SEHAX vs. QUERX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
SEHAX is managed by SEI. It was launched on Apr 26, 2018. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
SEHAX vs. QUERX - Performance Comparison
Loading graphics...
SEHAX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | -2.29% | 17.99% | 24.97% | 21.99% | -15.84% | 32.78% | 13.16% | 28.09% | -5.81% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.94% |
Returns By Period
In the year-to-date period, SEHAX achieves a -2.29% return, which is significantly lower than QUERX's 1.76% return.
SEHAX
- 1D
- 2.60%
- 1M
- -4.94%
- YTD
- -2.29%
- 6M
- 1.12%
- 1Y
- 18.06%
- 3Y*
- 18.76%
- 5Y*
- 11.64%
- 10Y*
- —
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SEHAX vs. QUERX - Expense Ratio Comparison
SEHAX has a 0.32% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
SEHAX vs. QUERX — Risk / Return Rank
SEHAX
QUERX
SEHAX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.
| SEHAX | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.34 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.56 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.08 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.45 | +1.17 |
Martin ratioReturn relative to average drawdown | 8.12 | 2.06 | +6.06 |
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
| SEHAX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.34 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.70 | -0.10 |
Correlation
The correlation between SEHAX and QUERX is 0.88, 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
SEHAX vs. QUERX - Dividend Comparison
SEHAX's dividend yield for the trailing twelve months is around 5.65%, less than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | 5.65% | 5.52% | 7.85% | 1.15% | 12.75% | 23.76% | 1.69% | 1.97% | 1.24% | 0.00% | 0.00% | 0.00% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
SEHAX vs. QUERX - Drawdown Comparison
The maximum SEHAX drawdown since its inception was -35.77%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for SEHAX and QUERX.
Loading graphics...
Drawdown Indicators
| SEHAX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -30.81% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -8.92% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -35.77% | -22.04% | -13.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.81% | — |
Current DrawdownCurrent decline from peak | -5.34% | -4.33% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -3.95% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.95% | +0.44% |
Volatility
SEHAX vs. QUERX - Volatility Comparison
SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) has a higher volatility of 4.95% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that SEHAX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SEHAX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 2.81% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 5.75% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 12.05% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 13.08% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.91% | 15.23% | +6.68% |