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CFVAX vs. SPINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CFVAX vs. SPINX

Last updated Apr 2, 2026

Compare and contrast key facts about SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) and SEI Institutional Investments Trust S&P 500 Index Fund (SPINX).

CFVAX is managed by SEI. It was launched on Apr 30, 2015. SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013.

Performance

CFVAX vs. SPINX - 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 Institutional Investments Trust S&P 500 Index Fund (SPINX). The values are adjusted to include any dividend payments, if applicable.

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CFVAX vs. SPINX - 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%
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund		-4.36%17.89%24.02%26.24%-18.27%28.62%18.35%31.42%-4.46%21.74%

Returns By Period

In the year-to-date period, CFVAX achieves a -0.46% return, which is significantly higher than SPINX's -4.36% return. Over the past 10 years, CFVAX has underperformed SPINX with an annualized return of 0.87%, while SPINX has yielded a comparatively higher 13.92% 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%

SPINX

1D
2.94%
1M
-5.04%
YTD
-4.36%
6M
-2.09%
1Y
17.35%
3Y*
17.98%
5Y*
11.54%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Catholic Values Trust Catholic Values Fixed Income Fund

SEI Institutional Investments Trust S&P 500 Index Fund

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Often compared with SPINX:
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CFVAX vs. SPINX - Expense Ratio Comparison

CFVAX has a 0.71% expense ratio, which is higher than SPINX's 0.12% expense ratio.

CFVAX
SEI Catholic Values Trust Catholic Values Fixed Income Fund
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund

Return for Risk

CFVAX vs. SPINX — 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
SPINX
SPINX Risk / Return Rank: 5656
Overall Rank
SPINX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPINX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPINX Omega Ratio Rank: 5353
Omega Ratio Rank
SPINX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPINX Martin Ratio Rank: 7272
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. SPINX - 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 S&P 500 Index Fund (SPINX). 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.

CFVAXSPINXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.97

-0.20

Sortino ratio

Return per unit of downside risk

1.10

1.49

-0.39

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

1.33

1.53

-0.20

Martin ratio

Return relative to average drawdown

3.54

7.30

-3.76

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CFVAX vs. SPINX - Sharpe Ratio Comparison

The current CFVAX Sharpe Ratio is 0.77, which is comparable to the SPINX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of CFVAX and SPINX, 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

CFVAXSPINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.97

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.52

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.67

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.65

-0.44

Correlation

The correlation between CFVAX and SPINX is 0.02, 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. SPINX - Dividend Comparison

CFVAX's dividend yield for the trailing twelve months is around 3.46%, less than SPINX's 12.44% 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%
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund		12.44%11.90%26.02%9.77%9.59%6.58%3.58%3.01%4.94%2.32%1.97%2.29%

Drawdowns

CFVAX vs. SPINX - Drawdown Comparison

The maximum CFVAX drawdown since its inception was -21.41%, smaller than the maximum SPINX drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for CFVAX and SPINX.

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Drawdown Indicators

CFVAXSPINXDifference

Max Drawdown

Largest peak-to-trough decline

-21.41%

-33.82%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-12.11%

+9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-32.91%

+11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-21.41%

-33.82%

+12.41%

Current Drawdown

Current decline from peak

-8.74%

-11.03%

+2.29%

Average Drawdown

Average peak-to-trough decline

-6.31%

-5.25%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

2.53%

-1.42%

Volatility

CFVAX vs. SPINX - Volatility Comparison

The current volatility for SEI Catholic Values Trust Catholic Values Fixed Income Fund (CFVAX) is 1.63%, while SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) has a volatility of 5.36%. This indicates that CFVAX experiences smaller price fluctuations and is considered to be less risky than SPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CFVAXSPINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

5.36%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

9.59%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

18.34%

-13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

22.50%

-16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

20.94%

-15.68%