SEDAX vs. AGEYX
Compare and contrast key facts about SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) and American Beacon Developing World Income Fund Class Y (AGEYX).
SEDAX is managed by SEI. It was launched on Dec 4, 2005. AGEYX is a passively managed fund by American Beacon that tracks the performance of the JPMorgan® EMBI Global Diversified Index. It was launched on Feb 25, 2014.
Performance
SEDAX vs. AGEYX - Performance Comparison
Loading graphics...
SEDAX vs. AGEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEDAX SEI Institutional Investments Trust Emerging Markets Debt Fund | -1.41% | 20.33% | 3.13% | 12.86% | -14.53% | -4.93% | 4.68% | 15.55% | -8.11% | 15.32% |
AGEYX American Beacon Developing World Income Fund Class Y | 1.59% | 19.15% | 15.85% | 13.10% | -12.62% | 6.91% | 2.54% | 13.49% | -3.42% | 15.26% |
Returns By Period
In the year-to-date period, SEDAX achieves a -1.41% return, which is significantly lower than AGEYX's 1.59% return. Over the past 10 years, SEDAX has underperformed AGEYX with an annualized return of 3.95%, while AGEYX has yielded a comparatively higher 7.77% annualized return.
SEDAX
- 1D
- -0.44%
- 1M
- -5.30%
- YTD
- -1.41%
- 6M
- 2.79%
- 1Y
- 14.75%
- 3Y*
- 10.00%
- 5Y*
- 3.52%
- 10Y*
- 3.95%
AGEYX
- 1D
- -0.53%
- 1M
- -3.02%
- YTD
- 1.59%
- 6M
- 7.64%
- 1Y
- 18.64%
- 3Y*
- 16.31%
- 5Y*
- 8.13%
- 10Y*
- 7.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SEDAX vs. AGEYX - Expense Ratio Comparison
SEDAX has a 0.41% expense ratio, which is lower than AGEYX's 1.14% expense ratio.
Return for Risk
SEDAX vs. AGEYX — Risk / Return Rank
SEDAX
AGEYX
SEDAX vs. AGEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) and American Beacon Developing World Income Fund Class Y (AGEYX). 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.
| SEDAX | AGEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.66 | 3.96 | -1.30 |
Sortino ratioReturn per unit of downside risk | 3.72 | 5.44 | -1.72 |
Omega ratioGain probability vs. loss probability | 1.57 | 2.04 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 4.15 | -1.49 |
Martin ratioReturn relative to average drawdown | 12.37 | 21.19 | -8.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SEDAX | AGEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 3.96 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.60 | -1.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.56 | -1.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.31 | -0.92 |
Correlation
The correlation between SEDAX and AGEYX is 0.62, 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
SEDAX vs. AGEYX - Dividend Comparison
SEDAX's dividend yield for the trailing twelve months is around 7.41%, less than AGEYX's 9.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEDAX SEI Institutional Investments Trust Emerging Markets Debt Fund | 7.41% | 7.30% | 7.24% | 4.65% | 2.08% | 4.69% | 1.52% | 3.75% | 3.17% | 4.70% | 3.59% | 1.00% |
AGEYX American Beacon Developing World Income Fund Class Y | 9.85% | 9.99% | 12.16% | 9.64% | 7.50% | 7.90% | 7.34% | 8.61% | 9.88% | 7.30% | 8.43% | 7.03% |
Drawdowns
SEDAX vs. AGEYX - Drawdown Comparison
The maximum SEDAX drawdown since its inception was -37.03%, which is greater than AGEYX's maximum drawdown of -22.24%. Use the drawdown chart below to compare losses from any high point for SEDAX and AGEYX.
Loading graphics...
Drawdown Indicators
| SEDAX | AGEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -22.24% | -14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -4.14% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -22.24% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -27.25% | -22.24% | -5.01% |
Current DrawdownCurrent decline from peak | -5.49% | -3.15% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -3.59% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 0.86% | +0.32% |
Volatility
SEDAX vs. AGEYX - Volatility Comparison
SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) has a higher volatility of 2.94% compared to American Beacon Developing World Income Fund Class Y (AGEYX) at 1.74%. This indicates that SEDAX's price experiences larger fluctuations and is considered to be riskier than AGEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SEDAX | AGEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 1.74% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 2.84% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.59% | 4.65% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.90% | 5.12% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 5.00% | +3.41% |