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CAVAX vs. SEITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAVAX vs. SEITX - 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 International Trust International Equity Fund (SEITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAVAX achieves a 9.85% return, which is significantly lower than SEITX's 10.73% return. Over the past 10 years, CAVAX has outperformed SEITX with an annualized return of 12.15%, while SEITX has yielded a comparatively lower 9.76% annualized return.


CAVAX

1D
0.49%
1M
4.43%
YTD
9.85%
6M
10.48%
1Y
22.45%
3Y*
18.11%
5Y*
9.18%
10Y*
12.15%

SEITX

1D
0.42%
1M
3.84%
YTD
10.73%
6M
13.37%
1Y
26.36%
3Y*
20.19%
5Y*
9.73%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAVAX vs. SEITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAVAX
SEI Catholic Values Trust Catholic Values Equity Fund
9.85%15.45%16.72%21.33%-18.51%20.57%17.33%26.63%-10.24%23.69%
SEITX
SEI Institutional International Trust International Equity Fund
10.73%36.91%6.71%18.14%-15.97%10.09%11.37%22.42%-16.71%26.66%

Correlation

The correlation between CAVAX and SEITX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.77

The correlation between CAVAX and SEITX has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

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Return for Risk

CAVAX vs. SEITX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAVAX
CAVAX Risk / Return Rank: 4848
Overall Rank
CAVAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CAVAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CAVAX Omega Ratio Rank: 4343
Omega Ratio Rank
CAVAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CAVAX Martin Ratio Rank: 5858
Martin Ratio Rank

SEITX
SEITX Risk / Return Rank: 4141
Overall Rank
SEITX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SEITX Sortino Ratio Rank: 4242
Sortino Ratio Rank
SEITX Omega Ratio Rank: 4141
Omega Ratio Rank
SEITX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SEITX Martin Ratio Rank: 4141
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. SEITX - 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 International Trust International Equity Fund (SEITX). 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.


CAVAXSEITXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.74

2.37

+0.37

Martin ratioReturn relative to average drawdown

11.65

8.82

+2.83

CAVAX vs. SEITX - Sharpe Ratio Comparison

The current CAVAX Sharpe Ratio is 1.97, which is comparable to the SEITX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of CAVAX and SEITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CAVAXSEITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.91

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.62

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.60

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.28

+0.41

Drawdowns

CAVAX vs. SEITX - Drawdown Comparison

The maximum CAVAX drawdown since its inception was -36.55%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for CAVAX and SEITX.


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Drawdown Indicators


CAVAXSEITXDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-66.98%

+30.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-11.23%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.95%

-14.42%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.51%

-30.60%

+4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.55%

-38.19%

+1.64%

Current Drawdown

Current decline from peak

0.00%

-0.55%

+0.55%

Average Drawdown

Average peak-to-trough decline

-5.06%

-17.83%

+12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.97%

-0.98%

Volatility

CAVAX vs. SEITX - Volatility Comparison

The current volatility for SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) is 2.91%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.94%. This indicates that CAVAX experiences smaller price fluctuations and is considered to be less risky than SEITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAVAXSEITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

3.94%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

11.24%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

14.05%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

15.96%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

16.50%

+0.89%

CAVAX vs. SEITX - Expense Ratio Comparison

CAVAX has a 0.86% expense ratio, which is lower than SEITX's 1.08% expense ratio.


Dividends

CAVAX vs. SEITX - Dividend Comparison

CAVAX's dividend yield for the trailing twelve months is around 6.13%, less than SEITX's 15.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CAVAX
SEI Catholic Values Trust Catholic Values Equity Fund
6.13%6.73%7.01%1.29%3.67%16.58%2.98%2.80%5.66%0.71%0.99%0.00%
SEITX
SEI Institutional International Trust International Equity Fund
15.17%16.80%12.15%2.04%1.82%14.32%0.98%1.73%1.60%1.30%1.17%1.01%

Frequently Asked Questions


CAVAX and SEITX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEITX has higher volatility (3.94%) compared to CAVAX (2.91%). In terms of maximum drawdown, CAVAX dropped -36.55% vs SEITX's -66.98%.

CAVAX currently has the higher Sharpe Ratio (1.97 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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