RRPAX vs. ALMIX
Compare and contrast key facts about SEI Institutional Investments Trust Real Return Fund (RRPAX) and Invesco Short Duration Inflation Protected Fund (ALMIX).
RRPAX is managed by SEI. It was launched on Dec 13, 2006. ALMIX is managed by Invesco. It was launched on Jul 12, 1987.
Performance
RRPAX vs. ALMIX - Performance Comparison
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RRPAX vs. ALMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRPAX SEI Institutional Investments Trust Real Return Fund | 0.86% | 6.53% | 4.54% | 3.49% | -4.06% | 5.41% | 5.64% | 5.01% | 0.31% | 0.73% |
ALMIX Invesco Short Duration Inflation Protected Fund | 0.89% | 6.13% | 4.29% | 4.17% | -4.35% | 5.20% | 5.35% | 4.84% | 0.12% | 0.45% |
Returns By Period
The year-to-date returns for both investments are quite close, with RRPAX having a 0.86% return and ALMIX slightly higher at 0.89%. Over the past 10 years, RRPAX has outperformed ALMIX with an annualized return of 2.90%, while ALMIX has yielded a comparatively lower 2.73% annualized return.
RRPAX
- 1D
- 0.00%
- 1M
- -0.11%
- YTD
- 0.86%
- 6M
- 0.95%
- 1Y
- 3.81%
- 3Y*
- 4.34%
- 5Y*
- 3.04%
- 10Y*
- 2.90%
ALMIX
- 1D
- 0.00%
- 1M
- -0.01%
- YTD
- 0.89%
- 6M
- 0.92%
- 1Y
- 3.61%
- 3Y*
- 4.40%
- 5Y*
- 2.96%
- 10Y*
- 2.73%
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RRPAX vs. ALMIX - Expense Ratio Comparison
RRPAX has a 0.02% expense ratio, which is lower than ALMIX's 0.30% expense ratio.
Return for Risk
RRPAX vs. ALMIX — Risk / Return Rank
RRPAX
ALMIX
RRPAX vs. ALMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Real Return Fund (RRPAX) and Invesco Short Duration Inflation Protected Fund (ALMIX). 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.
| RRPAX | ALMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.67 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.54 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.49 | -0.50 |
Martin ratioReturn relative to average drawdown | 10.50 | 11.60 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RRPAX | ALMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.67 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.93 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.01 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.66 | -1.15 |
Correlation
The correlation between RRPAX and ALMIX is 0.68, 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.
Dividends
RRPAX vs. ALMIX - Dividend Comparison
RRPAX's dividend yield for the trailing twelve months is around 4.60%, more than ALMIX's 4.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RRPAX SEI Institutional Investments Trust Real Return Fund | 4.60% | 4.64% | 3.57% | 2.43% | 7.18% | 5.33% | 1.38% | 2.14% | 2.35% | 1.89% | 1.23% | 0.00% |
ALMIX Invesco Short Duration Inflation Protected Fund | 4.39% | 4.38% | 3.00% | 3.24% | 7.59% | 4.38% | 1.19% | 2.17% | 2.80% | 2.19% | 1.53% | 0.09% |
Drawdowns
RRPAX vs. ALMIX - Drawdown Comparison
The maximum RRPAX drawdown since its inception was -16.15%, which is greater than ALMIX's maximum drawdown of -6.61%. Use the drawdown chart below to compare losses from any high point for RRPAX and ALMIX.
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Drawdown Indicators
| RRPAX | ALMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -6.61% | -9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -1.18% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | -6.61% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -6.48% | -6.61% | +0.13% |
Current DrawdownCurrent decline from peak | -0.43% | -0.31% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -0.45% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.36% | +0.02% |
Volatility
RRPAX vs. ALMIX - Volatility Comparison
SEI Institutional Investments Trust Real Return Fund (RRPAX) and Invesco Short Duration Inflation Protected Fund (ALMIX) have volatilities of 0.70% and 0.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRPAX | ALMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.68% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 1.18% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 2.20% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 3.19% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 2.71% | -0.02% |