SLDAX vs. RPLCX
Compare and contrast key facts about SEI Institutional Investments Trust Long Duration Credit Fund (SLDAX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX).
SLDAX is managed by SEI. It was launched on Jun 28, 2012. RPLCX is managed by T. Rowe Price. It was launched on Jun 2, 2013.
Performance
SLDAX vs. RPLCX - Performance Comparison
Loading graphics...
SLDAX vs. RPLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLDAX SEI Institutional Investments Trust Long Duration Credit Fund | -1.77% | 7.37% | -2.78% | 8.14% | -26.58% | -2.80% | 16.56% | 21.45% | -6.23% | 11.67% |
RPLCX T. Rowe Price Institutional Long Duration Credit Fund | -2.19% | 7.65% | -1.84% | 9.05% | -27.00% | -0.19% | 16.73% | 23.72% | -6.27% | 11.03% |
Returns By Period
In the year-to-date period, SLDAX achieves a -1.77% return, which is significantly higher than RPLCX's -2.19% return. Over the past 10 years, SLDAX has underperformed RPLCX with an annualized return of 1.78%, while RPLCX has yielded a comparatively higher 2.24% annualized return.
SLDAX
- 1D
- 1.06%
- 1M
- -4.03%
- YTD
- -1.77%
- 6M
- -2.02%
- 1Y
- 2.57%
- 3Y*
- 1.52%
- 5Y*
- -2.58%
- 10Y*
- 1.78%
RPLCX
- 1D
- 0.82%
- 1M
- -4.42%
- YTD
- -2.19%
- 6M
- -2.05%
- 1Y
- 2.64%
- 3Y*
- 2.11%
- 5Y*
- -2.19%
- 10Y*
- 2.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SLDAX vs. RPLCX - Expense Ratio Comparison
SLDAX has a 0.14% expense ratio, which is lower than RPLCX's 0.45% expense ratio.
Return for Risk
SLDAX vs. RPLCX — Risk / Return Rank
SLDAX
RPLCX
SLDAX vs. RPLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Long Duration Credit Fund (SLDAX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX). 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.
| SLDAX | RPLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.40 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.61 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.77 | +0.06 |
Martin ratioReturn relative to average drawdown | 1.98 | 1.99 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SLDAX | RPLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.40 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | -0.19 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.21 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.33 | -0.12 |
Correlation
The correlation between SLDAX and RPLCX is 0.96, 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
SLDAX vs. RPLCX - Dividend Comparison
SLDAX's dividend yield for the trailing twelve months is around 4.72%, less than RPLCX's 5.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLDAX SEI Institutional Investments Trust Long Duration Credit Fund | 4.72% | 5.03% | 4.63% | 3.38% | 3.27% | 5.81% | 7.64% | 3.79% | 4.26% | 4.41% | 4.22% | 6.63% |
RPLCX T. Rowe Price Institutional Long Duration Credit Fund | 5.00% | 5.32% | 5.17% | 4.15% | 3.54% | 6.09% | 7.16% | 13.58% | 4.33% | 4.07% | 3.79% | 4.70% |
Drawdowns
SLDAX vs. RPLCX - Drawdown Comparison
The maximum SLDAX drawdown since its inception was -36.12%, roughly equal to the maximum RPLCX drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for SLDAX and RPLCX.
Loading graphics...
Drawdown Indicators
| SLDAX | RPLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -35.21% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -5.80% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -35.21% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -35.21% | -0.91% |
Current DrawdownCurrent decline from peak | -21.69% | -19.31% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -10.01% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.25% | -0.05% |
Volatility
SLDAX vs. RPLCX - Volatility Comparison
SEI Institutional Investments Trust Long Duration Credit Fund (SLDAX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) have volatilities of 3.30% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SLDAX | RPLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.32% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.15% | 5.32% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 8.79% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 11.64% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.27% | 10.59% | +0.68% |