LCIAX vs. LDRAX
LCIAX (SEI Institutional Investments Trust Large Cap Index Fund) and LDRAX (SEI Institutional Investments Trust Long Duration Fund) are both mutual funds - LCIAX is a Large Cap Blend Equities fund managed by SEI, while LDRAX is a Long-Term Bond fund managed by SEI. Over the past 10 years, LCIAX returned 14.76%/yr vs 0.62%/yr for LDRAX. Their -0.18 correlation means they have often moved in opposite directions in the past. LCIAX charges 0.13%/yr vs 0.14%/yr for LDRAX.
Performance
LCIAX vs. LDRAX - Performance Comparison
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Returns By Period
In the year-to-date period, LCIAX achieves a 9.98% return, which is significantly higher than LDRAX's -3.50% return. Over the past 10 years, LCIAX has outperformed LDRAX with an annualized return of 14.76%, while LDRAX has yielded a comparatively lower 0.62% annualized return.
LCIAX
- 1D
- 0.62%
- 1M
- -0.10%
- 6M
- 7.90%
- YTD
- 9.98%
- 1Y
- 21.05%
- 3Y*
- 18.91%
- 5Y*
- 11.95%
- 10Y*
- 14.76%
- ALL TIME*
- 10.17%
LDRAX
- 1D
- -0.36%
- 1M
- -3.99%
- 6M
- -3.42%
- YTD
- -3.50%
- 1Y
- -1.29%
- 3Y*
- 1.39%
- 5Y*
- -5.21%
- 10Y*
- 0.62%
- ALL TIME*
- 1.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LCIAX vs. LDRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCIAX SEI Institutional Investments Trust Large Cap Index Fund | 9.98% | 17.33% | 23.90% | 26.51% | -19.27% | 26.29% | 20.85% | 31.37% | -5.10% | 21.59% |
LDRAX SEI Institutional Investments Trust Long Duration Fund | -3.50% | 6.81% | -3.28% | 7.16% | -27.73% | -2.19% | 18.23% | 21.19% | -5.16% | 11.74% |
Correlation
The correlation between LCIAX and LDRAX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2007 | -0.18 |
The correlation between LCIAX and LDRAX shifts across timeframes, from -0.18 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LCIAX vs. LDRAX — Risk / Return Rank
LCIAX
LDRAX
LCIAX vs. LDRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Index Fund (LCIAX) and SEI Institutional Investments Trust Long Duration Fund (LDRAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LCIAX | LDRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | -0.05 | +2.23 |
| Martin ratioReturn relative to average drawdown | 9.41 | -0.11 | +9.52 |
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Drawdowns
LCIAX vs. LDRAX - Drawdown Comparison
The maximum LCIAX drawdown since its inception was -57.93%, which is greater than LDRAX's maximum drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for LCIAX and LDRAX.
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Drawdown Indicators
| LCIAX | LDRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.93% | -37.23% | -20.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -6.04% | -2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -11.43% | -14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.32% | -36.35% | +10.03% |
Max Drawdown (10Y)Largest decline over 10 years | -34.54% | -37.23% | +2.69% |
Current DrawdownCurrent decline from peak | -1.27% | -25.53% | +24.26% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -12.47% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.49% | -0.45% |
Volatility
LCIAX vs. LDRAX - Volatility Comparison
SEI Institutional Investments Trust Large Cap Index Fund (LCIAX) has a higher volatility of 3.44% compared to SEI Institutional Investments Trust Long Duration Fund (LDRAX) at 2.05%. This indicates that LCIAX's price experiences larger fluctuations and is considered to be riskier than LDRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCIAX | LDRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 2.05% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 5.92% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 7.71% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 12.47% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 11.37% | +8.40% |
LCIAX vs. LDRAX - Expense Ratio Comparison
LCIAX has a 0.13% expense ratio, which is lower than LDRAX's 0.14% 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%.
Dividends
LCIAX vs. LDRAX - Dividend Comparison
LCIAX's dividend yield for the trailing twelve months is around 14.15%, more than LDRAX's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCIAX SEI Institutional Investments Trust Large Cap Index Fund | 14.15% | 15.51% | 14.83% | 13.13% | 16.71% | 9.30% | 2.67% | 18.94% | 19.92% | 4.15% | 3.17% | 5.35% |
LDRAX SEI Institutional Investments Trust Long Duration Fund | 4.94% | 5.04% | 4.62% | 3.42% | 3.23% | 4.30% | 12.32% | 8.60% | 4.80% | 4.46% | 6.21% | 9.23% |
Frequently Asked Questions
LCIAX and LDRAX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCIAX has higher volatility (3.44%) compared to LDRAX (2.05%). In terms of maximum drawdown, LCIAX dropped -57.93% vs LDRAX's -37.23%.
LCIAX currently has the higher Sharpe Ratio (1.49 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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