SEHAX Performance — SIIT U.S. Equity Factor Allocation Fund, Class A
Data updated: 2026-09-28
SEHAX returned +12.51% year to date and +29.36% over one year to May 2026. Annualised returns are +24.28% over 3 years and +13.82% over 5 years. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $192, against $147 for the category, and to $129 over one year, against $119. Volatility over the past three years was 12.91% a year. In the 12 months to May 2026 the fund took in a net $621.5M, and assets reached $3.79B.
SEHAX Growth of $100
What $100 invested in SIIT U.S. Equity Factor Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | SEHAX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $129 | $119 |
| 3 years (Jun 2023 – May 2026) | $192 | $147 |
| 5 years (Jun 2021 – May 2026) | $191 | $136 |
| Since data start (Sep 2019 – May 2026) | $283 | $173 |
SEHAX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +12.51% |
| 1 year | +29.36% |
| 3 years (annualised) | +24.28% |
| 5 years (annualised) | +13.82% |
SEHAX Annual Returns
Calendar-year total returns of SIIT U.S. Equity Factor Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +12.51% |
| 2025 | +14.47% |
| 2024 | +29.47% |
| 2023 | +17.00% |
| 2022 | −5.27% |
| 2021 | +23.72% |
| 2020 | +25.98% |
| 2019 (Sep–Dec) | −1.73% |
SEHAX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.0% | +1.0% | +5.7% | +8.6% | −4.8% | — | — | — | — | — | — | — |
| 2025 | +3.5% | −4.1% | +6.0% | −0.8% | −4.5% | +2.9% | +1.7% | +4.1% | +1.7% | +0.8% | +2.3% | +0.7% |
| 2024 | +2.1% | +5.4% | +4.6% | −4.9% | +4.1% | +2.4% | +2.5% | +2.7% | +7.3% | −0.1% | +2.1% | −1.5% |
| 2023 | +6.0% | −5.6% | +0.3% | +0.5% | +0.7% | −2.2% | +2.7% | +7.2% | +8.8% | −2.3% | −3.9% | +4.7% |
| 2022 | −4.9% | +5.6% | +1.2% | −7.0% | +2.4% | −3.1% | +7.8% | −8.7% | +5.4% | +9.4% | −9.4% | −1.7% |
| 2021 | +1.4% | +4.1% | +1.7% | +4.5% | +6.7% | +3.2% | +2.3% | +1.1% | −0.6% | +5.0% | −5.0% | −2.3% |
| 2020 | −0.8% | +2.4% | +4.8% | +12.1% | −13.8% | +5.5% | +4.7% | +2.2% | +11.2% | −2.3% | −3.5% | +3.5% |
| 2019 | — | — | — | — | — | — | — | — | +3.5% | +1.6% | +2.1% | −8.5% |
SEHAX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 12.91%
- 3-year Sharpe ratio: 1.53 (vs 4.5% risk-free rate)
- Best month: +8.79% (Sep 2023)
- Worst month: −4.88% (Apr 2024)
SEHAX Fund Flows
Monthly money in and out of SIIT U.S. Equity Factor Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: $621.5M
- 12-month gross sales (incl. reinvestments): $1.0B
- Sales ÷ redemptions: 2.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $80.3M | $27.3M | $53.0M |
| Apr 2026 | $74.7M | $16.6M | $58.1M |
| Mar 2026 | $202.3M | $27.5M | $174.7M |
| Feb 2026 | $191.6M | $57.3M | $134.3M |
| Jan 2026 | $24.2M | $30.6M | −$6.4M |
| Dec 2025 | $69.9M | $30.6M | $39.3M |
| Nov 2025 | $12.7M | $29.8M | −$17.1M |
| Oct 2025 | $111.7M | $34.5M | $77.2M |
| Sep 2025 | $26.0M | $19.5M | $6.5M |
| Aug 2025 | $133.2M | $19.3M | $114.0M |
| Jul 2025 | $37.2M | $20.5M | $16.7M |
| Jun 2025 | $42.0M | $70.8M | −$28.8M |
SEHAX Assets Under Management
Net assets of SIIT U.S. Equity Factor Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $3.79B |
| 2026-02-28 | $3.20B |
| 2025-11-30 | $3.06B |
| 2025-08-31 | $2.86B |
| 2025-05-31 | $2.53B |
| 2025-02-28 | $2.24B |
| 2024-11-30 | $2.12B |
| 2024-08-31 | $2.01B |
| 2024-05-31 | $1.45B |
| 2024-02-29 | $1.32B |
| 2023-11-30 | $1.16B |
| 2023-08-31 | $1.14B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.