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SPINX vs. SEHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPINX vs. SEHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX). The values are adjusted to include any dividend payments, if applicable.

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SPINX vs. SEHAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SPINX
SPINX Risk / Return Rank: 5656
Overall Rank
SPINX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPINX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPINX Omega Ratio Rank: 5353
Omega Ratio Rank
SPINX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPINX Martin Ratio Rank: 7272
Martin Ratio Rank

SEHAX
SEHAX Risk / Return Rank: 5959
Overall Rank
SEHAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SEHAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
SEHAX Omega Ratio Rank: 5555
Omega Ratio Rank
SEHAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SEHAX Martin Ratio Rank: 7474
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.

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.


SPINXSEHAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.08

-0.11

Sortino ratio

Return per unit of downside risk

1.49

1.62

-0.13

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.53

1.62

-0.09

Martin ratio

Return relative to average drawdown

7.30

8.12

-0.81

SPINX vs. SEHAX - Sharpe Ratio Comparison

The current SPINX Sharpe Ratio is 0.97, which is comparable to the SEHAX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SPINX and SEHAX, 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


SPINXSEHAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SPINXSEHAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.03%

-5.34%

-5.69%

Average Drawdown

Average peak-to-trough decline

-5.25%

-9.21%

+3.96%

Ulcer Index

Depth 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


SPINXSEHAXDifference

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%