SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX)
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.
Fund Info
| ISIN | US7841162040 |
|---|---|
| Issuer | SEI |
| Inception Date | Apr 30, 2015 |
| Category | Intermediate Core-Plus Bond |
| Minimum Investment | $500 |
| Asset Class | Bond |
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.
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.25% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
CFVAX SEI Catholic Values Trust Catholic Values Fixed Income Fund | -0.09 | ||||
^GSPC S&P 500 | 0.89 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2021 | 456 | Oct 24, 2022 | — | — | — |
| -9.35% | Mar 9, 2020 | 9 | Mar 19, 2020 | 55 | Jun 8, 2020 | 64 |
| -3.93% | Sep 8, 2016 | 71 | Dec 16, 2016 | 155 | Aug 1, 2017 | 226 |
| -3.25% | Sep 11, 2017 | 173 | May 17, 2018 | 158 | Jan 3, 2019 | 331 |
| -2.5% | May 1, 2015 | 40 | Jun 26, 2015 | 182 | Mar 17, 2016 | 222 |
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.