SPINX vs. SEHAX
Compare and contrast key facts about SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX).
SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013. SEHAX is managed by SEI. It was launched on Apr 26, 2018.
Performance
SPINX vs. SEHAX - Performance Comparison
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SPINX vs. SEHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | -4.36% | 17.89% | 24.02% | 26.24% | -18.27% | 28.62% | 18.35% | 31.42% | -4.83% |
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | -2.29% | 17.99% | 24.97% | 21.99% | -15.84% | 32.78% | 13.16% | 28.09% | -5.81% |
Returns By Period
In the year-to-date period, SPINX achieves a -4.36% return, which is significantly lower than SEHAX's -2.29% return.
SPINX
- 1D
- 2.94%
- 1M
- -5.04%
- YTD
- -4.36%
- 6M
- -2.09%
- 1Y
- 17.35%
- 3Y*
- 17.98%
- 5Y*
- 11.54%
- 10Y*
- 13.92%
SEHAX
- 1D
- 2.60%
- 1M
- -4.94%
- YTD
- -2.29%
- 6M
- 1.12%
- 1Y
- 18.06%
- 3Y*
- 18.76%
- 5Y*
- 11.64%
- 10Y*
- —
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SPINX vs. SEHAX - Expense Ratio Comparison
SPINX has a 0.12% expense ratio, which is lower than SEHAX's 0.32% expense ratio.
Return for Risk
SPINX vs. SEHAX — Risk / Return Rank
SPINX
SEHAX
SPINX vs. SEHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX). 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.
| SPINX | SEHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.08 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.62 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.62 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.30 | 8.12 | -0.81 |
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
| SPINX | SEHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.08 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.56 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.61 | +0.04 |
Correlation
The correlation between SPINX and SEHAX 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
SPINX vs. SEHAX - Dividend Comparison
SPINX's dividend yield for the trailing twelve months is around 12.44%, more than SEHAX's 5.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | 12.44% | 11.90% | 26.02% | 9.77% | 9.59% | 6.58% | 3.58% | 3.01% | 4.94% | 2.32% | 1.97% | 2.29% |
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | 5.65% | 5.52% | 7.85% | 1.15% | 12.75% | 23.76% | 1.69% | 1.97% | 1.24% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPINX vs. SEHAX - Drawdown Comparison
The maximum SPINX drawdown since its inception was -33.82%, smaller than the maximum SEHAX drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for SPINX and SEHAX.
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Drawdown Indicators
| SPINX | SEHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -35.77% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.01% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.91% | -35.77% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -11.03% | -5.34% | -5.69% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -9.21% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.39% | +0.14% |
Volatility
SPINX vs. SEHAX - Volatility Comparison
SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a higher volatility of 5.36% compared to SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) at 4.95%. This indicates that SPINX's price experiences larger fluctuations and is considered to be riskier than SEHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPINX | SEHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 4.95% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 9.09% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 17.15% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 21.06% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 21.91% | -0.97% |