LDRAX vs. SGOAX
LDRAX (SEI Institutional Investments Trust Long Duration Fund) and SGOAX (SEI Asset Allocation Trust Market Growth Strategy Allocation Fund) are both mutual funds - LDRAX is a Long-Term Bond fund managed by SEI, while SGOAX is a Diversified Portfolio fund managed by SEI. Over the past 10 years, LDRAX returned 0.62%/yr vs 10.82%/yr for SGOAX. Their -0.16 correlation means they have often moved in opposite directions in the past. LDRAX charges 0.14%/yr vs 0.35%/yr for SGOAX.
Performance
LDRAX vs. SGOAX - 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 SGOAX's 10.32% return. Over the past 10 years, LDRAX has underperformed SGOAX with an annualized return of 0.62%, while SGOAX has yielded a comparatively higher 10.82% 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%
SGOAX
- 1D
- 0.28%
- 1M
- 0.77%
- 6M
- 6.34%
- YTD
- 10.32%
- 1Y
- 21.06%
- 3Y*
- 14.79%
- 5Y*
- 8.83%
- 10Y*
- 10.82%
- ALL TIME*
- 8.74%
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. SGOAX - 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% |
SGOAX SEI Asset Allocation Trust Market Growth Strategy Allocation Fund | 10.32% | 18.47% | 11.84% | 16.09% | -14.30% | 20.90% | 11.23% | 24.41% | -8.90% | 20.12% |
Correlation
The correlation between LDRAX and SGOAX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | -0.16 |
The correlation between LDRAX and SGOAX shifts across timeframes, from -0.16 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LDRAX vs. SGOAX — Risk / Return Rank
LDRAX
SGOAX
LDRAX vs. SGOAX - 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 Asset Allocation Trust Market Growth Strategy Allocation Fund (SGOAX). 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 | SGOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.45 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.11 | 10.56 | -10.67 |
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Drawdowns
LDRAX vs. SGOAX - Drawdown Comparison
The maximum LDRAX drawdown since its inception was -37.23%, smaller than the maximum SGOAX drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for LDRAX and SGOAX.
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Drawdown Indicators
| LDRAX | SGOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -56.17% | +18.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -8.13% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -16.62% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -36.35% | -24.93% | -11.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.23% | -34.51% | -2.72% |
Current DrawdownCurrent decline from peak | -25.53% | 0.00% | -25.53% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -7.73% | -4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.88% | +0.61% |
Volatility
LDRAX vs. SGOAX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Long Duration Fund (LDRAX) is 2.05%, while SEI Asset Allocation Trust Market Growth Strategy Allocation Fund (SGOAX) has a volatility of 2.61%. This indicates that LDRAX experiences smaller price fluctuations and is considered to be less risky than SGOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRAX | SGOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.61% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 8.40% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 10.70% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 14.57% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.37% | 15.78% | -4.41% |
LDRAX vs. SGOAX - Expense Ratio Comparison
LDRAX has a 0.14% expense ratio, which is lower than SGOAX's 0.35% expense ratio.
Dividends
LDRAX vs. SGOAX - Dividend Comparison
LDRAX's dividend yield for the trailing twelve months is around 4.94%, less than SGOAX's 10.38% 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% |
SGOAX SEI Asset Allocation Trust Market Growth Strategy Allocation Fund | 10.38% | 11.42% | 7.07% | 5.57% | 9.97% | 6.00% | 5.12% | 3.55% | 2.42% | 1.23% | 1.29% | 1.14% |
Frequently Asked Questions
LDRAX and SGOAX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGOAX has higher volatility (2.61%) compared to LDRAX (2.05%). In terms of maximum drawdown, LDRAX dropped -37.23% vs SGOAX's -56.17%.
SGOAX currently has the higher Sharpe Ratio (1.86 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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