LDRAX vs. SEITX
LDRAX (SEI Institutional Investments Trust Long Duration Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both mutual funds - LDRAX is a Long-Term Bond fund managed by SEI, while SEITX is a Foreign Large Cap Equities fund managed by SEI. Over the past 10 years, LDRAX returned 0.62%/yr vs 10.14%/yr for SEITX. Their -0.12 correlation means they have often moved in opposite directions in the past. LDRAX charges 0.14%/yr vs 1.08%/yr for SEITX.
Performance
LDRAX vs. SEITX - 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 SEITX's 13.59% return. Over the past 10 years, LDRAX has underperformed SEITX with an annualized return of 0.62%, while SEITX has yielded a comparatively higher 10.14% 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%
SEITX
- 1D
- -0.61%
- 1M
- 2.44%
- 6M
- 6.90%
- YTD
- 13.59%
- 1Y
- 28.65%
- 3Y*
- 19.30%
- 5Y*
- 10.66%
- 10Y*
- 10.14%
- ALL TIME*
- 4.78%
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. SEITX - 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% |
SEITX SEI Institutional International Trust International Equity Fund | 13.59% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
Correlation
The correlation between LDRAX and SEITX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | -0.12 |
The correlation between LDRAX and SEITX shifts across timeframes, from -0.12 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LDRAX vs. SEITX — Risk / Return Rank
LDRAX
SEITX
LDRAX vs. SEITX - 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 International Trust International Equity Fund (SEITX). 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 | SEITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.36 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.55 | -2.59 |
| Martin ratioReturn relative to average drawdown | -0.11 | 9.51 | -9.62 |
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Drawdowns
LDRAX vs. SEITX - Drawdown Comparison
The maximum LDRAX drawdown since its inception was -37.23%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for LDRAX and SEITX.
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Drawdown Indicators
| LDRAX | SEITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -66.98% | +29.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -11.23% | +5.19% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -14.42% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.35% | -30.60% | -5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -37.23% | -38.19% | +0.96% |
Current DrawdownCurrent decline from peak | -25.53% | -0.61% | -24.92% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -17.75% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.00% | -0.51% |
Volatility
LDRAX vs. SEITX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Long Duration Fund (LDRAX) is 2.05%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.95%. This indicates that LDRAX experiences smaller price fluctuations and is considered to be less risky than SEITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRAX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.95% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 11.95% | -6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 14.29% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 16.02% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 16.24% | -4.87% |
LDRAX vs. SEITX - Expense Ratio Comparison
LDRAX has a 0.14% expense ratio, which is lower than SEITX's 1.08% expense ratio.
Dividends
LDRAX vs. SEITX - Dividend Comparison
LDRAX's dividend yield for the trailing twelve months is around 4.94%, less than SEITX's 14.79% 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% |
SEITX SEI Institutional International Trust International Equity Fund | 14.79% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
Frequently Asked Questions
LDRAX and SEITX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.95%) compared to LDRAX (2.05%). In terms of maximum drawdown, LDRAX dropped -37.23% vs SEITX's -66.98%.
SEITX currently has the higher Sharpe Ratio (2.01 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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