SCPAX vs. SEITX
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 13.76%/yr vs 10.15%/yr for SEITX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. SCPAX charges 0.47%/yr vs 1.08%/yr for SEITX.
Performance
SCPAX vs. SEITX - Performance Comparison
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Returns By Period
In the year-to-date period, SCPAX achieves a 11.85% return, which is significantly lower than SEITX's 14.29% return. Over the past 10 years, SCPAX has outperformed SEITX with an annualized return of 13.76%, while SEITX has yielded a comparatively lower 10.15% annualized return.
SCPAX
- 1D
- 1.44%
- 1M
- 1.01%
- 6M
- 9.60%
- YTD
- 11.85%
- 1Y
- 23.90%
- 3Y*
- 19.74%
- 5Y*
- 13.20%
- 10Y*
- 13.76%
- ALL TIME*
- 8.62%
SEITX
- 1D
- 2.35%
- 1M
- 3.06%
- 6M
- 8.03%
- YTD
- 14.29%
- 1Y
- 29.44%
- 3Y*
- 19.20%
- 5Y*
- 10.79%
- 10Y*
- 10.15%
- ALL TIME*
- 4.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 11.85% | 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 | 14.29% | 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 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
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 0.60 (3 years) to 0.74 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCPAX vs. SEITX — Risk / Return Rank
SCPAX
SEITX
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 ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.52 | +0.15 |
| Martin ratioReturn relative to average drawdown | 12.17 | 9.39 | +2.78 |
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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.
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Drawdown Indicators
| SCPAX | SEITX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.83% | 0.00% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -12.29% | -17.76% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.01% | -1.20% |
Volatility
SCPAX vs. SEITX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) is 3.19%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.99%. This indicates that SCPAX experiences smaller price fluctuations and is considered to be less risky than SEITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCPAX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.99% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 11.94% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 14.29% | -2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.79% | 16.02% | +8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.18% | 16.24% | +5.94% |
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 13.44%, less than SEITX's 14.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund | 13.44% | 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 | 14.70% | 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
SCPAX and SEITX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.99%) compared to SCPAX (3.19%). In terms of maximum drawdown, SCPAX dropped -62.45% vs SEITX's -66.98%.
SEITX currently has the higher Sharpe Ratio (1.98 vs 1.84), 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.
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