SEDAX vs. ENIAX
Compare and contrast key facts about SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX).
SEDAX is managed by SEI. It was launched on Dec 4, 2005. ENIAX is managed by SEI. It was launched on Dec 13, 2006.
Performance
SEDAX vs. ENIAX - Performance Comparison
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SEDAX vs. ENIAX - 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% |
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 0.38% | 6.14% | 8.34% | 7.94% | -1.16% | 2.67% | 2.47% | 5.82% | 1.82% | 3.93% |
Returns By Period
In the year-to-date period, SEDAX achieves a -1.41% return, which is significantly lower than ENIAX's 0.38% return. Over the past 10 years, SEDAX has underperformed ENIAX with an annualized return of 3.95%, while ENIAX has yielded a comparatively higher 4.17% 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%
ENIAX
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 0.38%
- 6M
- 1.70%
- 1Y
- 5.36%
- 3Y*
- 6.73%
- 5Y*
- 4.57%
- 10Y*
- 4.17%
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SEDAX vs. ENIAX - Expense Ratio Comparison
SEDAX has a 0.41% expense ratio, which is higher than ENIAX's 0.23% expense ratio.
Return for Risk
SEDAX vs. ENIAX — Risk / Return Rank
SEDAX
ENIAX
SEDAX vs. ENIAX - 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 SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX). 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 | ENIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.66 | 1.89 | +0.77 |
Sortino ratioReturn per unit of downside risk | 3.72 | 2.45 | +1.27 |
Omega ratioGain probability vs. loss probability | 1.57 | 2.41 | -0.84 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.54 | +0.12 |
Martin ratioReturn relative to average drawdown | 12.37 | 11.20 | +1.17 |
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
| SEDAX | ENIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 1.89 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.61 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.50 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.65 | -0.26 |
Correlation
The correlation between SEDAX and ENIAX is 0.28, 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
SEDAX vs. ENIAX - Dividend Comparison
SEDAX's dividend yield for the trailing twelve months is around 7.41%, more than ENIAX's 5.98% 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% |
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 5.98% | 6.00% | 6.78% | 5.33% | 4.07% | 2.66% | 2.96% | 4.32% | 3.96% | 3.02% | 2.75% | 2.54% |
Drawdowns
SEDAX vs. ENIAX - Drawdown Comparison
The maximum SEDAX drawdown since its inception was -37.03%, which is greater than ENIAX's maximum drawdown of -33.30%. Use the drawdown chart below to compare losses from any high point for SEDAX and ENIAX.
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Drawdown Indicators
| SEDAX | ENIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -33.30% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -2.11% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -3.52% | -23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -27.25% | -13.45% | -13.80% |
Current DrawdownCurrent decline from peak | -5.49% | 0.00% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -7.86% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 0.48% | +0.70% |
Volatility
SEDAX vs. ENIAX - Volatility Comparison
SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) has a higher volatility of 2.94% compared to SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) at 0.36%. This indicates that SEDAX's price experiences larger fluctuations and is considered to be riskier than ENIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEDAX | ENIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 0.36% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 0.66% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.59% | 2.85% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.90% | 2.86% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 2.78% | +5.63% |