LDRAX vs. CAVAX

Last updated Apr 2, 2026

Compare and contrast key facts about SEI Institutional Investments Trust Long Duration Fund (LDRAX) and SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX).

LDRAX is managed by SEI. It was launched on Apr 20, 2004. CAVAX is managed by SEI. It was launched on Apr 30, 2015.

Performance

LDRAX vs. CAVAX - Performance Comparison

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

LDRAX vs. CAVAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LDRAX SEI Institutional Investments Trust Long Duration Fund	-1.23%	6.81%	-3.28%	7.16%	-27.73%	-2.19%	18.23%	21.19%	-5.16%	11.74%
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, LDRAX achieves a -1.23% return, which is significantly higher than CAVAX's -2.71% return. Over the past 10 years, LDRAX has underperformed CAVAX with an annualized return of 1.61%, while CAVAX has yielded a comparatively higher 11.01% annualized return.

LDRAX

• 1D: 0.17%
• 1M: -3.19%
• YTD: -1.23%
• 6M: -1.82%
• 1Y: 1.39%
• 3Y*: 0.94%
• 5Y*: -3.27%
• 10Y*: 1.61%

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)

LDRAX vs. CAVAX - Expense Ratio Comparison

LDRAX has a 0.14% expense ratio, which is lower than CAVAX's 0.86% expense ratio.

CAVAX

SEI Catholic Values Trust Catholic Values Equity Fund

LDRAX

SEI Institutional Investments Trust Long Duration Fund

Return for Risk

LDRAX vs. CAVAX — Risk / Return Rank

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

LDRAX

LDRAX Risk / Return Rank: 8
LDRAX Sharpe Ratio Rank: 7
LDRAX Sortino Ratio Rank: 6
LDRAX Omega Ratio Rank: 6
LDRAX Calmar Ratio Rank: 12
LDRAX Martin Ratio Rank: 10

CAVAX

CAVAX Risk / Return Rank: 45
CAVAX Sharpe Ratio Rank: 39
CAVAX Sortino Ratio Rank: 42
CAVAX Omega Ratio Rank: 42
CAVAX Calmar Ratio Rank: 46
CAVAX Martin Ratio Rank: 59

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.

LDRAX vs. CAVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Long Duration Fund (LDRAX) 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.

	LDRAX	CAVAX	Difference
Sharpe ratio Return per unit of total volatility	0.23	0.90	-0.68
Sortino ratio Return per unit of downside risk	0.37	1.39	-1.02
Omega ratio Gain probability vs. loss probability	1.05	1.20	-0.16
Calmar ratio Return relative to maximum drawdown	0.50	1.29	-0.80
Martin ratio Return relative to average drawdown	1.22	6.17	-4.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDRAX vs. CAVAX - Sharpe Ratio Comparison

The current LDRAX Sharpe Ratio is 0.23, which is lower than the CAVAX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LDRAX 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.

Sharpe Ratios by Period

	LDRAX	CAVAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	0.90	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.47	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.64	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.62	-0.50

Correlation

The correlation between LDRAX and CAVAX is -0.04. 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

LDRAX vs. CAVAX - Dividend Comparison

LDRAX's dividend yield for the trailing twelve months is around 4.72%, less than CAVAX's 6.92% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LDRAX SEI Institutional Investments Trust Long Duration Fund	4.72%	5.04%	4.62%	3.42%	3.23%	4.30%	12.32%	8.60%	4.80%	4.46%	6.21%	9.23%
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%

Drawdowns

LDRAX vs. CAVAX - Drawdown Comparison

The maximum LDRAX drawdown since its inception was -37.23%, roughly equal to the maximum CAVAX drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for LDRAX and CAVAX.

Drawdown Indicators

	LDRAX	CAVAX	Difference
Max Drawdown Largest peak-to-trough decline	-37.23%	-36.55%	-0.68%
Max Drawdown (1Y) Largest decline over 1 year	-6.13%	-12.26%	+6.13%
Max Drawdown (5Y) Largest decline over 5 years	-36.35%	-26.51%	-9.84%
Max Drawdown (10Y) Largest decline over 10 years	-37.23%	-36.55%	-0.68%
Current Drawdown Current decline from peak	-23.78%	-6.09%	-17.69%
Average Drawdown Average peak-to-trough decline	-12.31%	-5.13%	-7.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	2.57%	-0.09%

Volatility

LDRAX vs. CAVAX - Volatility Comparison

The current volatility for SEI Institutional Investments Trust Long Duration Fund (LDRAX) is 3.47%, while SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a volatility of 5.19%. This indicates that LDRAX 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.

Volatility by Period

	LDRAX	CAVAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	5.19%	-1.72%
Volatility (6M) Calculated over the trailing 6-month period	5.36%	9.32%	-3.96%
Volatility (1Y) Calculated over the trailing 1-year period	9.17%	17.27%	-8.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.56%	16.06%	-3.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.40%	17.39%	-5.99%