SEHAX vs. SSSYX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) and State Street Equity 500 Index Fund Class K (SSSYX).
SEHAX is managed by SEI. It was launched on Apr 26, 2018. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
SEHAX vs. SSSYX - Performance Comparison
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SEHAX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.78% |
Returns By Period
In the year-to-date period, SEHAX achieves a -4.77% return, which is significantly higher than SSSYX's -7.05% return.
SEHAX
- 1D
- -0.45%
- 1M
- -7.24%
- YTD
- -4.77%
- 6M
- -1.38%
- 1Y
- 15.48%
- 3Y*
- 17.75%
- 5Y*
- 11.32%
- 10Y*
- —
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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SEHAX vs. SSSYX - Expense Ratio Comparison
SEHAX has a 0.32% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SEHAX vs. SSSYX — Risk / Return Rank
SEHAX
SSSYX
SEHAX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.30 | +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. | |||
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Sharpe Ratios by Period
| SEHAX | SSSYX | 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 | 0.68 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.11 | +0.49 |
Correlation
The correlation between SEHAX and SSSYX is 0.95, 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. SSSYX - Dividend Comparison
SEHAX's dividend yield for the trailing twelve months is around 5.80%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
SEHAX vs. SSSYX - Drawdown Comparison
The maximum SEHAX drawdown since its inception was -35.77%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SEHAX and SSSYX.
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Drawdown Indicators
| SEHAX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -91.48% | +55.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -12.10% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -35.77% | -24.49% | -11.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -7.74% | -8.88% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -4.20% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.49% | -0.12% |
Volatility
SEHAX vs. SSSYX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) is 4.01%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that SEHAX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEHAX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.24% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 9.08% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 18.10% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 16.85% | +4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 124.43% | -102.53% |