SIDCX vs. LDRAX
SIDCX (SEI Institutional Investments Trust Intermediate Duration Credit Fund) and LDRAX (SEI Institutional Investments Trust Long Duration Fund) are both mutual funds - SIDCX is a Corporate Bonds fund managed by SEI, while LDRAX is a Long-Term Bond fund managed by SEI. Over the past 10 years, SIDCX returned 2.25%/yr vs 1.42%/yr for LDRAX. With a 0.95 correlation, they move nearly in lockstep. SIDCX charges 0.32%/yr vs 0.14%/yr for LDRAX.
Performance
SIDCX vs. LDRAX - Performance Comparison
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Returns By Period
In the year-to-date period, SIDCX achieves a 0.37% return, which is significantly higher than LDRAX's 0.25% return. Over the past 10 years, SIDCX has outperformed LDRAX with an annualized return of 2.25%, while LDRAX has yielded a comparatively lower 1.42% annualized return.
SIDCX
- 1D
- -0.34%
- 1M
- 0.29%
- YTD
- 0.37%
- 6M
- 0.32%
- 1Y
- 5.01%
- 3Y*
- 4.50%
- 5Y*
- -0.03%
- 10Y*
- 2.25%
LDRAX
- 1D
- -0.34%
- 1M
- 0.62%
- YTD
- 0.25%
- 6M
- -0.32%
- 1Y
- 5.40%
- 3Y*
- 2.40%
- 5Y*
- -3.40%
- 10Y*
- 1.42%
SIDCX vs. LDRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIDCX SEI Institutional Investments Trust Intermediate Duration Credit Fund | 0.37% | 7.40% | 1.92% | 6.58% | -15.78% | -1.66% | 10.68% | 12.43% | -1.61% | 5.66% |
LDRAX SEI Institutional Investments Trust Long Duration Fund | 0.25% | 6.81% | -3.28% | 7.16% | -27.73% | -2.19% | 18.23% | 21.19% | -5.16% | 11.74% |
Correlation
The correlation between SIDCX and LDRAX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2015 | 0.95 |
The correlation between SIDCX and LDRAX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
SIDCX vs. LDRAX — Risk / Return Rank
SIDCX
LDRAX
SIDCX vs. LDRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX) and SEI Institutional Investments Trust Long Duration Fund (LDRAX). 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.
| SIDCX | LDRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.26 | +0.56 |
| Martin ratioReturn relative to average drawdown | 5.72 | 3.15 | +2.57 |
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
| SIDCX | LDRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.84 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | -0.27 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.12 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.13 | +0.28 |
Drawdowns
SIDCX vs. LDRAX - Drawdown Comparison
The maximum SIDCX drawdown since its inception was -21.47%, smaller than the maximum LDRAX drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for SIDCX and LDRAX.
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Drawdown Indicators
| SIDCX | LDRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.47% | -37.23% | +15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -5.34% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -6.38% | -14.49% | +8.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -36.35% | +14.96% |
Max Drawdown (10Y)Largest decline over 10 years | -21.47% | -37.23% | +15.76% |
Current DrawdownCurrent decline from peak | -3.02% | -22.63% | +19.61% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -12.40% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.13% | -1.15% |
Volatility
SIDCX vs. LDRAX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX) is 1.52%, while SEI Institutional Investments Trust Long Duration Fund (LDRAX) has a volatility of 2.57%. This indicates that SIDCX experiences smaller price fluctuations and is considered to be less risky than LDRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIDCX | LDRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 2.57% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 5.62% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.29% | 8.04% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 12.54% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.70% | 11.39% | -5.69% |
SIDCX vs. LDRAX - Expense Ratio Comparison
SIDCX has a 0.32% expense ratio, which is higher than LDRAX's 0.14% expense ratio.
Dividends
SIDCX vs. LDRAX - Dividend Comparison
SIDCX's dividend yield for the trailing twelve months is around 4.71%, less than LDRAX's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDRAX SEI Institutional Investments Trust Long Duration Fund | 5.16% | 5.04% | 4.62% | 3.42% | 3.23% | 4.30% | 12.32% | 8.60% | 4.80% | 4.46% | 6.21% | 9.23% |
SIDCX SEI Institutional Investments Trust Intermediate Duration Credit Fund | 4.71% | 4.61% | 4.20% | 2.99% | 2.36% | 3.57% | 4.93% | 3.07% | 3.16% | 2.77% | 2.75% | 1.89% |
Frequently Asked Questions
With a correlation of 0.95, SIDCX and LDRAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LDRAX has higher volatility (2.57%) compared to SIDCX (1.52%). In terms of maximum drawdown, SIDCX dropped -21.47% vs LDRAX's -37.23%.
SIDCX currently has the higher Sharpe Ratio (1.31 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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