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CAVAX vs. SEIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CAVAX vs. SEIAX

Last updated Apr 3, 2026

Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX).

CAVAX is managed by SEI. It was launched on Apr 30, 2015. SEIAX is managed by SEI. It was launched on Jul 28, 2011.

Performance

CAVAX vs. SEIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX). The values are adjusted to include any dividend payments, if applicable.

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CAVAX vs. SEIAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CAVAX
SEI Catholic Values Trust Catholic Values Equity Fund		-1.95%15.45%16.72%21.33%-18.51%20.57%17.33%26.63%-10.24%23.69%
SEIAX
SEI Institutional Investments Trust Multi-Asset Real Return Fund		8.37%8.50%4.74%-1.01%9.20%11.41%-0.51%6.33%-2.93%-1.12%

Returns By Period

In the year-to-date period, CAVAX achieves a -1.95% return, which is significantly lower than SEIAX's 8.37% return. Over the past 10 years, CAVAX has outperformed SEIAX with an annualized return of 11.10%, while SEIAX has yielded a comparatively lower 4.57% annualized return.

CAVAX

1D
0.79%
1M
-3.15%
YTD
-1.95%
6M
0.23%
1Y
15.11%
3Y*
14.45%
5Y*
7.75%
10Y*
11.10%

SEIAX

1D
-0.50%
1M
1.26%
YTD
8.37%
6M
10.36%
1Y
10.80%
3Y*
7.51%
5Y*
7.34%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Catholic Values Trust Catholic Values Equity Fund

SEI Institutional Investments Trust Multi-Asset Real Return Fund

Often compared with CAVAX:
CAVAX vs. FTECCAVAX vs. SICIXCAVAX vs. LDRAXCAVAX vs. SUMAXCAVAX vs. SEPAXCAVAX vs. SIEMXCAVAX vs. SMQFX
Often compared with SEIAX:
SEIAX vs. VTSPXSEIAX vs. BKIPXSEIAX vs. DFAAXSEIAX vs. FFNYXSEIAX vs. DIPSXSEIAX vs. VTIPXSEIAX vs. FSTZX

CAVAX vs. SEIAX - Expense Ratio Comparison

CAVAX has a 0.86% expense ratio, which is higher than SEIAX's 0.21% expense ratio.

CAVAX
SEI Catholic Values Trust Catholic Values Equity Fund
SEIAX
SEI Institutional Investments Trust Multi-Asset Real Return Fund

Return for Risk

CAVAX vs. SEIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAVAX
CAVAX Risk / Return Rank: 4141
Overall Rank
CAVAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CAVAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CAVAX Omega Ratio Rank: 3939
Omega Ratio Rank
CAVAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CAVAX Martin Ratio Rank: 5252
Martin Ratio Rank
SEIAX
SEIAX Risk / Return Rank: 9090
Overall Rank
SEIAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SEIAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SEIAX Omega Ratio Rank: 8787
Omega Ratio Rank
SEIAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SEIAX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAVAX vs. SEIAX - 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 Multi-Asset Real Return Fund (SEIAX). 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.

CAVAXSEIAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.06

-1.13

Sortino ratio

Return per unit of downside risk

1.42

2.91

-1.49

Omega ratio

Gain probability vs. loss probability

1.21

1.40

-0.19

Calmar ratio

Return relative to maximum drawdown

1.34

3.61

-2.27

Martin ratio

Return relative to average drawdown

6.35

10.07

-3.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAVAX vs. SEIAX - Sharpe Ratio Comparison

The current CAVAX Sharpe Ratio is 0.93, which is lower than the SEIAX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CAVAX and SEIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CAVAXSEIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.06

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.33

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.88

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.46

+0.17

Correlation

The correlation between CAVAX and SEIAX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CAVAX vs. SEIAX - Dividend Comparison

CAVAX's dividend yield for the trailing twelve months is around 6.87%, more than SEIAX's 2.71% yield.

TTM20252024202320222021202020192018201720162015
CAVAX
SEI Catholic Values Trust Catholic Values Equity Fund		6.87%6.73%7.01%1.29%3.67%16.58%2.98%2.80%5.66%0.71%0.99%0.00%
SEIAX
SEI Institutional Investments Trust Multi-Asset Real Return Fund		2.71%2.94%5.16%3.77%13.78%10.42%2.34%2.13%3.63%1.57%1.73%1.01%

Drawdowns

CAVAX vs. SEIAX - Drawdown Comparison

The maximum CAVAX drawdown since its inception was -36.55%, which is greater than SEIAX's maximum drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for CAVAX and SEIAX.

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Drawdown Indicators

CAVAXSEIAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-20.97%

-15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-2.82%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.51%

-7.67%

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.55%

-13.20%

-23.35%

Current Drawdown

Current decline from peak

-5.35%

-0.86%

-4.49%

Average Drawdown

Average peak-to-trough decline

-5.13%

-7.16%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.06%

+1.53%

Volatility

CAVAX vs. SEIAX - Volatility Comparison

SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a higher volatility of 5.14% compared to SEI Institutional Investments Trust Multi-Asset Real Return Fund (SEIAX) at 2.18%. This indicates that CAVAX's price experiences larger fluctuations and is considered to be riskier than SEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CAVAXSEIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

2.18%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

3.97%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

5.27%

+12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

5.53%

+10.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

5.19%

+12.20%