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SEATX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEATX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

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SEATX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
-0.47%2.12%5.75%5.57%-13.10%4.00%6.20%10.58%0.56%8.54%
BCPIX
Brandes Core Plus Fixed Income Fund
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Returns By Period

In the year-to-date period, SEATX achieves a -0.47% return, which is significantly higher than BCPIX's -0.55% return. Over the past 10 years, SEATX has outperformed BCPIX with an annualized return of 2.77%, while BCPIX has yielded a comparatively lower 1.90% annualized return.


SEATX

1D
0.22%
1M
-2.62%
YTD
-0.47%
6M
0.21%
1Y
1.38%
3Y*
3.83%
5Y*
0.39%
10Y*
2.77%

BCPIX

1D
0.48%
1M
-2.11%
YTD
-0.55%
6M
0.36%
1Y
3.41%
3Y*
3.73%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEATX vs. BCPIX - Expense Ratio Comparison

SEATX has a 0.86% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

SEATX vs. BCPIX — Risk / Return Rank

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

SEATX
SEATX Risk / Return Rank: 1414
Overall Rank
SEATX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SEATX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SEATX Omega Ratio Rank: 1515
Omega Ratio Rank
SEATX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SEATX Martin Ratio Rank: 1414
Martin Ratio Rank

BCPIX
BCPIX Risk / Return Rank: 5353
Overall Rank
BCPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 3636
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 5252
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.

SEATX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.


SEATXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.99

-0.62

Sortino ratio

Return per unit of downside risk

0.51

1.44

-0.93

Omega ratio

Gain probability vs. loss probability

1.09

1.17

-0.08

Calmar ratio

Return relative to maximum drawdown

0.42

1.71

-1.29

Martin ratio

Return relative to average drawdown

1.26

5.12

-3.87

SEATX vs. BCPIX - Sharpe Ratio Comparison

The current SEATX Sharpe Ratio is 0.37, which is lower than the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SEATX and BCPIX, 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


SEATXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.99

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.18

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.46

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.33

+0.49

Correlation

The correlation between SEATX and BCPIX is 0.43, 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

SEATX vs. BCPIX - Dividend Comparison

SEATX's dividend yield for the trailing twelve months is around 4.17%, more than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
4.17%4.52%4.63%3.38%3.16%3.37%4.28%5.63%4.76%4.65%4.10%4.25%
BCPIX
Brandes Core Plus Fixed Income Fund
4.10%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

Drawdowns

SEATX vs. BCPIX - Drawdown Comparison

The maximum SEATX drawdown since its inception was -28.46%, which is greater than BCPIX's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for SEATX and BCPIX.


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Drawdown Indicators


SEATXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.46%

-22.43%

-6.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.65%

-2.58%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-15.19%

-2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-17.71%

-15.19%

-2.52%

Current Drawdown

Current decline from peak

-2.62%

-2.11%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.52%

-4.28%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

0.86%

+0.70%

Volatility

SEATX vs. BCPIX - Volatility Comparison

The current volatility for SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) is 1.08%, while Brandes Core Plus Fixed Income Fund (BCPIX) has a volatility of 1.42%. This indicates that SEATX experiences smaller price fluctuations and is considered to be less risky than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEATXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.42%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

2.36%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

3.97%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

5.06%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

4.16%

+0.38%