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SEITX vs. FINVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEITX vs. FINVX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SEITX achieves a 10.73% return, which is significantly higher than FINVX's 7.50% return. Over the past 10 years, SEITX has underperformed FINVX with an annualized return of 9.76%, while FINVX has yielded a comparatively higher 10.61% annualized return.


SEITX

1D
0.42%
1M
3.84%
YTD
10.73%
6M
13.37%
1Y
26.36%
3Y*
20.19%
5Y*
9.73%
10Y*
9.76%

FINVX

1D
0.36%
1M
2.95%
YTD
7.50%
6M
11.64%
1Y
24.85%
3Y*
22.98%
5Y*
13.45%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEITX vs. FINVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEITX
SEI Institutional International Trust International Equity Fund
10.73%36.91%6.71%18.14%-15.97%10.09%11.37%22.42%-16.71%26.66%
FINVX
Fidelity Series International Value Fund
7.50%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%

Correlation

The correlation between SEITX and FINVX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2009

0.89

The correlation between SEITX and FINVX has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

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Return for Risk

SEITX vs. FINVX — Risk / Return Rank

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

SEITX
SEITX Risk / Return Rank: 4141
Overall Rank
SEITX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SEITX Sortino Ratio Rank: 4242
Sortino Ratio Rank
SEITX Omega Ratio Rank: 4141
Omega Ratio Rank
SEITX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SEITX Martin Ratio Rank: 4141
Martin Ratio Rank

FINVX
FINVX Risk / Return Rank: 3434
Overall Rank
FINVX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FINVX Omega Ratio Rank: 3131
Omega Ratio Rank
FINVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FINVX Martin Ratio Rank: 4040
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.

SEITX vs. FINVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) and Fidelity Series International Value Fund (FINVX). 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.


SEITXFINVXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

2.37

2.31

+0.06

Martin ratioReturn relative to average drawdown

8.82

8.58

+0.24

SEITX vs. FINVX - Sharpe Ratio Comparison

The current SEITX Sharpe Ratio is 1.91, which is comparable to the FINVX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SEITX and FINVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SEITXFINVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.62

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.81

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.59

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.37

-0.09

Drawdowns

SEITX vs. FINVX - Drawdown Comparison

The maximum SEITX drawdown since its inception was -66.98%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for SEITX and FINVX.


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Drawdown Indicators


SEITXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-42.48%

-24.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-10.38%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-14.60%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-27.13%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.19%

-42.48%

+4.29%

Current Drawdown

Current decline from peak

-0.55%

-1.12%

+0.57%

Average Drawdown

Average peak-to-trough decline

-17.83%

-9.04%

-8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.79%

+0.18%

Volatility

SEITX vs. FINVX - Volatility Comparison

The current volatility for SEI Institutional International Trust International Equity Fund (SEITX) is 3.94%, while Fidelity Series International Value Fund (FINVX) has a volatility of 4.80%. This indicates that SEITX experiences smaller price fluctuations and is considered to be less risky than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEITXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

4.80%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

11.94%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

14.84%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

16.71%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

18.06%

-1.56%

SEITX vs. FINVX - Expense Ratio Comparison

SEITX has a 1.08% expense ratio, which is higher than FINVX's 0.01% expense ratio.


Dividends

SEITX vs. FINVX - Dividend Comparison

SEITX's dividend yield for the trailing twelve months is around 15.17%, more than FINVX's 10.42% yield.


PositionTTM20252024202320222021202020192018201720162015
FINVX
Fidelity Series International Value Fund
10.42%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%
SEITX
SEI Institutional International Trust International Equity Fund
15.17%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


With a correlation of 0.91, SEITX and FINVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FINVX has higher volatility (4.80%) compared to SEITX (3.94%). In terms of maximum drawdown, SEITX dropped -66.98% vs FINVX's -42.48%.

SEITX currently has the higher Sharpe Ratio (1.91 vs 1.62), 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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