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PBBBX vs. SIDCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBBBX vs. SIDCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIA BBB Bond Fund (PBBBX) and SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PBBBX having a 0.25% return and SIDCX slightly higher at 0.26%. Over the past 10 years, PBBBX has outperformed SIDCX with an annualized return of 2.82%, while SIDCX has yielded a comparatively lower 2.20% annualized return.


PBBBX

1D
-0.35%
1M
0.81%
YTD
0.25%
6M
0.56%
1Y
4.93%
3Y*
5.45%
5Y*
0.41%
10Y*
2.82%

SIDCX

1D
-0.34%
1M
0.63%
YTD
0.26%
6M
0.66%
1Y
4.65%
3Y*
4.46%
5Y*
-0.16%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBBBX vs. SIDCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBBBX
PIA BBB Bond Fund
0.25%8.14%2.41%9.19%-16.35%-1.20%9.37%16.49%-3.02%7.16%
SIDCX
SEI Institutional Investments Trust Intermediate Duration Credit Fund
0.26%7.40%1.92%6.58%-15.78%-1.66%10.68%12.43%-1.61%5.66%

Correlation

The correlation between PBBBX and SIDCX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2015

0.91

The correlation between PBBBX and SIDCX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

PBBBX vs. SIDCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBBBX
PBBBX Risk / Return Rank: 2222
Overall Rank
PBBBX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PBBBX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PBBBX Omega Ratio Rank: 2222
Omega Ratio Rank
PBBBX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PBBBX Martin Ratio Rank: 2121
Martin Ratio Rank

SIDCX
SIDCX Risk / Return Rank: 2020
Overall Rank
SIDCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SIDCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SIDCX Omega Ratio Rank: 1818
Omega Ratio Rank
SIDCX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SIDCX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PBBBX vs. SIDCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIA BBB Bond Fund (PBBBX) and SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX). 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.


PBBBXSIDCXDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.57

1.59

-0.02

Martin ratioReturn relative to average drawdown

4.74

4.84

-0.09

PBBBX vs. SIDCX - Sharpe Ratio Comparison

The current PBBBX Sharpe Ratio is 1.27, which is comparable to the SIDCX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PBBBX and SIDCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBBBX vs. SIDCX - Drawdown Comparison

The maximum PBBBX drawdown since its inception was -23.00%, which is greater than SIDCX's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for PBBBX and SIDCX.


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Drawdown Indicators


PBBBXSIDCXDifference

Max Drawdown

Largest peak-to-trough decline

-23.00%

-21.47%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-3.10%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-6.39%

-6.38%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-21.39%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-23.00%

-21.47%

-1.53%

Current Drawdown

Current decline from peak

-1.37%

-3.13%

+1.76%

Average Drawdown

Average peak-to-trough decline

-3.48%

-5.21%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.02%

+0.07%

Volatility

PBBBX vs. SIDCX - Volatility Comparison

The current volatility for PIA BBB Bond Fund (PBBBX) is 1.16%, while SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX) has a volatility of 1.29%. This indicates that PBBBX experiences smaller price fluctuations and is considered to be less risky than SIDCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBBBXSIDCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.29%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

3.25%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

4.29%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

6.42%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

5.71%

+0.32%

PBBBX vs. SIDCX - Expense Ratio Comparison

PBBBX has a 0.15% expense ratio, which is lower than SIDCX's 0.32% expense ratio.


Dividends

PBBBX vs. SIDCX - Dividend Comparison

PBBBX's dividend yield for the trailing twelve months is around 3.79%, less than SIDCX's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
PBBBX
PIA BBB Bond Fund
3.79%4.02%3.82%3.57%3.24%2.85%3.16%3.78%4.20%3.75%3.95%4.12%
SIDCX
SEI Institutional Investments Trust Intermediate Duration Credit Fund
4.72%4.61%4.20%2.99%2.36%3.57%4.93%3.07%3.16%2.77%2.75%1.89%

Frequently Asked Questions


PBBBX and SIDCX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIDCX has higher volatility (1.29%) compared to PBBBX (1.16%). In terms of maximum drawdown, PBBBX dropped -23.00% vs SIDCX's -21.47%.

PBBBX currently has the higher Sharpe Ratio (1.27 vs 1.15), 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.

Portfolio Optimizer

Find the right allocation for PBBBX and SIDCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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