SEDAX vs. SPINX
Compare and contrast key facts about SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) and SEI Institutional Investments Trust S&P 500 Index Fund (SPINX).
SEDAX is managed by SEI. It was launched on Dec 4, 2005. SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013.
Performance
SEDAX vs. SPINX - Performance Comparison
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SEDAX vs. SPINX - 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% |
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | -7.09% | 17.89% | 24.02% | 26.24% | -18.27% | 28.62% | 18.35% | 31.42% | -4.46% | 21.74% |
Returns By Period
In the year-to-date period, SEDAX achieves a -1.41% return, which is significantly higher than SPINX's -7.09% return. Over the past 10 years, SEDAX has underperformed SPINX with an annualized return of 3.95%, while SPINX has yielded a comparatively higher 13.59% 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%
SPINX
- 1D
- -0.41%
- 1M
- -7.71%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.42%
- 3Y*
- 16.85%
- 5Y*
- 11.17%
- 10Y*
- 13.59%
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SEDAX vs. SPINX - Expense Ratio Comparison
SEDAX has a 0.41% expense ratio, which is higher than SPINX's 0.12% expense ratio.
Return for Risk
SEDAX vs. SPINX — Risk / Return Rank
SEDAX
SPINX
SEDAX vs. SPINX - 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 S&P 500 Index Fund (SPINX). 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 | SPINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.66 | 0.84 | +1.82 |
Sortino ratioReturn per unit of downside risk | 3.72 | 1.29 | +2.42 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.20 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.06 | +1.60 |
Martin ratioReturn relative to average drawdown | 12.37 | 5.13 | +7.24 |
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 | SPINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.66 | 0.84 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.50 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.65 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.64 | -0.25 |
Correlation
The correlation between SEDAX and SPINX is 0.33, 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. SPINX - Dividend Comparison
SEDAX's dividend yield for the trailing twelve months is around 7.41%, less than SPINX's 12.81% 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% |
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | 12.81% | 11.90% | 26.02% | 9.77% | 9.59% | 6.58% | 3.58% | 3.01% | 4.94% | 2.32% | 1.97% | 2.29% |
Drawdowns
SEDAX vs. SPINX - Drawdown Comparison
The maximum SEDAX drawdown since its inception was -37.03%, which is greater than SPINX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SEDAX and SPINX.
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Drawdown Indicators
| SEDAX | SPINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -33.82% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -12.11% | +6.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -32.91% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -27.25% | -33.82% | +6.57% |
Current DrawdownCurrent decline from peak | -5.49% | -13.57% | +8.08% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -5.25% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.50% | -1.32% |
Volatility
SEDAX vs. SPINX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) is 2.94%, while SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a volatility of 4.25%. This indicates that SEDAX experiences smaller price fluctuations and is considered to be less risky than SPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEDAX | SPINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.25% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 9.13% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.59% | 18.15% | -12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.90% | 22.47% | -15.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 20.92% | -12.51% |