SEIC vs. SRLN
SEIC (SEI Investments Company) is a stock, while SRLN (SPDR Blackstone Senior Loan ETF) is High Yield Bonds fund tracking the Markit iBoxx USD Liquid Leveraged Loan Index. Over the past 10 years, SEIC returned 6.92%/yr vs 4.52%/yr for SRLN. At a 0.34 correlation, their price movements are largely independent.
Performance
SEIC vs. SRLN - Performance Comparison
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Returns By Period
In the year-to-date period, SEIC achieves a 6.08% return, which is significantly higher than SRLN's 0.68% return. Over the past 10 years, SEIC has outperformed SRLN with an annualized return of 6.92%, while SRLN has yielded a comparatively lower 4.52% annualized return.
SEIC
- 1D
- -0.87%
- 1M
- -4.67%
- YTD
- 6.08%
- 6M
- 8.08%
- 1Y
- 3.63%
- 3Y*
- 15.64%
- 5Y*
- 7.60%
- 10Y*
- 6.92%
SRLN
- 1D
- -0.12%
- 1M
- 0.26%
- YTD
- 0.68%
- 6M
- 1.43%
- 1Y
- 5.57%
- 3Y*
- 7.88%
- 5Y*
- 4.62%
- 10Y*
- 4.52%
SEIC vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEIC SEI Investments Company | 6.08% | 0.63% | 31.47% | 10.59% | -2.94% | 7.38% | -11.10% | 43.35% | -34.92% | 46.99% |
SRLN SPDR Blackstone Senior Loan ETF | 0.68% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Correlation
The correlation between SEIC and SRLN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.34 |
The correlation between SEIC and SRLN shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.
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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 | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.44 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.71 | -1.53 |
| Martin ratioReturn relative to average drawdown | 0.36 | 6.35 | -5.99 |
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 | 0.16 | 1.94 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.19 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.75 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.70 | -0.30 |
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 | -19.36% | -3.26% | -16.10% |
Max Drawdown (3Y)Largest decline over 3 years | -23.25% | -4.26% | -18.99% |
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 | -6.67% | -0.12% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -21.19% | -1.10% | -20.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 0.88% | +9.14% |
Volatility
SEIC vs. SRLN - Volatility Comparison
SEI Investments Company (SEIC) has a higher volatility of 4.29% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.44%. 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 | 4.29% | 0.44% | +3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 18.35% | 2.64% | +15.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 2.89% | +19.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 3.91% | +18.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 6.06% | +19.73% |
Dividends
SEIC vs. SRLN - Dividend Comparison
SEIC's dividend yield for the trailing twelve months is around 1.16%, less than SRLN's 7.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIC SEI Investments Company | 1.16% | 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 | 7.49% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
SEIC and SRLN have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEIC has higher volatility (4.29%) compared to SRLN (0.44%). In terms of maximum drawdown, SEIC dropped -71.17% vs SRLN's -22.29%.
SRLN currently has the higher Sharpe Ratio (1.94 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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