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SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX)

Mutual Fund · Currency in USD · Last updated Sep 30, 2023

The fund invests at least 80% of the fund's net assets (plus the amount of any borrowings for investment purposes) in a diversified portfolio of bonds and other debt obligations of varying maturities. It seeks to make investment decisions consistent with the principles of the Catholic Church with respect to a range of social and moral concerns that may include: protecting human life; promoting human dignity; reducing arms production; pursuing economic justice; protecting the environment, and encouraging corporate responsibility.

Summary

Fund Info

ISINUS7841162040
IssuerSEI
Inception DateApr 30, 2015
CategoryIntermediate Core-Plus Bond
Minimum Investment$500
Asset ClassBond

Expense Ratio

The SEI Catholic Values Trust Catholic Values Fixed Income Fund has a high expense ratio of 0.71%, indicating higher-than-average management fees.


0.71%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in SEI Catholic Values Trust Catholic Values Fixed Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-5.26%
3.96%
CFVAX (SEI Catholic Values Trust Catholic Values Fixed Income Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with CFVAX

SEI Catholic Values Trust Catholic Values Fixed Income Fund

Return

SEI Catholic Values Trust Catholic Values Fixed Income Fund had a return of -1.87% year-to-date (YTD) and -0.09% in the last 12 months. Over the past 10 years, SEI Catholic Values Trust Catholic Values Fixed Income Fund had an annualized return of 0.26%, while the S&P 500 had an annualized return of 8.95%, indicating that SEI Catholic Values Trust Catholic Values Fixed Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-3.15%-4.87%
6 months-4.83%4.35%
Year-To-Date-1.87%11.68%
1 year-0.09%19.59%
5 years (annualized)-0.22%7.97%
10 years (annualized)0.26%8.95%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.25%0.49%-1.23%-0.11%-0.01%-0.87%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and S&P 500 (^GSPC). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CFVAX
SEI Catholic Values Trust Catholic Values Fixed Income Fund
-0.09
^GSPC
S&P 500
0.89

Sharpe Ratio

The current SEI Catholic Values Trust Catholic Values Fixed Income Fund Sharpe ratio is -0.09. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
-0.09
0.89
CFVAX (SEI Catholic Values Trust Catholic Values Fixed Income Fund)
Benchmark (^GSPC)

Dividend History

SEI Catholic Values Trust Catholic Values Fixed Income Fund granted a 1.76% dividend yield in the last twelve months. The annual payout for that period amounted to $0.15 per share.


PeriodTTM20222021202020192018201720162015
Dividend$0.15$0.22$0.24$0.47$0.33$0.27$0.22$0.18$0.06

Dividend yield

1.76%2.58%2.42%4.69%3.61%3.15%2.63%2.20%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Catholic Values Trust Catholic Values Fixed Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.28
2019$0.03$0.02$0.03$0.02$0.03$0.01$0.02$0.03$0.02$0.02$0.02$0.10
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.02
2016$0.00$0.02$0.00$0.02$0.00$0.02$0.02$0.01$0.02$0.02$0.02$0.03
2015$0.02$0.00$0.00$0.02$0.00$0.02

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-17.64%
-10.60%
CFVAX (SEI Catholic Values Trust Catholic Values Fixed Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the SEI Catholic Values Trust Catholic Values Fixed Income Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SEI Catholic Values Trust Catholic Values Fixed Income Fund is 20.20%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.2%Jan 4, 2021456Oct 24, 2022
-9.35%Mar 9, 20209Mar 19, 202055Jun 8, 202064
-3.93%Sep 8, 201671Dec 16, 2016155Aug 1, 2017226
-3.25%Sep 11, 2017173May 17, 2018158Jan 3, 2019331
-2.5%May 1, 201540Jun 26, 2015182Mar 17, 2016222

Volatility Chart

The current SEI Catholic Values Trust Catholic Values Fixed Income Fund volatility is 1.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptember
1.64%
3.17%
CFVAX (SEI Catholic Values Trust Catholic Values Fixed Income Fund)
Benchmark (^GSPC)