SEHAX vs. SPINX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and SEI Institutional Investments Trust S&P 500 Index Fund (SPINX).
SEHAX is managed by SEI. It was launched on Apr 26, 2018. 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
SEHAX vs. SPINX - Performance Comparison
Loading graphics...
SEHAX vs. SPINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | -4.77% | 17.99% | 24.97% | 21.99% | -15.84% | 32.78% | 13.16% | 28.09% | -5.81% |
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% | -4.83% |
Returns By Period
In the year-to-date period, SEHAX achieves a -4.77% return, which is significantly higher than SPINX's -7.09% return.
SEHAX
- 1D
- -0.45%
- 1M
- -7.24%
- YTD
- -4.77%
- 6M
- -1.38%
- 1Y
- 15.48%
- 3Y*
- 17.75%
- 5Y*
- 11.32%
- 10Y*
- —
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%
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. SPINX - Expense Ratio Comparison
SEHAX has a 0.32% expense ratio, which is higher than SPINX's 0.12% expense ratio.
Return for Risk
SEHAX vs. SPINX — Risk / Return Rank
SEHAX
SPINX
SEHAX vs. SPINX - 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 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.
| SEHAX | SPINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.29 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.06 | +0.13 |
Martin ratioReturn relative to average drawdown | 6.02 | 5.13 | +0.89 |
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 | SPINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.50 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.64 | -0.05 |
Correlation
The correlation between SEHAX and SPINX is 0.96, 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. SPINX - Dividend Comparison
SEHAX's dividend yield for the trailing twelve months is around 5.80%, less than SPINX's 12.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | 5.80% | 5.52% | 7.85% | 1.15% | 12.75% | 23.76% | 1.69% | 1.97% | 1.24% | 0.00% | 0.00% | 0.00% |
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
SEHAX vs. SPINX - Drawdown Comparison
The maximum SEHAX drawdown since its inception was -35.77%, which is greater than SPINX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SEHAX and SPINX.
Loading graphics...
Drawdown Indicators
| SEHAX | SPINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -33.82% | -1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -12.11% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.77% | -32.91% | -2.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.82% | — |
Current DrawdownCurrent decline from peak | -7.74% | -13.57% | +5.83% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -5.25% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.50% | -0.13% |
Volatility
SEHAX vs. SPINX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) is 4.01%, while SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a volatility of 4.25%. This indicates that SEHAX 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.
Loading graphics...
Volatility by Period
| SEHAX | SPINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.25% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 9.13% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 18.15% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 22.47% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 20.92% | +0.98% |