SUSAX vs. STDAX
SUSAX (SEI Institutional Investments Trust Ultra Short Duration Bond Fund) and STDAX (SEI Asset Allocation Trust Defensive Strategy Allocation Fund) are both mutual funds - SUSAX is a Ultrashort Bond fund managed by SEI, while STDAX is a Diversified Portfolio fund managed by SEI. Over the past 10 years, SUSAX returned 2.54%/yr vs 2.40%/yr for STDAX. At a 0.05 correlation, their price movements are largely independent. SUSAX charges 0.22%/yr vs 0.35%/yr for STDAX.
Performance
SUSAX vs. STDAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SUSAX having a 1.36% return and STDAX slightly lower at 1.30%. Over the past 10 years, SUSAX has outperformed STDAX with an annualized return of 2.54%, while STDAX has yielded a comparatively lower 2.40% annualized return.
SUSAX
- 1D
- 0.00%
- 1M
- 0.35%
- YTD
- 1.36%
- 6M
- 1.74%
- 1Y
- 4.48%
- 3Y*
- 4.92%
- 5Y*
- 3.03%
- 10Y*
- 2.54%
STDAX
- 1D
- 0.00%
- 1M
- 0.36%
- YTD
- 1.30%
- 6M
- 1.61%
- 1Y
- 3.99%
- 3Y*
- 4.49%
- 5Y*
- 2.89%
- 10Y*
- 2.40%
SUSAX vs. STDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSAX SEI Institutional Investments Trust Ultra Short Duration Bond Fund | 1.36% | 5.09% | 5.31% | 5.00% | -1.44% | 0.17% | 2.06% | 3.55% | 1.89% | 1.77% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 1.30% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Correlation
The correlation between SUSAX and STDAX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2011 | 0.05 |
The correlation between SUSAX and STDAX shifts across timeframes, from 0.05 (all time) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUSAX vs. STDAX — Risk / Return Rank
SUSAX
STDAX
SUSAX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Ultra Short Duration Bond Fund (SUSAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.
| SUSAX | STDAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 2.83 | 2.74 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 9.00 | 11.47 | -2.47 |
| Martin ratioReturn relative to average drawdown | 41.35 | 48.94 | -7.59 |
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
| SUSAX | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.15 | 4.78 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.17 | 1.48 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.98 | 0.36 | +1.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.71 | 0.00 | +1.71 |
Drawdowns
SUSAX vs. STDAX - Drawdown Comparison
The maximum SUSAX drawdown since its inception was -4.28%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for SUSAX and STDAX.
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Drawdown Indicators
| SUSAX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.28% | -76.81% | +72.53% |
Max Drawdown (1Y)Largest decline over 1 year | -0.50% | -0.36% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -0.50% | -1.68% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -2.91% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -4.28% | -26.89% | +22.61% |
Current DrawdownCurrent decline from peak | 0.00% | -8.71% | +8.71% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -31.77% | +31.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.11% | 0.08% | +0.03% |
Volatility
SUSAX vs. STDAX - Volatility Comparison
SEI Institutional Investments Trust Ultra Short Duration Bond Fund (SUSAX) has a higher volatility of 0.38% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.34%. This indicates that SUSAX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSAX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 0.34% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.98% | 0.68% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.43% | 0.86% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.40% | 1.96% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 6.64% | -5.35% |
SUSAX vs. STDAX - Expense Ratio Comparison
SUSAX has a 0.22% expense ratio, which is lower than STDAX's 0.35% expense ratio.
Dividends
SUSAX vs. STDAX - Dividend Comparison
SUSAX's dividend yield for the trailing twelve months is around 4.38%, less than STDAX's 4.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.56% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
SUSAX SEI Institutional Investments Trust Ultra Short Duration Bond Fund | 4.38% | 4.55% | 4.44% | 3.02% | 1.19% | 0.78% | 1.53% | 2.98% | 2.48% | 1.75% | 1.43% | 1.15% |
Frequently Asked Questions
SUSAX and STDAX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUSAX has higher volatility (0.38%) compared to STDAX (0.34%). In terms of maximum drawdown, SUSAX dropped -4.28% vs STDAX's -76.81%.
STDAX currently has the higher Sharpe Ratio (4.78 vs 3.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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