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.
Performance
SGYAX vs. BRHYX - Performance Comparison
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SGYAX vs. BRHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | -1.13% | 8.01% | 9.12% | 10.89% | -13.29% | 9.62% | 6.04% | 14.01% | -2.04% | 8.08% |
BRHYX BlackRock High Yield K | -1.15% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 8.34% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SGYAX having a -1.13% return and BRHYX slightly lower at -1.15%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SGYAX at 6.08% and BRHYX at 6.08%.
SGYAX
- 1D
- 0.58%
- 1M
- -1.71%
- YTD
- -1.13%
- 6M
- -0.20%
- 1Y
- 5.71%
- 3Y*
- 7.70%
- 5Y*
- 3.59%
- 10Y*
- 6.08%
BRHYX
- 1D
- 0.57%
- 1M
- -1.53%
- YTD
- -1.15%
- 6M
- 0.50%
- 1Y
- 7.13%
- 3Y*
- 8.60%
- 5Y*
- 4.26%
- 10Y*
- 6.08%
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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.
Return for Risk
SGYAX vs. BRHYX — Risk / Return Rank
SGYAX
BRHYX
SGYAX vs. BRHYX - Risk-Adjusted Trends 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.
| SGYAX | BRHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.83 | -0.28 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.61 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.38 | -0.40 |
Martin ratioReturn relative to average drawdown | 7.37 | 10.96 | -3.59 |
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
| SGYAX | BRHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.83 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.82 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 1.03 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.22 | -0.61 |
Correlation
The correlation between SGYAX and BRHYX is 0.82, 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
SGYAX vs. BRHYX - Dividend Comparison
SGYAX's dividend yield for the trailing twelve months is around 8.22%, more than BRHYX's 6.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | 8.22% | 8.88% | 8.68% | 10.08% | 8.79% | 5.37% | 7.30% | 7.15% | 7.31% | 7.27% | 7.30% | 7.88% |
BRHYX BlackRock High Yield K | 6.71% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
Drawdowns
SGYAX vs. BRHYX - Drawdown Comparison
The maximum SGYAX drawdown since its inception was -45.51%, which is greater than BRHYX's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for SGYAX and BRHYX.
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Drawdown Indicators
| SGYAX | BRHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -34.77% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -3.26% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -15.45% | -15.29% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -21.85% | -23.20% | +1.35% |
Current DrawdownCurrent decline from peak | -2.20% | -1.71% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -2.75% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.71% | +0.13% |
Volatility
SGYAX vs. BRHYX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) is 1.32%, while BlackRock High Yield K (BRHYX) has a volatility of 1.45%. 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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Volatility by Period
| SGYAX | BRHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.45% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.44% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 4.01% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.74% | 5.22% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 5.93% | -0.63% |