CFVAX vs. SDLAX
Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX).
CFVAX is managed by SEI. It was launched on Apr 30, 2015. SDLAX is managed by SEI. It was launched on Jul 30, 2010.
Performance
CFVAX vs. SDLAX - Performance Comparison
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CFVAX vs. SDLAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | -5.23% | 20.37% | 24.23% | 22.00% | -16.10% | 31.43% | 20.70% | 27.68% | -7.77% | 19.77% |
Returns By Period
In the year-to-date period, CFVAX achieves a -0.46% return, which is significantly higher than SDLAX's -5.23% return. Over the past 10 years, CFVAX has underperformed SDLAX with an annualized return of 0.87%, while SDLAX has yielded a comparatively higher 13.80% 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%
SDLAX
- 1D
- 3.13%
- 1M
- -5.77%
- YTD
- -5.23%
- 6M
- -2.73%
- 1Y
- 17.58%
- 3Y*
- 17.60%
- 5Y*
- 11.86%
- 10Y*
- 13.80%
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CFVAX vs. SDLAX - Expense Ratio Comparison
CFVAX has a 0.71% expense ratio, which is higher than SDLAX's 0.67% expense ratio.
Return for Risk
CFVAX vs. SDLAX — Risk / Return Rank
CFVAX
SDLAX
CFVAX vs. SDLAX - 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 Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX). 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.
| CFVAX | SDLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.93 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.40 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.47 | -0.14 |
Martin ratioReturn relative to average drawdown | 3.54 | 6.80 | -3.26 |
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
| CFVAX | SDLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.93 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.46 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.61 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.64 | -0.44 |
Correlation
The correlation between CFVAX and SDLAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CFVAX vs. SDLAX - Dividend Comparison
CFVAX's dividend yield for the trailing twelve months is around 3.46%, less than SDLAX's 14.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SDLAX SEI Institutional Investments Trust Dynamic Asset Allocation Fund | 14.57% | 13.81% | 32.97% | 12.32% | 14.88% | 17.50% | 12.09% | 12.85% | 1.86% | 3.79% | 1.60% | 6.89% |
Drawdowns
CFVAX vs. SDLAX - Drawdown Comparison
The maximum CFVAX drawdown since its inception was -21.41%, smaller than the maximum SDLAX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for CFVAX and SDLAX.
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Drawdown Indicators
| CFVAX | SDLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.41% | -35.25% | +13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -12.43% | +9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -35.25% | +14.13% |
Max Drawdown (10Y)Largest decline over 10 years | -21.41% | -35.25% | +13.84% |
Current DrawdownCurrent decline from peak | -8.74% | -13.70% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -5.75% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 2.68% | -1.57% |
Volatility
CFVAX vs. SDLAX - Volatility Comparison
The current volatility for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) is 1.63%, while SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) has a volatility of 6.07%. This indicates that CFVAX experiences smaller price fluctuations and is considered to be less risky than SDLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFVAX | SDLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 6.07% | -4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 9.97% | -7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 18.96% | -14.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 26.02% | -19.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 22.68% | -17.42% |