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SEIAX vs. TILUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEIAX vs. TILUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) and Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX). The values are adjusted to include any dividend payments, if applicable.

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SEIAX vs. TILUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEIAX
SEI Institutional Investments Trust Multi-Asset Real Return Fund
9.31%8.50%4.74%-1.01%9.20%11.41%-0.51%6.33%-2.93%-1.12%
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
-0.36%6.41%1.86%3.34%-12.14%5.42%12.70%8.11%-2.05%3.15%

Returns By Period

In the year-to-date period, SEIAX achieves a 9.31% return, which is significantly higher than TILUX's -0.36% return. Over the past 10 years, SEIAX has outperformed TILUX with an annualized return of 4.66%, while TILUX has yielded a comparatively lower 2.50% annualized return.


SEIAX

1D
0.50%
1M
2.66%
YTD
9.31%
6M
11.32%
1Y
11.62%
3Y*
7.82%
5Y*
7.61%
10Y*
4.66%

TILUX

1D
0.73%
1M
-2.01%
YTD
-0.36%
6M
-0.80%
1Y
1.39%
3Y*
2.80%
5Y*
0.99%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEIAX vs. TILUX - Expense Ratio Comparison

SEIAX has a 0.21% expense ratio, which is lower than TILUX's 0.86% expense ratio.


Return for Risk

SEIAX vs. TILUX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEIAX
SEIAX Risk / Return Rank: 9595
Overall Rank
SEIAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SEIAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SEIAX Omega Ratio Rank: 9393
Omega Ratio Rank
SEIAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SEIAX Martin Ratio Rank: 9292
Martin Ratio Rank

TILUX
TILUX Risk / Return Rank: 2626
Overall Rank
TILUX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TILUX Sortino Ratio Rank: 1919
Sortino Ratio Rank
TILUX Omega Ratio Rank: 1616
Omega Ratio Rank
TILUX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TILUX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEIAX vs. TILUX - 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 Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX). 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.


SEIAXTILUXDifference

Sharpe ratio

Return per unit of total volatility

2.32

0.57

+1.75

Sortino ratio

Return per unit of downside risk

3.28

0.84

+2.44

Omega ratio

Gain probability vs. loss probability

1.46

1.11

+0.35

Calmar ratio

Return relative to maximum drawdown

4.07

1.15

+2.92

Martin ratio

Return relative to average drawdown

11.09

3.25

+7.83

SEIAX vs. TILUX - Sharpe Ratio Comparison

The current SEIAX Sharpe Ratio is 2.32, which is higher than the TILUX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SEIAX and TILUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SEIAXTILUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

0.57

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

0.17

+1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.47

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.52

-0.04

Correlation

The correlation between SEIAX and TILUX is 0.26, 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. TILUX - Dividend Comparison

SEIAX's dividend yield for the trailing twelve months is around 2.69%, more than TILUX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
SEIAX
SEI Institutional Investments Trust Multi-Asset Real Return Fund
2.69%2.94%5.16%3.77%13.78%10.42%2.34%2.13%3.63%1.57%1.73%1.01%
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
2.47%2.92%3.72%1.77%16.54%9.24%2.28%2.27%3.45%3.01%2.97%0.00%

Drawdowns

SEIAX vs. TILUX - Drawdown Comparison

The maximum SEIAX drawdown since its inception was -20.97%, which is greater than TILUX's maximum drawdown of -14.72%. Use the drawdown chart below to compare losses from any high point for SEIAX and TILUX.


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Drawdown Indicators


SEIAXTILUXDifference

Max Drawdown

Largest peak-to-trough decline

-20.97%

-14.72%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-3.55%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-7.67%

-14.72%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-13.20%

-14.72%

+1.52%

Current Drawdown

Current decline from peak

0.00%

-2.25%

+2.25%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.65%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.26%

-0.13%

Volatility

SEIAX vs. TILUX - Volatility Comparison

SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) has a higher volatility of 2.09% compared to Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) at 1.63%. This indicates that SEIAX's price experiences larger fluctuations and is considered to be riskier than TILUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEIAXTILUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.63%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

2.87%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

5.20%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

6.01%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

5.42%

-0.24%