Correlation
The correlation between SGYAX and BRHYX is 0.36, 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.
SGYAX vs. BRHYX
Compare and contrast key facts about SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) and BlackRock High Yield K (BRHYX).
SGYAX is managed by SEI. It was launched on Dec 5, 2005. BRHYX is managed by BlackRock. It was launched on Jan 5, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGYAX or BRHYX.
Performance
SGYAX vs. BRHYX - Performance Comparison
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Key characteristics
SGYAX:
2.36
BRHYX:
2.26
SGYAX:
3.60
BRHYX:
3.14
SGYAX:
1.58
BRHYX:
1.49
SGYAX:
2.28
BRHYX:
2.27
SGYAX:
9.58
BRHYX:
10.30
SGYAX:
1.00%
BRHYX:
0.89%
SGYAX:
4.20%
BRHYX:
4.21%
SGYAX:
-36.45%
BRHYX:
-34.78%
SGYAX:
-0.57%
BRHYX:
-0.14%
Returns By Period
In the year-to-date period, SGYAX achieves a 1.56% return, which is significantly lower than BRHYX's 2.31% return. Both investments have delivered pretty close results over the past 10 years, with SGYAX having a 5.50% annualized return and BRHYX not far behind at 5.30%.
SGYAX
1.56%
0.72%
1.67%
9.87%
6.54%
7.72%
5.50%
BRHYX
2.31%
1.28%
1.94%
9.44%
6.82%
6.06%
5.30%
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SGYAX vs. BRHYX - Expense Ratio Comparison
SGYAX has a 0.56% expense ratio, which is higher than BRHYX's 0.48% expense ratio.
Risk-Adjusted Performance
SGYAX vs. BRHYX — Risk-Adjusted Performance Rank
SGYAX
BRHYX
SGYAX vs. BRHYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) and BlackRock High Yield K (BRHYX). 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.
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Dividends
SGYAX vs. BRHYX - Dividend Comparison
SGYAX's dividend yield for the trailing twelve months is around 9.05%, more than BRHYX's 7.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | 9.05% | 9.40% | 12.65% | 11.11% | 5.84% | 7.30% | 7.16% | 7.37% | 7.27% | 7.30% | 7.74% | 5.99% |
BRHYX BlackRock High Yield K | 7.45% | 7.54% | 6.74% | 5.95% | 5.17% | 5.22% | 5.80% | 6.47% | 5.92% | 6.05% | 6.42% | 7.80% |
Drawdowns
SGYAX vs. BRHYX - Drawdown Comparison
The maximum SGYAX drawdown since its inception was -36.45%, roughly equal to the maximum BRHYX drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for SGYAX and BRHYX.
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Volatility
SGYAX vs. BRHYX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) is 0.90%, while BlackRock High Yield K (BRHYX) has a volatility of 1.06%. This indicates that SGYAX experiences smaller price fluctuations and is considered to be less risky than BRHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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