SLDAX vs. SGYAX
Compare and contrast key facts about SEI Institutional Investments Trust Long Duration Credit Fund (SLDAX) and SEI Institutional Investments Trust High Yield Bond Fund (SGYAX).
SLDAX is managed by SEI. It was launched on Jun 28, 2012. SGYAX is managed by SEI. It was launched on Dec 5, 2005.
Performance
SLDAX vs. SGYAX - Performance Comparison
Loading graphics...
SLDAX vs. SGYAX - 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% |
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% |
Returns By Period
The year-to-date returns for both investments are quite close, with SLDAX having a -1.77% return and SGYAX slightly higher at -1.71%. Over the past 10 years, SLDAX has underperformed SGYAX with an annualized return of 1.78%, while SGYAX has yielded a comparatively higher 6.01% 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%
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%
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. SGYAX - Expense Ratio Comparison
SLDAX has a 0.14% expense ratio, which is lower than SGYAX's 0.56% expense ratio.
Return for Risk
SLDAX vs. SGYAX — Risk / Return Rank
SLDAX
SGYAX
SLDAX vs. SGYAX - 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 SEI Institutional Investments Trust High Yield Bond Fund (SGYAX). 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 | SGYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.49 | -1.09 |
Sortino ratioReturn per unit of downside risk | 0.59 | 2.24 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.69 | -0.85 |
Martin ratioReturn relative to average drawdown | 1.98 | 6.36 | -4.39 |
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 | SGYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.49 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.74 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 1.14 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.60 | -0.39 |
Correlation
The correlation between SLDAX and SGYAX is 0.20, 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
SLDAX vs. SGYAX - Dividend Comparison
SLDAX's dividend yield for the trailing twelve months is around 4.72%, less than SGYAX's 8.27% 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% |
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% |
Drawdowns
SLDAX vs. SGYAX - Drawdown Comparison
The maximum SLDAX drawdown since its inception was -36.12%, smaller than the maximum SGYAX drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for SLDAX and SGYAX.
Loading graphics...
Drawdown Indicators
| SLDAX | SGYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -45.51% | +9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -3.12% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.17% | -15.45% | -19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -21.85% | -14.27% |
Current DrawdownCurrent decline from peak | -21.69% | -2.77% | -18.92% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -6.10% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.83% | +1.37% |
Volatility
SLDAX vs. SGYAX - Volatility Comparison
SEI Institutional Investments Trust Long Duration Credit Fund (SLDAX) has a higher volatility of 3.30% compared to SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) at 1.13%. This indicates that SLDAX's price experiences larger fluctuations and is considered to be riskier than SGYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SLDAX | SGYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 1.13% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 5.15% | 2.28% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 3.76% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 4.74% | +7.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.27% | 5.29% | +5.98% |