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SPINX vs. SPXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPINX vs. SPXX - 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 Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). The values are adjusted to include any dividend payments, if applicable.

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SPINX vs. SPXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-4.46%21.74%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
-7.83%9.78%27.10%0.85%-6.92%29.03%-0.37%25.36%-13.42%27.92%

Returns By Period

In the year-to-date period, SPINX achieves a -4.36% return, which is significantly higher than SPXX's -7.83% return. Over the past 10 years, SPINX has outperformed SPXX with an annualized return of 13.92%, while SPXX has yielded a comparatively lower 9.25% annualized 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%

SPXX

1D
1.43%
1M
-6.59%
YTD
-7.83%
6M
-3.93%
1Y
3.85%
3Y*
9.58%
5Y*
7.13%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPINX vs. SPXX - Expense Ratio Comparison

SPINX has a 0.12% expense ratio, which is lower than SPXX's 0.89% expense ratio.


Return for Risk

SPINX vs. SPXX — 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

SPXX
SPXX Risk / Return Rank: 1010
Overall Rank
SPXX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPXX Sortino Ratio Rank: 99
Sortino Ratio Rank
SPXX Omega Ratio Rank: 99
Omega Ratio Rank
SPXX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPXX Martin Ratio Rank: 1212
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. SPXX - 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 Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.


SPINXSPXXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.22

+0.76

Sortino ratio

Return per unit of downside risk

1.49

0.44

+1.05

Omega ratio

Gain probability vs. loss probability

1.23

1.06

+0.17

Calmar ratio

Return relative to maximum drawdown

1.53

0.32

+1.21

Martin ratio

Return relative to average drawdown

7.30

1.11

+6.20

SPINX vs. SPXX - Sharpe Ratio Comparison

The current SPINX Sharpe Ratio is 0.97, which is higher than the SPXX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SPINX and SPXX, 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


SPINXSPXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.22

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.45

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.50

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.36

+0.29

Correlation

The correlation between SPINX and SPXX is 0.71, 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. SPXX - Dividend Comparison

SPINX's dividend yield for the trailing twelve months is around 12.44%, more than SPXX's 8.28% 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%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
8.28%7.48%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.69%5.14%7.75%

Drawdowns

SPINX vs. SPXX - Drawdown Comparison

The maximum SPINX drawdown since its inception was -33.82%, smaller than the maximum SPXX drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for SPINX and SPXX.


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Drawdown Indicators


SPINXSPXXDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-52.39%

+18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-13.00%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.91%

-18.09%

-14.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-43.99%

+10.17%

Current Drawdown

Current decline from peak

-11.03%

-9.24%

-1.79%

Average Drawdown

Average peak-to-trough decline

-5.25%

-7.51%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.75%

-1.22%

Volatility

SPINX vs. SPXX - Volatility Comparison

SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a higher volatility of 5.36% compared to Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) at 4.96%. This indicates that SPINX's price experiences larger fluctuations and is considered to be riskier than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPINXSPXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.96%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.29%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

17.96%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.50%

15.80%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

18.39%

+2.55%