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SUSAX vs. STDAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSAX vs. STDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Ultra Short Duration Bond Fund (SUSAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSAX vs. STDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SUSAX
SUSAX Risk / Return Rank: 9797
Overall Rank
SUSAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SUSAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
SUSAX Omega Ratio Rank: 9999
Omega Ratio Rank
SUSAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SUSAX Martin Ratio Rank: 9999
Martin Ratio Rank

STDAX
STDAX Risk / Return Rank: 9999
Overall Rank
STDAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
STDAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STDAX Omega Ratio Rank: 9999
Omega Ratio Rank
STDAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STDAX Martin Ratio Rank: 9999
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.

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.


SUSAXSTDAXDifference
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

SUSAX vs. STDAX - Sharpe Ratio Comparison

The current SUSAX Sharpe Ratio is 3.15, which is lower than the STDAX Sharpe Ratio of 4.78. The chart below compares the historical Sharpe Ratios of SUSAX and STDAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SUSAXSTDAXDifference

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


SUSAXSTDAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-8.71%

+8.71%

Average Drawdown

Average peak-to-trough decline

-0.22%

-31.77%

+31.55%

Ulcer Index

Depth 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


SUSAXSTDAXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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