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SEIC vs. SRLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEIC vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Investments Company (SEIC) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

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SEIC vs. SRLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEIC
SEI Investments Company
-4.33%0.63%31.47%10.59%-2.94%7.38%-11.10%43.35%-34.92%46.99%
SRLN
SPDR Blackstone Senior Loan ETF
-1.58%6.77%8.43%11.62%-5.30%4.49%3.13%10.03%-0.66%3.39%

Returns By Period

In the year-to-date period, SEIC achieves a -4.33% return, which is significantly lower than SRLN's -1.58% return. Over the past 10 years, SEIC has outperformed SRLN with an annualized return of 7.37%, while SRLN has yielded a comparatively lower 4.48% annualized return.


SEIC

1D
1.63%
1M
-3.50%
YTD
-4.33%
6M
-6.95%
1Y
2.29%
3Y*
12.35%
5Y*
6.25%
10Y*
7.37%

SRLN

1D
0.55%
1M
1.20%
YTD
-1.58%
6M
0.17%
1Y
5.24%
3Y*
7.42%
5Y*
4.46%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SEIC vs. SRLN — Risk / Return Rank

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

SEIC
SEIC Risk / Return Rank: 4242
Overall Rank
SEIC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SEIC Sortino Ratio Rank: 3838
Sortino Ratio Rank
SEIC Omega Ratio Rank: 3838
Omega Ratio Rank
SEIC Calmar Ratio Rank: 4646
Calmar Ratio Rank
SEIC Martin Ratio Rank: 4646
Martin Ratio Rank

SRLN
SRLN Risk / Return Rank: 7171
Overall Rank
SRLN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 7474
Sortino Ratio Rank
SRLN Omega Ratio Rank: 8484
Omega Ratio Rank
SRLN Calmar Ratio Rank: 6565
Calmar Ratio Rank
SRLN Martin Ratio Rank: 6262
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.

SEIC vs. SRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Investments Company (SEIC) and SPDR Blackstone Senior Loan ETF (SRLN). 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.


SEICSRLNDifference

Sharpe ratio

Return per unit of total volatility

0.09

1.22

-1.13

Sortino ratio

Return per unit of downside risk

0.32

1.78

-1.46

Omega ratio

Gain probability vs. loss probability

1.04

1.32

-0.28

Calmar ratio

Return relative to maximum drawdown

0.16

1.56

-1.40

Martin ratio

Return relative to average drawdown

0.32

5.67

-5.35

SEIC vs. SRLN - Sharpe Ratio Comparison

The current SEIC Sharpe Ratio is 0.09, which is lower than the SRLN Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SEIC and SRLN, 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


SEICSRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

1.22

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

1.15

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.74

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.67

-0.28

Correlation

The correlation between SEIC and SRLN is 0.34, 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

SEIC vs. SRLN - Dividend Comparison

SEIC's dividend yield for the trailing twelve months is around 1.29%, less than SRLN's 7.73% yield.


TTM20252024202320222021202020192018201720162015
SEIC
SEI Investments Company
1.29%1.23%1.15%1.40%1.42%1.26%1.25%1.04%1.36%0.81%1.09%0.95%
SRLN
SPDR Blackstone Senior Loan ETF
7.73%7.67%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%

Drawdowns

SEIC vs. SRLN - Drawdown Comparison

The maximum SEIC drawdown since its inception was -71.17%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for SEIC and SRLN.


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Drawdown Indicators


SEICSRLNDifference

Max Drawdown

Largest peak-to-trough decline

-71.17%

-22.29%

-48.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.78%

-3.31%

-15.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

-7.93%

-18.07%

Max Drawdown (10Y)

Largest decline over 10 years

-51.78%

-22.29%

-29.49%

Current Drawdown

Current decline from peak

-15.83%

-1.94%

-13.89%

Average Drawdown

Average peak-to-trough decline

-21.25%

-1.11%

-20.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

0.93%

+8.51%

Volatility

SEIC vs. SRLN - Volatility Comparison

SEI Investments Company (SEIC) has a higher volatility of 5.14% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.77%. This indicates that SEIC's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEICSRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

1.77%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.60%

2.55%

+14.05%

Volatility (1Y)

Calculated over the trailing 1-year period

25.79%

4.32%

+21.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

3.89%

+18.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.76%

6.05%

+19.71%