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CFVAX vs. CAVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFVAX vs. CAVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX). The values are adjusted to include any dividend payments, if applicable.

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CFVAX vs. CAVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFVAX
SEI Catholic Values Trust Catholic Values Fixed Income Fund
-0.46%6.89%-0.30%4.27%-15.80%-2.01%8.02%8.87%-0.82%3.33%
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%

Returns By Period

In the year-to-date period, CFVAX achieves a -0.46% return, which is significantly higher than CAVAX's -2.71% return. Over the past 10 years, CFVAX has underperformed CAVAX with an annualized return of 0.87%, while CAVAX has yielded a comparatively higher 11.01% annualized return.


CFVAX

1D
0.12%
1M
-1.81%
YTD
-0.46%
6M
0.14%
1Y
3.15%
3Y*
2.37%
5Y*
-1.13%
10Y*
0.87%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFVAX vs. CAVAX - Expense Ratio Comparison

CFVAX has a 0.71% expense ratio, which is lower than CAVAX's 0.86% expense ratio.


Return for Risk

CFVAX vs. CAVAX — Risk / Return Rank

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

CFVAX
CFVAX Risk / Return Rank: 2929
Overall Rank
CFVAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CFVAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
CFVAX Omega Ratio Rank: 1919
Omega Ratio Rank
CFVAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CFVAX Martin Ratio Rank: 2828
Martin Ratio Rank

CAVAX
CAVAX Risk / Return Rank: 4545
Overall Rank
CAVAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CAVAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
CAVAX Omega Ratio Rank: 4242
Omega Ratio Rank
CAVAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CAVAX Martin Ratio Rank: 5959
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.

CFVAX vs. CAVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX). 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.


CFVAXCAVAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.90

-0.14

Sortino ratio

Return per unit of downside risk

1.10

1.39

-0.29

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

1.33

1.29

+0.03

Martin ratio

Return relative to average drawdown

3.54

6.17

-2.62

CFVAX vs. CAVAX - Sharpe Ratio Comparison

The current CFVAX Sharpe Ratio is 0.77, which is comparable to the CAVAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CFVAX and CAVAX, 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


CFVAXCAVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.90

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.47

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.64

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.62

-0.42

Correlation

The correlation between CFVAX and CAVAX is 0.01, 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

CFVAX vs. CAVAX - Dividend Comparison

CFVAX's dividend yield for the trailing twelve months is around 3.46%, less than CAVAX's 6.92% yield.


TTM2025202420232022202120202019201820172016
CFVAX
SEI Catholic Values Trust Catholic Values Fixed Income Fund
3.46%3.73%2.63%1.62%1.41%1.70%3.91%2.97%2.42%1.66%0.33%
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%

Drawdowns

CFVAX vs. CAVAX - Drawdown Comparison

The maximum CFVAX drawdown since its inception was -21.41%, smaller than the maximum CAVAX drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for CFVAX and CAVAX.


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Drawdown Indicators


CFVAXCAVAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.41%

-36.55%

+15.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-12.26%

+9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-26.51%

+5.39%

Max Drawdown (10Y)

Largest decline over 10 years

-21.41%

-36.55%

+15.14%

Current Drawdown

Current decline from peak

-8.74%

-6.09%

-2.65%

Average Drawdown

Average peak-to-trough decline

-6.31%

-5.13%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

2.57%

-1.46%

Volatility

CFVAX vs. CAVAX - Volatility Comparison

The current volatility for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) is 1.63%, while SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a volatility of 5.19%. This indicates that CFVAX experiences smaller price fluctuations and is considered to be less risky than CAVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFVAXCAVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

5.19%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

9.32%

-6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

17.27%

-12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

16.06%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

17.39%

-12.13%