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 15.25%/yr vs 1.45%/yr for LDRAX. At a correlation of -0.18, they often move in opposite directions. 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 11.40% return, which is significantly higher than LDRAX's 0.60% return. Over the past 10 years, LCIAX has outperformed LDRAX with an annualized return of 15.25%, while LDRAX has yielded a comparatively lower 1.45% annualized return.
LCIAX
- 1D
- 0.19%
- 1M
- 5.71%
- YTD
- 11.40%
- 6M
- 11.48%
- 1Y
- 28.21%
- 3Y*
- 22.26%
- 5Y*
- 13.33%
- 10Y*
- 15.25%
LDRAX
- 1D
- 0.17%
- 1M
- 1.67%
- YTD
- 0.60%
- 6M
- -0.31%
- 1Y
- 7.06%
- 3Y*
- 2.51%
- 5Y*
- -3.12%
- 10Y*
- 1.45%
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 | 11.40% | 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 | 0.60% | 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 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | -0.18 |
The correlation between LCIAX and LDRAX shifts across timeframes, from -0.18 (all time) to 0.30 (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.
| LCIAX | LDRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.16 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 1.36 | +1.94 |
| Martin ratioReturn relative to average drawdown | 15.30 | 3.42 | +11.87 |
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
| LCIAX | LDRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 0.91 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.25 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.13 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.13 | +0.36 |
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% | -5.34% | -3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -14.49% | -11.83% |
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 | 0.00% | -22.37% | +22.37% |
Average DrawdownAverage peak-to-trough decline | -9.88% | -12.39% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.12% | -0.22% |
Volatility
LCIAX vs. LDRAX - Volatility Comparison
SEI Institutional Investments Trust Large Cap Index Fund (LCIAX) has a higher volatility of 2.85% compared to SEI Institutional Investments Trust Long Duration Fund (LDRAX) at 2.65%. 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 | 2.85% | 2.65% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 5.70% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 8.06% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.14% | 12.54% | +7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 11.39% | +8.38% |
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 13.97%, more than LDRAX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCIAX SEI Institutional Investments Trust Large Cap Index Fund | 13.97% | 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 | 5.15% | 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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCIAX has higher volatility (2.85%) compared to LDRAX (2.65%). In terms of maximum drawdown, LCIAX dropped -57.93% vs LDRAX's -37.23%.
LCIAX currently has the higher Sharpe Ratio (2.44 vs 0.91), 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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