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SEITX vs. FSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEITX vs. FSOSX - 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 Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

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SEITX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SEITX
SEI Institutional International Trust International Equity Fund
-0.69%36.91%6.71%18.14%-15.97%10.09%11.37%7.74%
FSOSX
Fidelity Series Overseas Fund
-5.69%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Returns By Period

In the year-to-date period, SEITX achieves a -0.69% return, which is significantly higher than FSOSX's -5.69% return.


SEITX

1D
0.00%
1M
-10.82%
YTD
-0.69%
6M
4.64%
1Y
24.48%
3Y*
16.15%
5Y*
8.76%
10Y*
8.96%

FSOSX

1D
0.36%
1M
-11.39%
YTD
-5.69%
6M
-5.28%
1Y
7.28%
3Y*
10.01%
5Y*
5.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEITX vs. FSOSX - Expense Ratio Comparison

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


Return for Risk

SEITX vs. FSOSX — Risk / Return Rank

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

SEITX
SEITX Risk / Return Rank: 7373
Overall Rank
SEITX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SEITX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SEITX Omega Ratio Rank: 7272
Omega Ratio Rank
SEITX Calmar Ratio Rank: 7272
Calmar Ratio Rank
SEITX Martin Ratio Rank: 7676
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 1414
Overall Rank
FSOSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 1313
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 1616
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. FSOSX - 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 Overseas Fund (FSOSX). 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.


SEITXFSOSXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.34

+0.96

Sortino ratio

Return per unit of downside risk

1.78

0.58

+1.20

Omega ratio

Gain probability vs. loss probability

1.27

1.08

+0.19

Calmar ratio

Return relative to maximum drawdown

1.65

0.40

+1.24

Martin ratio

Return relative to average drawdown

7.32

1.51

+5.80

SEITX vs. FSOSX - Sharpe Ratio Comparison

The current SEITX Sharpe Ratio is 1.29, which is higher than the FSOSX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SEITX and FSOSX, 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


SEITXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.34

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.34

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.43

-0.17

Correlation

The correlation between SEITX and FSOSX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SEITX vs. FSOSX - Dividend Comparison

SEITX's dividend yield for the trailing twelve months is around 16.92%, more than FSOSX's 9.70% yield.


TTM20252024202320222021202020192018201720162015
SEITX
SEI Institutional International Trust International Equity Fund
16.92%16.80%12.15%2.04%1.82%14.32%0.98%1.73%1.60%1.30%1.17%1.01%
FSOSX
Fidelity Series Overseas Fund
9.70%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%0.00%

Drawdowns

SEITX vs. FSOSX - Drawdown Comparison

The maximum SEITX drawdown since its inception was -66.98%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for SEITX and FSOSX.


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Drawdown Indicators


SEITXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-35.36%

-31.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-12.39%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-35.36%

+4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.19%

Current Drawdown

Current decline from peak

-10.82%

-11.89%

+1.07%

Average Drawdown

Average peak-to-trough decline

-17.90%

-7.90%

-10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.31%

-0.06%

Volatility

SEITX vs. FSOSX - Volatility Comparison

The current volatility for SEI Institutional International Trust International Equity Fund (SEITX) is 6.27%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that SEITX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEITXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

8.28%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

11.94%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

18.25%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

17.35%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

18.93%

-2.53%