PortfoliosLab logoPortfoliosLab logo
SETAX vs. CRARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SETAX vs. CRARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Real Estate Fund (SETAX) and MainStay CBRE Real Estate Fund (CRARX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SETAX vs. CRARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SETAX
SEI Institutional Managed Trust Real Estate Fund
3.08%1.90%10.63%15.75%-25.85%44.05%-3.51%25.14%-5.87%5.17%
CRARX
MainStay CBRE Real Estate Fund
4.03%-0.28%0.71%13.50%-26.95%52.55%-6.50%28.29%-8.00%5.23%

Returns By Period

In the year-to-date period, SETAX achieves a 3.08% return, which is significantly lower than CRARX's 4.03% return. Over the past 10 years, SETAX has outperformed CRARX with an annualized return of 5.71%, while CRARX has yielded a comparatively lower 4.31% annualized return.


SETAX

1D
1.42%
1M
-6.11%
YTD
3.08%
6M
1.15%
1Y
3.12%
3Y*
9.48%
5Y*
5.29%
10Y*
5.71%

CRARX

1D
0.67%
1M
-7.02%
YTD
4.03%
6M
1.92%
1Y
2.02%
3Y*
4.89%
5Y*
3.16%
10Y*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SETAX vs. CRARX - Expense Ratio Comparison

SETAX has a 1.14% expense ratio, which is higher than CRARX's 0.83% expense ratio.


Return for Risk

SETAX vs. CRARX — Risk / Return Rank

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

SETAX
SETAX Risk / Return Rank: 88
Overall Rank
SETAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SETAX Sortino Ratio Rank: 77
Sortino Ratio Rank
SETAX Omega Ratio Rank: 66
Omega Ratio Rank
SETAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
SETAX Martin Ratio Rank: 1111
Martin Ratio Rank

CRARX
CRARX Risk / Return Rank: 77
Overall Rank
CRARX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRARX Sortino Ratio Rank: 66
Sortino Ratio Rank
CRARX Omega Ratio Rank: 66
Omega Ratio Rank
CRARX Calmar Ratio Rank: 88
Calmar Ratio Rank
CRARX Martin Ratio Rank: 1010
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.

SETAX vs. CRARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Estate Fund (SETAX) and MainStay CBRE Real Estate Fund (CRARX). 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.


SETAXCRARXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.13

+0.07

Sortino ratio

Return per unit of downside risk

0.38

0.28

+0.10

Omega ratio

Gain probability vs. loss probability

1.05

1.04

+0.01

Calmar ratio

Return relative to maximum drawdown

0.35

0.26

+0.09

Martin ratio

Return relative to average drawdown

1.37

1.02

+0.35

SETAX vs. CRARX - Sharpe Ratio Comparison

The current SETAX Sharpe Ratio is 0.20, which is higher than the CRARX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SETAX and CRARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SETAXCRARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.13

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.17

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.20

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.32

-0.04

Correlation

The correlation between SETAX and CRARX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SETAX vs. CRARX - Dividend Comparison

SETAX's dividend yield for the trailing twelve months is around 11.51%, more than CRARX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
SETAX
SEI Institutional Managed Trust Real Estate Fund
11.51%11.86%5.19%2.10%5.36%6.86%6.34%8.59%17.07%8.65%13.65%5.99%
CRARX
MainStay CBRE Real Estate Fund
1.66%2.57%1.80%3.36%34.64%4.37%1.77%15.57%30.33%21.82%8.85%7.27%

Drawdowns

SETAX vs. CRARX - Drawdown Comparison

The maximum SETAX drawdown since its inception was -75.06%, roughly equal to the maximum CRARX drawdown of -72.66%. Use the drawdown chart below to compare losses from any high point for SETAX and CRARX.


Loading graphics...

Drawdown Indicators


SETAXCRARXDifference

Max Drawdown

Largest peak-to-trough decline

-75.06%

-72.66%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.25%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.26%

-35.43%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

-45.19%

+3.87%

Current Drawdown

Current decline from peak

-6.11%

-13.38%

+7.27%

Average Drawdown

Average peak-to-trough decline

-14.04%

-12.61%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.07%

-0.01%

Volatility

SETAX vs. CRARX - Volatility Comparison

SEI Institutional Managed Trust Real Estate Fund (SETAX) has a higher volatility of 4.46% compared to MainStay CBRE Real Estate Fund (CRARX) at 4.16%. This indicates that SETAX's price experiences larger fluctuations and is considered to be riskier than CRARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SETAXCRARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

4.16%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.01%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

15.89%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

18.98%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

21.29%

-0.17%