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SLDAX vs. RPLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLDAX vs. RPLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Long Duration Credit Fund (SLDAX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX). The values are adjusted to include any dividend payments, if applicable.

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SLDAX vs. RPLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLDAX
SLDAX Risk / Return Rank: 1717
Overall Rank
SLDAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SLDAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SLDAX Omega Ratio Rank: 1111
Omega Ratio Rank
SLDAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
SLDAX Martin Ratio Rank: 1818
Martin Ratio Rank

RPLCX
RPLCX Risk / Return Rank: 1717
Overall Rank
RPLCX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RPLCX Sortino Ratio Rank: 1313
Sortino Ratio Rank
RPLCX Omega Ratio Rank: 1212
Omega Ratio Rank
RPLCX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RPLCX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SLDAXRPLCXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.40

-0.01

Sortino ratio

Return per unit of downside risk

0.59

0.61

-0.02

Omega ratio

Gain probability vs. loss probability

1.07

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.83

0.77

+0.06

Martin ratio

Return relative to average drawdown

1.98

1.99

-0.01

SLDAX vs. RPLCX - Sharpe Ratio Comparison

The current SLDAX Sharpe Ratio is 0.40, which is comparable to the RPLCX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SLDAX and RPLCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLDAXRPLCXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


SLDAXRPLCXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-21.69%

-19.31%

-2.38%

Average Drawdown

Average peak-to-trough decline

-10.49%

-10.01%

-0.48%

Ulcer Index

Depth 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.


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Volatility by Period


SLDAXRPLCXDifference

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%