CAVAX vs. SLCAX
Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and SEI Institutional Investments Trust Large Cap Fund (SLCAX).
CAVAX is managed by SEI. It was launched on Apr 30, 2015. SLCAX is managed by SEI. It was launched on Jun 14, 1996.
Performance
CAVAX vs. SLCAX - Performance Comparison
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CAVAX vs. SLCAX - 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% |
SLCAX SEI Institutional Investments Trust Large Cap Fund | -2.55% | 17.94% | 20.89% | 18.93% | -14.21% | 26.47% | 11.66% | 28.06% | -6.91% | 20.99% |
Returns By Period
In the year-to-date period, CAVAX achieves a -2.71% return, which is significantly lower than SLCAX's -2.55% return. Over the past 10 years, CAVAX has underperformed SLCAX with an annualized return of 11.01%, while SLCAX has yielded a comparatively higher 12.05% 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%
SLCAX
- 1D
- 2.77%
- 1M
- -4.82%
- YTD
- -2.55%
- 6M
- -0.26%
- 1Y
- 17.97%
- 3Y*
- 16.66%
- 5Y*
- 10.24%
- 10Y*
- 12.05%
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CAVAX vs. SLCAX - Expense Ratio Comparison
CAVAX has a 0.86% expense ratio, which is higher than SLCAX's 0.47% expense ratio.
Return for Risk
CAVAX vs. SLCAX — Risk / Return Rank
CAVAX
SLCAX
CAVAX vs. SLCAX - 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 Large Cap Fund (SLCAX). 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 | SLCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.09 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.63 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.65 | -0.35 |
Martin ratioReturn relative to average drawdown | 6.17 | 7.87 | -1.70 |
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 | SLCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.09 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.49 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.41 | +0.21 |
Correlation
The correlation between CAVAX and SLCAX is 0.97, 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. SLCAX - Dividend Comparison
CAVAX's dividend yield for the trailing twelve months is around 6.92%, less than SLCAX's 38.45% 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% |
SLCAX SEI Institutional Investments Trust Large Cap Fund | 38.45% | 37.47% | 12.36% | 7.46% | 13.40% | 20.97% | 6.89% | 11.19% | 31.44% | 23.33% | 5.33% | 17.76% |
Drawdowns
CAVAX vs. SLCAX - Drawdown Comparison
The maximum CAVAX drawdown since its inception was -36.55%, smaller than the maximum SLCAX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for CAVAX and SLCAX.
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Drawdown Indicators
| CAVAX | SLCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.55% | -56.24% | +19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.56% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -33.95% | +7.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -35.87% | -0.68% |
Current DrawdownCurrent decline from peak | -6.09% | -5.53% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -10.66% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.42% | +0.15% |
Volatility
CAVAX vs. SLCAX - Volatility Comparison
SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) and SEI Institutional Investments Trust Large Cap Fund (SLCAX) have volatilities of 5.19% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAVAX | SLCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.13% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 8.97% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 16.85% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 20.81% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 20.11% | -2.72% |