SEDAX vs. PELBX
Compare and contrast key facts about SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX).
SEDAX is managed by SEI. It was launched on Dec 4, 2005. PELBX is managed by PIMCO. It was launched on Dec 28, 2006.
Performance
SEDAX vs. PELBX - Performance Comparison
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SEDAX vs. PELBX - 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% |
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | -3.89% | 22.96% | -0.75% | 15.11% | -7.36% | -8.13% | 2.16% | 17.23% | -7.49% | 15.44% |
Returns By Period
In the year-to-date period, SEDAX achieves a -1.41% return, which is significantly higher than PELBX's -3.89% return. Both investments have delivered pretty close results over the past 10 years, with SEDAX having a 3.95% annualized return and PELBX not far ahead at 3.96%.
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%
PELBX
- 1D
- -0.33%
- 1M
- -7.33%
- YTD
- -3.89%
- 6M
- 0.17%
- 1Y
- 12.62%
- 3Y*
- 8.53%
- 5Y*
- 4.35%
- 10Y*
- 3.96%
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SEDAX vs. PELBX - Expense Ratio Comparison
SEDAX has a 0.41% expense ratio, which is lower than PELBX's 1.22% expense ratio.
Return for Risk
SEDAX vs. PELBX — Risk / Return Rank
SEDAX
PELBX
SEDAX vs. PELBX - 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 PIMCO Emerging Markets Local Currency and Bond Fund (PELBX). 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 | PELBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.66 | 2.07 | +0.59 |
Sortino ratioReturn per unit of downside risk | 3.72 | 2.84 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.41 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.79 | +0.87 |
Martin ratioReturn relative to average drawdown | 12.37 | 8.32 | +4.05 |
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 | PELBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 2.07 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.55 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.45 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.35 | +0.04 |
Correlation
The correlation between SEDAX and PELBX is 0.70, 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
SEDAX vs. PELBX - Dividend Comparison
SEDAX's dividend yield for the trailing twelve months is around 7.41%, more than PELBX's 6.62% 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% |
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | 6.62% | 6.71% | 7.08% | 4.81% | 3.24% | 4.87% | 4.87% | 6.14% | 6.88% | 5.84% | 5.69% | 5.51% |
Drawdowns
SEDAX vs. PELBX - Drawdown Comparison
The maximum SEDAX drawdown since its inception was -37.03%, roughly equal to the maximum PELBX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for SEDAX and PELBX.
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Drawdown Indicators
| SEDAX | PELBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -36.17% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -7.33% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -23.01% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -27.25% | -24.89% | -2.36% |
Current DrawdownCurrent decline from peak | -5.49% | -7.33% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -11.30% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 1.57% | -0.39% |
Volatility
SEDAX vs. PELBX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) is 2.94%, while PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) has a volatility of 3.45%. This indicates that SEDAX experiences smaller price fluctuations and is considered to be less risky than PELBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEDAX | PELBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.45% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 4.85% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.59% | 6.60% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.90% | 7.92% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 8.94% | -0.53% |