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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIC or SRLN.
Correlation
The correlation between SEIC and SRLN is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SEIC vs. SRLN - Performance Comparison
Key characteristics
SEIC:
0.91
SRLN:
1.60
SEIC:
1.46
SRLN:
2.32
SEIC:
1.20
SRLN:
1.49
SEIC:
0.98
SRLN:
1.43
SEIC:
3.41
SRLN:
8.73
SEIC:
6.69%
SRLN:
0.70%
SEIC:
25.27%
SRLN:
3.83%
SEIC:
-71.17%
SRLN:
-22.29%
SEIC:
-7.61%
SRLN:
-0.58%
Returns By Period
In the year-to-date period, SEIC achieves a -3.02% return, which is significantly lower than SRLN's 0.15% return. Over the past 10 years, SEIC has outperformed SRLN with an annualized return of 7.01%, while SRLN has yielded a comparatively lower 3.75% annualized return.
SEIC
-3.02%
3.09%
6.13%
21.72%
11.47%
7.01%
SRLN
0.15%
0.43%
1.66%
5.83%
6.55%
3.75%
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Risk-Adjusted Performance
SEIC vs. SRLN — Risk-Adjusted Performance Rank
SEIC
SRLN
SEIC vs. SRLN - Risk-Adjusted Performance 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.
Dividends
SEIC vs. SRLN - Dividend Comparison
SEIC's dividend yield for the trailing twelve months is around 1.19%, less than SRLN's 8.37% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIC SEI Investments Company | 1.19% | 1.15% | 1.40% | 1.42% | 1.26% | 1.25% | 1.04% | 1.36% | 0.81% | 1.09% | 1.41% | 1.15% |
SRLN SPDR Blackstone Senior Loan ETF | 8.37% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
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. For additional features, visit the drawdowns tool.
Volatility
SEIC vs. SRLN - Volatility Comparison
SEI Investments Company (SEIC) has a higher volatility of 16.76% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 3.38%. 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.