SGYAX vs. SPIIX
Compare and contrast key facts about SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) and SEI S&P 500 Index Fund Class I (SPIIX).
SGYAX is managed by SEI. It was launched on Dec 5, 2005. SPIIX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Jun 28, 2002.
Performance
SGYAX vs. SPIIX - Performance Comparison
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SGYAX vs. SPIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | -1.71% | 8.01% | 9.12% | 10.89% | -13.29% | 9.62% | 6.04% | 14.01% | -2.04% | 8.08% |
SPIIX SEI S&P 500 Index Fund Class I | -7.22% | 16.97% | 24.11% | 25.49% | -18.84% | 28.04% | 17.66% | 30.72% | -5.00% | 21.06% |
Returns By Period
In the year-to-date period, SGYAX achieves a -1.71% return, which is significantly higher than SPIIX's -7.22% return. Over the past 10 years, SGYAX has underperformed SPIIX with an annualized return of 6.01%, while SPIIX has yielded a comparatively higher 12.99% annualized return.
SGYAX
- 1D
- 0.00%
- 1M
- -2.56%
- YTD
- -1.71%
- 6M
- -0.79%
- 1Y
- 5.25%
- 3Y*
- 7.49%
- 5Y*
- 3.49%
- 10Y*
- 6.01%
SPIIX
- 1D
- -0.40%
- 1M
- -7.73%
- YTD
- -7.22%
- 6M
- -5.00%
- 1Y
- 13.56%
- 3Y*
- 16.34%
- 5Y*
- 10.62%
- 10Y*
- 12.99%
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SGYAX vs. SPIIX - Expense Ratio Comparison
SGYAX has a 0.56% expense ratio, which is lower than SPIIX's 0.65% expense ratio.
Return for Risk
SGYAX vs. SPIIX — Risk / Return Rank
SGYAX
SPIIX
SGYAX vs. SPIIX - 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 SEI S&P 500 Index Fund Class I (SPIIX). 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 | SPIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.79 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.23 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.98 | +0.70 |
Martin ratioReturn relative to average drawdown | 6.36 | 4.73 | +1.63 |
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 | SPIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.79 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.58 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | 0.69 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.53 | +0.07 |
Correlation
The correlation between SGYAX and SPIIX is 0.37, 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.
Dividends
SGYAX vs. SPIIX - Dividend Comparison
SGYAX's dividend yield for the trailing twelve months is around 8.27%, less than SPIIX's 9.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | 8.27% | 8.88% | 8.68% | 10.08% | 8.79% | 5.37% | 7.30% | 7.15% | 7.31% | 7.27% | 7.30% | 7.88% |
SPIIX SEI S&P 500 Index Fund Class I | 9.08% | 8.42% | 12.20% | 4.10% | 10.27% | 7.03% | 5.78% | 4.04% | 3.90% | 2.08% | 4.34% | 1.53% |
Drawdowns
SGYAX vs. SPIIX - Drawdown Comparison
The maximum SGYAX drawdown since its inception was -45.51%, smaller than the maximum SPIIX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SGYAX and SPIIX.
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Drawdown Indicators
| SGYAX | SPIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -55.78% | +10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -12.14% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -15.45% | -25.70% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -21.85% | -33.85% | +12.00% |
Current DrawdownCurrent decline from peak | -2.77% | -9.02% | +6.25% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -7.33% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 2.52% | -1.69% |
Volatility
SGYAX vs. SPIIX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) is 1.13%, while SEI S&P 500 Index Fund Class I (SPIIX) has a volatility of 4.24%. This indicates that SGYAX experiences smaller price fluctuations and is considered to be less risky than SPIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGYAX | SPIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 4.24% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 9.09% | -6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 18.13% | -14.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.74% | 18.41% | -13.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.29% | 18.84% | -13.55% |