LDRAX vs. VAGU.L
Compare and contrast key facts about SEI Institutional Investments Trust Long Duration Fund (LDRAX) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L).
LDRAX is managed by SEI. It was launched on Apr 20, 2004. VAGU.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate TR Hdg USD. It was launched on Jun 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDRAX or VAGU.L.
Correlation
The correlation between LDRAX and VAGU.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LDRAX vs. VAGU.L - Performance Comparison
Key characteristics
LDRAX:
0.36
VAGU.L:
1.03
LDRAX:
0.58
VAGU.L:
1.51
LDRAX:
1.07
VAGU.L:
1.18
LDRAX:
0.11
VAGU.L:
0.46
LDRAX:
0.87
VAGU.L:
4.07
LDRAX:
4.57%
VAGU.L:
1.21%
LDRAX:
10.87%
VAGU.L:
4.76%
LDRAX:
-42.07%
VAGU.L:
-17.42%
LDRAX:
-31.54%
VAGU.L:
-5.59%
Returns By Period
In the year-to-date period, LDRAX achieves a 1.82% return, which is significantly higher than VAGU.L's 0.48% return.
LDRAX
1.82%
2.34%
-3.29%
3.44%
-4.90%
-0.47%
VAGU.L
0.48%
0.78%
0.60%
4.93%
-0.34%
N/A
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LDRAX vs. VAGU.L - Expense Ratio Comparison
LDRAX has a 0.14% expense ratio, which is higher than VAGU.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
LDRAX vs. VAGU.L — Risk-Adjusted Performance Rank
LDRAX
VAGU.L
LDRAX vs. VAGU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Long Duration Fund (LDRAX) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L). 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.
Dividends
LDRAX vs. VAGU.L - Dividend Comparison
LDRAX's dividend yield for the trailing twelve months is around 4.98%, while VAGU.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDRAX SEI Institutional Investments Trust Long Duration Fund | 4.98% | 5.02% | 4.56% | 4.49% | 3.04% | 3.25% | 3.68% | 4.12% | 3.81% | 4.26% | 4.41% | 2.35% |
VAGU.L Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LDRAX vs. VAGU.L - Drawdown Comparison
The maximum LDRAX drawdown since its inception was -42.07%, which is greater than VAGU.L's maximum drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for LDRAX and VAGU.L. For additional features, visit the drawdowns tool.
Volatility
LDRAX vs. VAGU.L - Volatility Comparison
SEI Institutional Investments Trust Long Duration Fund (LDRAX) has a higher volatility of 2.78% compared to Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) at 1.16%. This indicates that LDRAX's price experiences larger fluctuations and is considered to be riskier than VAGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.