SGYAX vs. VCIT
Compare and contrast key facts about SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT).
SGYAX is managed by SEI. It was launched on Dec 5, 2005. VCIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5-10 Year Corp Index. It was launched on Nov 19, 2009.
Performance
SGYAX vs. VCIT - Performance Comparison
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SGYAX vs. VCIT - 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% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -0.45% | 9.34% | 3.20% | 8.98% | -13.98% | -1.77% | 9.46% | 14.10% | -1.74% | 5.31% |
Returns By Period
In the year-to-date period, SGYAX achieves a -1.71% return, which is significantly lower than VCIT's -0.45% return. Over the past 10 years, SGYAX has outperformed VCIT with an annualized return of 6.01%, while VCIT has yielded a comparatively lower 3.06% 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%
VCIT
- 1D
- 0.55%
- 1M
- -1.98%
- YTD
- -0.45%
- 6M
- 0.69%
- 1Y
- 6.08%
- 3Y*
- 5.56%
- 5Y*
- 1.42%
- 10Y*
- 3.06%
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SGYAX vs. VCIT - Expense Ratio Comparison
SGYAX has a 0.56% expense ratio, which is higher than VCIT's 0.04% expense ratio.
Return for Risk
SGYAX vs. VCIT — Risk / Return Rank
SGYAX
VCIT
SGYAX vs. VCIT - 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 Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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 | VCIT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.26 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.76 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.07 | -0.39 |
Martin ratioReturn relative to average drawdown | 6.36 | 7.31 | -0.94 |
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 | VCIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.26 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.22 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | 0.49 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.75 | -0.15 |
Correlation
The correlation between SGYAX and VCIT is 0.23, 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. VCIT - Dividend Comparison
SGYAX's dividend yield for the trailing twelve months is around 8.27%, more than VCIT's 4.72% 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% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.72% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
Drawdowns
SGYAX vs. VCIT - Drawdown Comparison
The maximum SGYAX drawdown since its inception was -45.51%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for SGYAX and VCIT.
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Drawdown Indicators
| SGYAX | VCIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.51% | -20.56% | -24.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.99% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -15.45% | -20.56% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | -21.85% | -20.56% | -1.29% |
Current DrawdownCurrent decline from peak | -2.77% | -1.98% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -3.18% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.85% | -0.02% |
Volatility
SGYAX vs. VCIT - Volatility Comparison
The current volatility for SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) is 1.13%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 2.07%. This indicates that SGYAX experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGYAX | VCIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 2.07% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 2.84% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 4.85% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.74% | 6.60% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.29% | 6.27% | -0.98% |