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CFVAX vs. SEIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFVAX vs. SEIMX - 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 Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). The values are adjusted to include any dividend payments, if applicable.

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CFVAX vs. SEIMX - 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%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
-0.43%5.10%1.52%5.02%-8.87%1.39%4.87%7.17%0.70%4.62%

Returns By Period

In the year-to-date period, CFVAX achieves a -0.46% return, which is significantly lower than SEIMX's -0.43% return. Over the past 10 years, CFVAX has underperformed SEIMX with an annualized return of 0.87%, while SEIMX has yielded a comparatively higher 1.83% 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%

SEIMX

1D
0.27%
1M
-2.30%
YTD
-0.43%
6M
0.79%
1Y
3.62%
3Y*
2.94%
5Y*
0.67%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFVAX vs. SEIMX - Expense Ratio Comparison

CFVAX has a 0.71% expense ratio, which is higher than SEIMX's 0.63% expense ratio.


Return for Risk

CFVAX vs. SEIMX — 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

SEIMX
SEIMX Risk / Return Rank: 4848
Overall Rank
SEIMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SEIMX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SEIMX Omega Ratio Rank: 7373
Omega Ratio Rank
SEIMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SEIMX Martin Ratio Rank: 3838
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. SEIMX - 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 Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). 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.


CFVAXSEIMXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.02

-0.25

Sortino ratio

Return per unit of downside risk

1.10

1.35

-0.25

Omega ratio

Gain probability vs. loss probability

1.14

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

1.33

1.22

+0.11

Martin ratio

Return relative to average drawdown

3.54

4.49

-0.95

CFVAX vs. SEIMX - Sharpe Ratio Comparison

The current CFVAX Sharpe Ratio is 0.77, which is comparable to the SEIMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CFVAX and SEIMX, 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


CFVAXSEIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.02

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.21

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.51

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.39

-1.18

Correlation

The correlation between CFVAX and SEIMX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CFVAX vs. SEIMX - Dividend Comparison

CFVAX's dividend yield for the trailing twelve months is around 3.46%, more than SEIMX's 3.00% yield.


TTM20252024202320222021202020192018201720162015
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%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
3.00%3.93%2.60%2.13%1.79%2.13%2.39%2.71%2.60%2.43%2.49%2.51%

Drawdowns

CFVAX vs. SEIMX - Drawdown Comparison

The maximum CFVAX drawdown since its inception was -21.41%, which is greater than SEIMX's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for CFVAX and SEIMX.


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Drawdown Indicators


CFVAXSEIMXDifference

Max Drawdown

Largest peak-to-trough decline

-21.41%

-13.27%

-8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-3.88%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-13.27%

-7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-21.41%

-13.27%

-8.14%

Current Drawdown

Current decline from peak

-8.74%

-2.47%

-6.27%

Average Drawdown

Average peak-to-trough decline

-6.31%

-1.49%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.05%

+0.06%

Volatility

CFVAX vs. SEIMX - Volatility Comparison

SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) has a higher volatility of 1.63% compared to SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) at 1.03%. This indicates that CFVAX's price experiences larger fluctuations and is considered to be riskier than SEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFVAXSEIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.03%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

1.51%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

3.92%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

3.23%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

3.63%

+1.63%