CAVAX vs. LDRAX
Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and SEI Institutional Investments Trust Long Duration Fund (LDRAX).
CAVAX is managed by SEI. It was launched on Apr 30, 2015. LDRAX is managed by SEI. It was launched on Apr 20, 2004.
Performance
CAVAX vs. LDRAX - Performance Comparison
Loading graphics...
CAVAX vs. LDRAX - 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% |
LDRAX SEI Institutional Investments Trust Long Duration Fund | -1.23% | 6.81% | -3.28% | 7.16% | -27.73% | -2.19% | 18.23% | 21.19% | -5.16% | 11.74% |
Returns By Period
In the year-to-date period, CAVAX achieves a -2.71% return, which is significantly lower than LDRAX's -1.23% return. Over the past 10 years, CAVAX has outperformed LDRAX with an annualized return of 11.01%, while LDRAX has yielded a comparatively lower 1.61% 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%
LDRAX
- 1D
- 0.17%
- 1M
- -3.19%
- YTD
- -1.23%
- 6M
- -1.82%
- 1Y
- 1.39%
- 3Y*
- 0.94%
- 5Y*
- -3.27%
- 10Y*
- 1.61%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CAVAX vs. LDRAX - Expense Ratio Comparison
CAVAX has a 0.86% expense ratio, which is higher than LDRAX's 0.14% expense ratio.
Return for Risk
CAVAX vs. LDRAX — Risk / Return Rank
CAVAX
LDRAX
CAVAX vs. LDRAX - 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 SEI Institutional Investments Trust Long Duration Fund (LDRAX). 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 | LDRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.23 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.39 | 0.37 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.05 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.50 | +0.80 |
Martin ratioReturn relative to average drawdown | 6.17 | 1.22 | +4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CAVAX | LDRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.23 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.26 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.14 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.13 | +0.50 |
Correlation
The correlation between CAVAX and LDRAX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CAVAX vs. LDRAX - Dividend Comparison
CAVAX's dividend yield for the trailing twelve months is around 6.92%, more than LDRAX's 4.72% 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% |
LDRAX SEI Institutional Investments Trust Long Duration Fund | 4.72% | 5.04% | 4.62% | 3.42% | 3.23% | 4.30% | 12.32% | 8.60% | 4.80% | 4.46% | 6.21% | 9.23% |
Drawdowns
CAVAX vs. LDRAX - Drawdown Comparison
The maximum CAVAX drawdown since its inception was -36.55%, roughly equal to the maximum LDRAX drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for CAVAX and LDRAX.
Loading graphics...
Drawdown Indicators
| CAVAX | LDRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.55% | -37.23% | +0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -6.13% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -36.35% | +9.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -37.23% | +0.68% |
Current DrawdownCurrent decline from peak | -6.09% | -23.78% | +17.69% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -12.31% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.48% | +0.09% |
Volatility
CAVAX vs. LDRAX - Volatility Comparison
SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a higher volatility of 5.19% compared to SEI Institutional Investments Trust Long Duration Fund (LDRAX) at 3.47%. This indicates that CAVAX's price experiences larger fluctuations and is considered to be riskier than LDRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CAVAX | LDRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 3.47% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 5.36% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 9.17% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 12.56% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 11.40% | +5.99% |