SEIAX vs. FSPWX
Compare and contrast key facts about SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX).
SEIAX is managed by SEI. It was launched on Jul 28, 2011. FSPWX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg U.S. Treasury Inflation Protected Securities Index. It was launched on Aug 16, 2024.
Performance
SEIAX vs. FSPWX - Performance Comparison
Loading graphics...
SEIAX vs. FSPWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SEIAX SEI Institutional Investments Trust Multi-Asset Real Return Fund | 8.91% | 8.50% | 0.20% |
FSPWX Fidelity SAI Inflation-Protected Bond Index Fund | 0.50% | 6.76% | -1.32% |
Returns By Period
In the year-to-date period, SEIAX achieves a 8.91% return, which is significantly higher than FSPWX's 0.50% return.
SEIAX
- 1D
- -0.37%
- 1M
- 1.77%
- YTD
- 8.91%
- 6M
- 10.76%
- 1Y
- 11.36%
- 3Y*
- 7.69%
- 5Y*
- 7.45%
- 10Y*
- 4.63%
FSPWX
- 1D
- 0.00%
- 1M
- -1.08%
- YTD
- 0.50%
- 6M
- 0.21%
- 1Y
- 2.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SEIAX vs. FSPWX - Expense Ratio Comparison
SEIAX has a 0.21% expense ratio, which is higher than FSPWX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SEIAX vs. FSPWX — Risk / Return Rank
SEIAX
FSPWX
SEIAX vs. FSPWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX). 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.
| SEIAX | FSPWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.74 | +1.41 |
Sortino ratioReturn per unit of downside risk | 3.04 | 1.04 | +2.00 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.14 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.38 | +2.41 |
Martin ratioReturn relative to average drawdown | 10.32 | 4.26 | +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
| SEIAX | FSPWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.74 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.88 | -0.41 |
Correlation
The correlation between SEIAX and FSPWX is 0.32, 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
SEIAX vs. FSPWX - Dividend Comparison
SEIAX's dividend yield for the trailing twelve months is around 2.70%, less than FSPWX's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIAX SEI Institutional Investments Trust Multi-Asset Real Return Fund | 2.70% | 2.94% | 5.16% | 3.77% | 13.78% | 10.42% | 2.34% | 2.13% | 3.63% | 1.57% | 1.73% | 1.01% |
FSPWX Fidelity SAI Inflation-Protected Bond Index Fund | 4.17% | 4.19% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SEIAX vs. FSPWX - Drawdown Comparison
The maximum SEIAX drawdown since its inception was -20.97%, which is greater than FSPWX's maximum drawdown of -3.84%. Use the drawdown chart below to compare losses from any high point for SEIAX and FSPWX.
Loading graphics...
Drawdown Indicators
| SEIAX | FSPWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.97% | -3.84% | -17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -2.91% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -7.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.20% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -1.27% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -1.04% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.94% | +0.19% |
Volatility
SEIAX vs. FSPWX - Volatility Comparison
SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) has a higher volatility of 2.10% compared to Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) at 1.43%. This indicates that SEIAX's price experiences larger fluctuations and is considered to be riskier than FSPWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SEIAX | FSPWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.43% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.93% | 2.29% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.25% | 4.09% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.53% | 4.16% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 4.16% | +1.03% |