SEIC vs. SRLN
Compare and contrast key facts about SEI Investments Company (SEIC) and SPDR Blackstone Senior Loan ETF (SRLN).
SRLN is a passively managed fund by State Street that tracks the performance of the Markit iBoxx USD Liquid Leveraged Loan Index. It was launched on Apr 3, 2013.
Performance
SEIC vs. SRLN - Performance Comparison
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SEIC vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
SEIC vs. SRLN — Risk / Return Rank
SEIC
SRLN
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.
| SEIC | SRLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 1.22 | -1.13 |
Sortino ratioReturn per unit of downside risk | 0.32 | 1.78 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.32 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.56 | -1.40 |
Martin ratioReturn relative to average drawdown | 0.32 | 5.67 | -5.35 |
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
| SEIC | SRLN | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SEIC | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.83% | -1.94% | -13.89% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -1.11% | -20.14% |
Ulcer IndexDepth 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
| SEIC | SRLN | Difference | |
|---|---|---|---|
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% |