SEFIX vs. CAVAX
SEFIX (SEI Institutional International Trust International Fixed Income Fund) and CAVAX (SEI Catholic Values Trust Catholic Values Equity Fund) are both mutual funds - SEFIX is a Global Bonds fund managed by SEI, while CAVAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, SEFIX returned 10.27%/yr vs 11.97%/yr for CAVAX. Their 0.06 correlation means their historical movements had little consistent relationship. SEFIX charges 1.02%/yr vs 0.86%/yr for CAVAX.
Performance
SEFIX vs. CAVAX - Performance Comparison
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Returns By Period
In the year-to-date period, SEFIX achieves a -0.34% return, which is significantly lower than CAVAX's 10.38% return. Over the past 10 years, SEFIX has underperformed CAVAX with an annualized return of 10.27%, while CAVAX has yielded a comparatively higher 11.97% annualized return.
SEFIX
- 1D
- 0.00%
- 1M
- -0.56%
- 6M
- -0.67%
- YTD
- -0.34%
- 1Y
- 0.42%
- 3Y*
- 3.09%
- 5Y*
- 19.01%
- 10Y*
- 10.27%
- ALL TIME*
- 5.81%
CAVAX
- 1D
- 0.21%
- 1M
- 2.30%
- 6M
- 7.28%
- YTD
- 10.38%
- 1Y
- 20.16%
- 3Y*
- 15.78%
- 5Y*
- 8.96%
- 10Y*
- 11.97%
- ALL TIME*
- 11.84%
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 |
SEFIX vs. CAVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEFIX SEI Institutional International Trust International Fixed Income Fund | -0.34% | 2.79% | 2.53% | 7.13% | -9.22% | 132.40% | 2.95% | 6.55% | 1.93% | 1.79% |
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | 10.38% | 15.45% | 16.72% | 21.33% | -18.51% | 20.57% | 17.33% | 26.63% | -10.24% | 23.69% |
Correlation
The correlation between SEFIX and CAVAX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.06 |
Over the past year, SEFIX and CAVAX have become more correlated (0.36) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
SEFIX vs. CAVAX — Risk / Return Rank
SEFIX
CAVAX
SEFIX vs. CAVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Fixed Income Fund (SEFIX) 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.
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.
| SEFIX | CAVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 2.20 | -1.97 |
| Martin ratioReturn relative to average drawdown | 0.52 | 9.10 | -8.59 |
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Drawdowns
SEFIX vs. CAVAX - Drawdown Comparison
The maximum SEFIX drawdown since its inception was -19.16%, smaller than the maximum CAVAX drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for SEFIX and CAVAX.
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Drawdown Indicators
| SEFIX | CAVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | -36.55% | +17.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -8.49% | +5.62% |
Max Drawdown (3Y)Largest decline over 3 years | -2.87% | -17.95% | +15.08% |
Max Drawdown (5Y)Largest decline over 5 years | -11.59% | -26.51% | +14.92% |
Max Drawdown (10Y)Largest decline over 10 years | -11.59% | -36.55% | +24.96% |
Current DrawdownCurrent decline from peak | -1.87% | 0.00% | -1.87% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -5.00% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 2.05% | -0.79% |
Volatility
SEFIX vs. CAVAX - Volatility Comparison
The current volatility for SEI Institutional International Trust International Fixed Income Fund (SEFIX) is 0.65%, while SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a volatility of 3.49%. This indicates that SEFIX 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.
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Volatility by Period
| SEFIX | CAVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 3.49% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 9.66% | -7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.67% | 12.47% | -9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.95% | 16.15% | +45.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.71% | 17.31% | +26.40% |
SEFIX vs. CAVAX - Expense Ratio Comparison
SEFIX has a 1.02% expense ratio, which is higher than CAVAX's 0.86% expense ratio.
Dividends
SEFIX vs. CAVAX - Dividend Comparison
SEFIX's dividend yield for the trailing twelve months is around 2.79%, less than CAVAX's 6.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | 6.10% | 6.73% | 7.01% | 1.29% | 3.67% | 16.58% | 2.98% | 2.80% | 5.66% | 0.71% | 0.99% | 0.00% |
SEFIX SEI Institutional International Trust International Fixed Income Fund | 2.79% | 2.78% | 0.00% | 0.00% | 13.04% | 60.90% | 0.03% | 3.33% | 4.58% | 0.00% | 2.67% | 6.00% |
Frequently Asked Questions
SEFIX and CAVAX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAVAX has higher volatility (3.49%) compared to SEFIX (0.65%). In terms of maximum drawdown, SEFIX dropped -19.16% vs CAVAX's -36.55%.
CAVAX currently has the higher Sharpe Ratio (1.50 vs 0.25), 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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