RRPAX vs. EARRX
Compare and contrast key facts about SEI Institutional Investments Trust Real Return Fund (RRPAX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX).
RRPAX is managed by SEI. It was launched on Dec 13, 2006. EARRX is managed by Eaton Vance. It was launched on Mar 31, 2010.
Performance
RRPAX vs. EARRX - Performance Comparison
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RRPAX vs. EARRX - 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% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 0.38% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
Returns By Period
In the year-to-date period, RRPAX achieves a 0.86% return, which is significantly higher than EARRX's 0.38% return. Over the past 10 years, RRPAX has underperformed EARRX with an annualized return of 2.90%, while EARRX has yielded a comparatively higher 3.61% 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%
EARRX
- 1D
- 0.10%
- 1M
- -0.01%
- YTD
- 0.38%
- 6M
- 0.33%
- 1Y
- 3.08%
- 3Y*
- 4.84%
- 5Y*
- 3.78%
- 10Y*
- 3.61%
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RRPAX vs. EARRX - Expense Ratio Comparison
RRPAX has a 0.02% expense ratio, which is lower than EARRX's 0.85% expense ratio.
Return for Risk
RRPAX vs. EARRX — Risk / Return Rank
RRPAX
EARRX
RRPAX vs. EARRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Real Return Fund (RRPAX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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 | EARRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.66 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.37 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.61 | +0.38 |
Martin ratioReturn relative to average drawdown | 10.50 | 11.45 | -0.95 |
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 | EARRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.66 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 1.37 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.33 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.05 | -0.54 |
Correlation
The correlation between RRPAX and EARRX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RRPAX vs. EARRX - Dividend Comparison
RRPAX's dividend yield for the trailing twelve months is around 4.60%, more than EARRX's 3.87% 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% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 3.87% | 4.36% | 3.83% | 4.24% | 4.82% | 3.32% | 2.02% | 2.46% | 2.67% | 1.90% | 2.00% | 1.73% |
Drawdowns
RRPAX vs. EARRX - Drawdown Comparison
The maximum RRPAX drawdown since its inception was -16.15%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for RRPAX and EARRX.
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Drawdown Indicators
| RRPAX | EARRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -10.27% | -5.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -1.18% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | -6.39% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -6.48% | -10.27% | +3.79% |
Current DrawdownCurrent decline from peak | -0.43% | -0.41% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -1.09% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.27% | +0.11% |
Volatility
RRPAX vs. EARRX - Volatility Comparison
SEI Institutional Investments Trust Real Return Fund (RRPAX) has a higher volatility of 0.70% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.59%. This indicates that RRPAX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRPAX | EARRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.59% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 1.06% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 1.87% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 2.78% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 2.71% | -0.02% |