LDRAX vs. SCPAX
LDRAX (SEI Institutional Investments Trust Long Duration Fund) and SCPAX (SEI Institutional Investments Trust Large Cap Disciplined Equity Fund) are both mutual funds - LDRAX is a Long-Term Bond fund managed by SEI, while SCPAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, LDRAX returned 0.62%/yr vs 13.93%/yr for SCPAX. Their -0.16 correlation means they have often moved in opposite directions in the past. LDRAX charges 0.14%/yr vs 0.47%/yr for SCPAX.
Performance
LDRAX vs. SCPAX - Performance Comparison
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Returns By Period
In the year-to-date period, LDRAX achieves a -3.50% return, which is significantly lower than SCPAX's 12.69% return. Over the past 10 years, LDRAX has underperformed SCPAX with an annualized return of 0.62%, while SCPAX has yielded a comparatively higher 13.93% annualized return.
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%
SCPAX
- 1D
- 0.75%
- 1M
- 1.77%
- 6M
- 9.52%
- YTD
- 12.69%
- 1Y
- 24.83%
- 3Y*
- 20.12%
- 5Y*
- 13.37%
- 10Y*
- 13.93%
- ALL TIME*
- 8.66%
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 |
LDRAX vs. SCPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund | 12.69% | 17.63% | 23.52% | 23.34% | -15.28% | 30.28% | 11.94% | 27.89% | -7.38% | 19.78% |
Correlation
The correlation between LDRAX and SCPAX 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. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | -0.16 |
The correlation between LDRAX and SCPAX shifts across timeframes, from -0.16 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LDRAX vs. SCPAX — Risk / Return Rank
LDRAX
SCPAX
LDRAX vs. SCPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Long Duration Fund (LDRAX) and SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX). 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.
| LDRAX | SCPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.81 | -2.86 |
| Martin ratioReturn relative to average drawdown | -0.11 | 12.87 | -12.99 |
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Drawdowns
LDRAX vs. SCPAX - Drawdown Comparison
The maximum LDRAX drawdown since its inception was -37.23%, smaller than the maximum SCPAX drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for LDRAX and SCPAX.
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Drawdown Indicators
| LDRAX | SCPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -62.45% | +25.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -8.31% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -26.22% | +14.79% |
Max Drawdown (5Y)Largest decline over 5 years | -36.35% | -38.69% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -37.23% | -38.69% | +1.46% |
Current DrawdownCurrent decline from peak | -25.53% | -0.08% | -25.45% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -12.29% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.81% | +0.68% |
Volatility
LDRAX vs. SCPAX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Long Duration Fund (LDRAX) is 2.05%, while SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) has a volatility of 3.26%. This indicates that LDRAX experiences smaller price fluctuations and is considered to be less risky than SCPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRAX | SCPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.26% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 9.43% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 12.01% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 24.79% | -12.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 22.19% | -10.82% |
LDRAX vs. SCPAX - Expense Ratio Comparison
LDRAX has a 0.14% expense ratio, which is lower than SCPAX's 0.47% expense ratio.
Dividends
LDRAX vs. SCPAX - Dividend Comparison
LDRAX's dividend yield for the trailing twelve months is around 4.94%, less than SCPAX's 13.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund | 13.34% | 15.03% | 21.17% | 3.99% | 5.69% | 31.78% | 8.75% | 13.15% | 33.17% | 14.67% | 5.33% | 15.69% |
Frequently Asked Questions
LDRAX and SCPAX 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.
SCPAX has higher volatility (3.26%) compared to LDRAX (2.05%). In terms of maximum drawdown, LDRAX dropped -37.23% vs SCPAX's -62.45%.
SCPAX currently has the higher Sharpe Ratio (1.95 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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