CAVAX vs. DFIEX
Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and DFA International Core Equity Portfolio I (DFIEX).
CAVAX is managed by SEI. It was launched on Apr 30, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
CAVAX vs. DFIEX - Performance Comparison
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CAVAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | -2.71% | 15.45% | 16.72% | 21.33% | -18.51% | 20.57% | 17.33% | 26.63% | -10.24% | 23.69% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, CAVAX achieves a -2.71% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, CAVAX has outperformed DFIEX with an annualized return of 11.01%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
CAVAX
- 1D
- 2.61%
- 1M
- -5.23%
- YTD
- -2.71%
- 6M
- -0.50%
- 1Y
- 15.10%
- 3Y*
- 14.15%
- 5Y*
- 7.58%
- 10Y*
- 11.01%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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CAVAX vs. DFIEX - Expense Ratio Comparison
CAVAX has a 0.86% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
CAVAX vs. DFIEX — Risk / Return Rank
CAVAX
DFIEX
CAVAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| CAVAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.95 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.39 | 2.55 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.57 | -1.28 |
Martin ratioReturn relative to average drawdown | 6.17 | 10.07 | -3.91 |
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
| CAVAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.95 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.60 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.59 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.35 | +0.28 |
Correlation
The correlation between CAVAX and DFIEX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAVAX vs. DFIEX - Dividend Comparison
CAVAX's dividend yield for the trailing twelve months is around 6.92%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | 6.92% | 6.73% | 7.01% | 1.29% | 3.67% | 16.58% | 2.98% | 2.80% | 5.66% | 0.71% | 0.99% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
CAVAX vs. DFIEX - Drawdown Comparison
The maximum CAVAX drawdown since its inception was -36.55%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for CAVAX and DFIEX.
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Drawdown Indicators
| CAVAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.55% | -62.22% | +25.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.01% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -28.66% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -41.04% | +4.49% |
Current DrawdownCurrent decline from peak | -6.09% | -7.75% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -12.26% | +7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.81% | -0.24% |
Volatility
CAVAX vs. DFIEX - Volatility Comparison
The current volatility for SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) is 5.19%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that CAVAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAVAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 7.09% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 10.45% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 15.90% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 15.65% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 16.35% | +1.04% |