CAVAX vs. SGOIX
Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and First Eagle Overseas Fund Class I (SGOIX).
CAVAX is managed by SEI. It was launched on Apr 30, 2015. SGOIX is managed by First Eagle.
Performance
CAVAX vs. SGOIX - Performance Comparison
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CAVAX vs. SGOIX - 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% |
SGOIX First Eagle Overseas Fund Class I | 3.80% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Returns By Period
In the year-to-date period, CAVAX achieves a -2.71% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, CAVAX has outperformed SGOIX with an annualized return of 11.01%, while SGOIX has yielded a comparatively lower 8.31% 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%
SGOIX
- 1D
- 2.33%
- 1M
- -7.69%
- YTD
- 3.80%
- 6M
- 9.66%
- 1Y
- 29.85%
- 3Y*
- 16.77%
- 5Y*
- 10.05%
- 10Y*
- 8.31%
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CAVAX vs. SGOIX - Expense Ratio Comparison
CAVAX has a 0.86% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
CAVAX vs. SGOIX — Risk / Return Rank
CAVAX
SGOIX
CAVAX vs. SGOIX - 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 First Eagle Overseas Fund Class I (SGOIX). 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 | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 2.21 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.39 | 2.80 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.44 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.59 | -1.29 |
Martin ratioReturn relative to average drawdown | 6.17 | 10.79 | -4.63 |
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 | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.21 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.86 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.73 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.88 | -0.25 |
Correlation
The correlation between CAVAX and SGOIX is 0.74, 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. SGOIX - Dividend Comparison
CAVAX's dividend yield for the trailing twelve months is around 6.92%, less than SGOIX's 8.15% 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% |
SGOIX First Eagle Overseas Fund Class I | 8.15% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
CAVAX vs. SGOIX - Drawdown Comparison
The maximum CAVAX drawdown since its inception was -36.55%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for CAVAX and SGOIX.
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Drawdown Indicators
| CAVAX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.55% | -35.54% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.35% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -21.39% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -24.79% | -11.76% |
Current DrawdownCurrent decline from peak | -6.09% | -8.91% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -4.57% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.72% | -0.15% |
Volatility
CAVAX vs. SGOIX - Volatility Comparison
The current volatility for SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) is 5.19%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that CAVAX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAVAX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 6.40% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.85% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 13.64% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 11.77% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 11.37% | +6.02% |