SCPAX vs. SEITX

Last updated Jun 23, 2026

SCPAX (SEI Institutional Investments Trust Large Cap Disciplined Equity Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both mutual funds - SCPAX is a Large Cap Blend Equities fund managed by SEI, while SEITX is a Foreign Large Cap Equities fund managed by SEI. Over the past 10 years, SCPAX returned 14.18%/yr vs 9.88%/yr for SEITX. A 0.69 correlation means they provide meaningful diversification when combined. SCPAX charges 0.47%/yr vs 1.08%/yr for SEITX.

Performance

SCPAX vs. SEITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) and SEI Institutional International Trust International Equity Fund (SEITX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SCPAX having a 10.54% return and SEITX slightly higher at 10.89%. Over the past 10 years, SCPAX has outperformed SEITX with an annualized return of 14.18%, while SEITX has yielded a comparatively lower 9.88% annualized return.

SCPAX

• 1D: 0.85%
• 1M: 0.59%
• YTD: 10.54%
• 6M: 10.26%
• 1Y: 27.48%
• 3Y*: 20.93%
• 5Y*: 14.16%
• 10Y*: 14.18%

SEITX

• 1D: -0.07%
• 1M: 1.27%
• YTD: 10.89%
• 6M: 11.04%
• 1Y: 27.01%
• 3Y*: 18.86%
• 5Y*: 10.30%
• 10Y*: 9.88%

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

SCPAX vs. SEITX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund	10.54%	17.63%	23.52%	23.34%	-15.28%	30.28%	11.94%	27.89%	-7.38%	19.78%
SEITX SEI Institutional International Trust International Equity Fund	10.89%	36.91%	6.71%	18.14%	-15.97%	10.09%	11.37%	22.42%	-16.71%	26.66%

Correlation

The correlation between SCPAX and SEITX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004	0.69

The correlation between SCPAX and SEITX shifts across timeframes, from 0.59 (3 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SCPAX vs. SEITX — Risk / Return Rank

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

SCPAX

SCPAX Risk / Return Rank: 77
SCPAX Sharpe Ratio Rank: 77
SCPAX Sortino Ratio Rank: 72
SCPAX Omega Ratio Rank: 70
SCPAX Calmar Ratio Rank: 77
SCPAX Martin Ratio Rank: 88

SEITX

SEITX Risk / Return Rank: 50
SEITX Sharpe Ratio Rank: 53
SEITX Sortino Ratio Rank: 53
SEITX Omega Ratio Rank: 51
SEITX Calmar Ratio Rank: 46
SEITX Martin Ratio Rank: 47

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.

SCPAX vs. SEITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) and SEI Institutional International Trust International Equity Fund (SEITX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCPAX	SEITX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.97	+0.38
Sortino ratio: Return per unit of downside risk	3.21	2.81	+0.40
Omega ratio: Gain probability vs. loss probability	1.42	1.36	+0.06
Calmar ratio: Return relative to maximum drawdown	3.31	2.48	+0.83
Martin ratio: Return relative to average drawdown	15.54	9.19	+6.35

SCPAX vs. SEITX - Sharpe Ratio Comparison

The current SCPAX Sharpe Ratio is 2.35, which is comparable to the SEITX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SCPAX and SEITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCPAX vs. SEITX - Drawdown Comparison

The maximum SCPAX drawdown since its inception was -62.45%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for SCPAX and SEITX.

Drawdown Indicators

	SCPAX	SEITX	Difference
Max Drawdown Largest peak-to-trough decline	-62.45%	-66.98%	+4.53%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-11.23%	+2.92%
Max Drawdown (3Y) Largest decline over 3 years	-26.22%	-14.42%	-11.80%
Max Drawdown (5Y) Largest decline over 5 years	-38.69%	-30.60%	-8.09%
Max Drawdown (10Y) Largest decline over 10 years	-38.69%	-38.19%	-0.50%
Current Drawdown Current decline from peak	-1.09%	-0.42%	-0.67%
Average Drawdown Average peak-to-trough decline	-12.35%	-17.81%	+5.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	3.00%	-1.24%

Volatility

SCPAX vs. SEITX - Volatility Comparison

SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) has a higher volatility of 4.26% compared to SEI Institutional International Trust International Equity Fund (SEITX) at 3.87%. This indicates that SCPAX's price experiences larger fluctuations and is considered to be riskier than SEITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCPAX	SEITX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	3.87%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	9.34%	11.56%	-2.22%
Volatility (1Y) Calculated over the trailing 1-year period	11.71%	14.16%	-2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.80%	15.99%	+8.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.22%	16.47%	+5.75%

SCPAX vs. SEITX - Expense Ratio Comparison

SCPAX has a 0.47% expense ratio, which is lower than SEITX's 1.08% expense ratio.

Dividends

SCPAX vs. SEITX - Dividend Comparison

SCPAX's dividend yield for the trailing twelve months is around 13.60%, less than SEITX's 15.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund	13.60%	15.03%	21.17%	3.99%	5.69%	31.78%	8.75%	13.15%	33.17%	14.67%	5.33%	15.69%
SEITX SEI Institutional International Trust International Equity Fund	15.15%	16.80%	12.15%	2.04%	1.82%	14.32%	0.98%	1.73%	1.60%	1.30%	1.17%	1.01%

Frequently Asked Questions

Can I hold both SCPAX and SEITX in my portfolio?

SCPAX and SEITX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCPAX or SEITX?

SCPAX has higher volatility (4.26%) compared to SEITX (3.87%). In terms of maximum drawdown, SCPAX dropped -62.45% vs SEITX's -66.98%.

Which has better risk-adjusted returns?

SCPAX currently has the higher Sharpe Ratio (2.35 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.