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RRPAX vs. PRIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RRPAX vs. PRIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Real Return Fund (RRPAX) and T. Rowe Price Inflation Protected Bond Fund (PRIPX). The values are adjusted to include any dividend payments, if applicable.

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RRPAX vs. PRIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRIPX
T. Rowe Price Inflation Protected Bond Fund
0.29%11.53%-1.27%2.57%-12.76%5.45%11.07%10.31%-1.33%2.75%

Returns By Period

In the year-to-date period, RRPAX achieves a 0.86% return, which is significantly higher than PRIPX's 0.29% return. Over the past 10 years, RRPAX has outperformed PRIPX with an annualized return of 2.90%, while PRIPX has yielded a comparatively lower 2.56% annualized return.


RRPAX

1D
0.32%
1M
-0.11%
YTD
0.86%
6M
1.17%
1Y
3.81%
3Y*
4.34%
5Y*
3.06%
10Y*
2.90%

PRIPX

1D
0.49%
1M
-1.54%
YTD
0.29%
6M
4.16%
1Y
7.39%
3Y*
3.22%
5Y*
1.09%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RRPAX vs. PRIPX - Expense Ratio Comparison

RRPAX has a 0.02% expense ratio, which is lower than PRIPX's 0.38% expense ratio.


Return for Risk

RRPAX vs. PRIPX — Risk / Return Rank

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

RRPAX
RRPAX Risk / Return Rank: 9191
Overall Rank
RRPAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RRPAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
RRPAX Omega Ratio Rank: 8989
Omega Ratio Rank
RRPAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RRPAX Martin Ratio Rank: 9393
Martin Ratio Rank

PRIPX
PRIPX Risk / Return Rank: 8888
Overall Rank
PRIPX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PRIPX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRIPX Omega Ratio Rank: 8585
Omega Ratio Rank
PRIPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRIPX Martin Ratio Rank: 9090
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.

RRPAX vs. PRIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Real Return Fund (RRPAX) and T. Rowe Price Inflation Protected Bond Fund (PRIPX). 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.


RRPAXPRIPXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.44

+0.32

Sortino ratio

Return per unit of downside risk

2.64

2.64

0.00

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratio

Return relative to maximum drawdown

3.24

3.11

+0.13

Martin ratio

Return relative to average drawdown

11.39

10.26

+1.14

RRPAX vs. PRIPX - Sharpe Ratio Comparison

The current RRPAX Sharpe Ratio is 1.76, which is comparable to the PRIPX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of RRPAX and PRIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RRPAXPRIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.44

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.16

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.43

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.60

-0.09

Correlation

The correlation between RRPAX and PRIPX is 0.75, 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. PRIPX - Dividend Comparison

RRPAX's dividend yield for the trailing twelve months is around 4.60%, less than PRIPX's 9.67% yield.


TTM20252024202320222021202020192018201720162015
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%
PRIPX
T. Rowe Price Inflation Protected Bond Fund
9.67%9.55%1.49%5.02%7.37%5.30%1.97%3.81%3.02%1.87%1.32%1.76%

Drawdowns

RRPAX vs. PRIPX - Drawdown Comparison

The maximum RRPAX drawdown since its inception was -16.15%, roughly equal to the maximum PRIPX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for RRPAX and PRIPX.


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Drawdown Indicators


RRPAXPRIPXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-16.15%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-2.75%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-6.48%

-16.15%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-6.48%

-16.15%

+9.67%

Current Drawdown

Current decline from peak

-0.43%

-2.08%

+1.65%

Average Drawdown

Average peak-to-trough decline

-2.97%

-3.98%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.83%

-0.45%

Volatility

RRPAX vs. PRIPX - Volatility Comparison

The current volatility for SEI Institutional Investments Trust Real Return Fund (RRPAX) is 0.70%, while T. Rowe Price Inflation Protected Bond Fund (PRIPX) has a volatility of 1.32%. This indicates that RRPAX experiences smaller price fluctuations and is considered to be less risky than PRIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RRPAXPRIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

1.32%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

4.28%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

5.54%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.23%

6.86%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

5.94%

-3.25%