RRPAX vs. WIW
Compare and contrast key facts about SEI Institutional Investments Trust Real Return Fund (RRPAX) and Western Asset Inflation-Linked Opportunities & Income Fund (WIW).
RRPAX is managed by SEI. It was launched on Dec 13, 2006.
Performance
RRPAX vs. WIW - Performance Comparison
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RRPAX vs. WIW - 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% |
WIW Western Asset Inflation-Linked Opportunities & Income Fund | 0.90% | 13.17% | 3.83% | 5.10% | -25.30% | 17.66% | 11.46% | 18.27% | -7.57% | 6.46% |
Returns By Period
The year-to-date returns for both investments are quite close, with RRPAX having a 0.86% return and WIW slightly higher at 0.90%. Over the past 10 years, RRPAX has underperformed WIW with an annualized return of 2.90%, while WIW has yielded a comparatively higher 3.95% 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%
WIW
- 1D
- 0.24%
- 1M
- -1.80%
- YTD
- 0.90%
- 6M
- -0.84%
- 1Y
- 5.19%
- 3Y*
- 6.61%
- 5Y*
- 1.99%
- 10Y*
- 3.95%
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RRPAX vs. WIW - Expense Ratio Comparison
Return for Risk
RRPAX vs. WIW — Risk / Return Rank
RRPAX
WIW
RRPAX vs. WIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Real Return Fund (RRPAX) and Western Asset Inflation-Linked Opportunities & Income Fund (WIW). 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 | WIW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.64 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.50 | 0.91 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.14 | +1.85 |
Martin ratioReturn relative to average drawdown | 10.50 | 3.19 | +7.31 |
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 | WIW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.64 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.20 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.40 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.32 | +0.19 |
Correlation
The correlation between RRPAX and WIW is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RRPAX vs. WIW - Dividend Comparison
RRPAX's dividend yield for the trailing twelve months is around 4.60%, less than WIW's 8.84% 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% |
WIW Western Asset Inflation-Linked Opportunities & Income Fund | 8.84% | 8.68% | 8.78% | 10.38% | 11.81% | 6.93% | 3.20% | 3.74% | 4.26% | 3.70% | 3.61% | 3.91% |
Drawdowns
RRPAX vs. WIW - Drawdown Comparison
The maximum RRPAX drawdown since its inception was -16.15%, smaller than the maximum WIW drawdown of -29.49%. Use the drawdown chart below to compare losses from any high point for RRPAX and WIW.
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Drawdown Indicators
| RRPAX | WIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -29.49% | +13.34% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -4.55% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | -29.49% | +23.01% |
Max Drawdown (10Y)Largest decline over 10 years | -6.48% | -29.49% | +23.01% |
Current DrawdownCurrent decline from peak | -0.43% | -6.91% | +6.48% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -7.99% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 1.63% | -1.25% |
Volatility
RRPAX vs. WIW - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Real Return Fund (RRPAX) is 0.70%, while Western Asset Inflation-Linked Opportunities & Income Fund (WIW) has a volatility of 2.27%. This indicates that RRPAX experiences smaller price fluctuations and is considered to be less risky than WIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRPAX | WIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 2.27% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 4.91% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 8.09% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 10.26% | -7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 10.01% | -7.32% |