SRAAX vs. EARRX
Compare and contrast key facts about SEI Institutional Managed Trust Real Return Fund (SRAAX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX).
SRAAX is managed by SEI. It was launched on Jul 1, 2009. EARRX is managed by Eaton Vance. It was launched on Mar 31, 2010.
Performance
SRAAX vs. EARRX - Performance Comparison
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SRAAX vs. EARRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRAAX SEI Institutional Managed Trust Real Return Fund | 0.72% | 6.05% | 4.05% | 4.07% | -4.43% | 6.98% | 5.08% | 4.59% | -0.03% | 0.42% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 0.38% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
Returns By Period
In the year-to-date period, SRAAX achieves a 0.72% return, which is significantly higher than EARRX's 0.38% return. Over the past 10 years, SRAAX has underperformed EARRX with an annualized return of 2.77%, while EARRX has yielded a comparatively higher 3.61% annualized return.
SRAAX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.72%
- 6M
- 0.78%
- 1Y
- 3.35%
- 3Y*
- 4.20%
- 5Y*
- 3.18%
- 10Y*
- 2.77%
EARRX
- 1D
- 0.10%
- 1M
- -0.01%
- YTD
- 0.38%
- 6M
- 0.33%
- 1Y
- 3.08%
- 3Y*
- 4.84%
- 5Y*
- 3.78%
- 10Y*
- 3.61%
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SRAAX vs. EARRX - Expense Ratio Comparison
SRAAX has a 0.45% expense ratio, which is lower than EARRX's 0.85% expense ratio.
Return for Risk
SRAAX vs. EARRX — Risk / Return Rank
SRAAX
EARRX
SRAAX vs. EARRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Return Fund (SRAAX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.
| SRAAX | EARRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.66 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.37 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.61 | +0.08 |
Martin ratioReturn relative to average drawdown | 8.72 | 11.45 | -2.73 |
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
| SRAAX | EARRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.66 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 1.37 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 1.33 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 1.05 | -0.08 |
Correlation
The correlation between SRAAX and EARRX is 0.72, 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
SRAAX vs. EARRX - Dividend Comparison
SRAAX's dividend yield for the trailing twelve months is around 4.22%, more than EARRX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRAAX SEI Institutional Managed Trust Real Return Fund | 4.22% | 4.25% | 3.35% | 2.58% | 7.65% | 6.49% | 0.56% | 1.75% | 2.63% | 1.12% | 0.00% | 0.00% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 3.87% | 4.36% | 3.83% | 4.24% | 4.82% | 3.32% | 2.02% | 2.46% | 2.67% | 1.90% | 2.00% | 1.73% |
Drawdowns
SRAAX vs. EARRX - Drawdown Comparison
The maximum SRAAX drawdown since its inception was -6.72%, smaller than the maximum EARRX drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for SRAAX and EARRX.
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Drawdown Indicators
| SRAAX | EARRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.72% | -10.27% | +3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -1.18% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -6.72% | -6.39% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -6.72% | -10.27% | +3.55% |
Current DrawdownCurrent decline from peak | -0.41% | -0.41% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -1.09% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.27% | +0.14% |
Volatility
SRAAX vs. EARRX - Volatility Comparison
SEI Institutional Managed Trust Real Return Fund (SRAAX) has a higher volatility of 0.67% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.59%. This indicates that SRAAX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRAAX | EARRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 0.59% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 1.06% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.27% | 1.87% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.31% | 2.78% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 2.71% | +0.04% |