEIAX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SEIAX

1D
-0.37%
1M
1.77%
YTD
8.91%
6M
10.76%
1Y
11.36%
3Y*
7.69%
5Y*
7.45%
10Y*
4.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. SEIAX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than SEIAX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FFNYX vs. SEIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFNYX

SEIAX
SEIAX Risk / Return Rank: 9292
Overall Rank
SEIAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SEIAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SEIAX Omega Ratio Rank: 9090
Omega Ratio Rank
SEIAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SEIAX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFNYX vs. SEIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. SEIAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXSEIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.47

-1.46

Correlation

The correlation between FFNYX and SEIAX is 0.20, 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

FFNYX vs. SEIAX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while SEIAX's dividend yield for the trailing twelve months is around 2.70%.


TTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEIAX
SEI Institutional Investments Trust Multi-Asset Real Return Fund
2.70%2.94%5.16%3.77%13.78%10.42%2.34%2.13%3.63%1.57%1.73%1.01%

Drawdowns

FFNYX vs. SEIAX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum SEIAX drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for FFNYX and SEIAX.


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Drawdown Indicators


FFNYXSEIAXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-20.97%

+20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-7.67%

Max Drawdown (10Y)

Largest decline over 10 years

-13.20%

Current Drawdown

Current decline from peak

-0.30%

-0.37%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.39%

-7.16%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

Volatility

FFNYX vs. SEIAX - Volatility Comparison


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Volatility by Period


FFNYXSEIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

5.25%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

5.53%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

5.19%

-2.81%