SEITX vs. IVFIX
SEITX (SEI Institutional International Trust International Equity Fund) and IVFIX (Federated Hermes International Strategic Value Dividend Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SEITX returned 9.76%/yr vs 6.83%/yr for IVFIX. A 0.78 correlation means they provide meaningful diversification when combined. SEITX charges 1.08%/yr vs 0.86%/yr for IVFIX.
Performance
SEITX vs. IVFIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SEITX achieves a 10.73% return, which is significantly higher than IVFIX's 6.24% return. Over the past 10 years, SEITX has outperformed IVFIX with an annualized return of 9.76%, while IVFIX has yielded a comparatively lower 6.83% 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%
IVFIX
- 1D
- 0.42%
- 1M
- -0.70%
- YTD
- 6.24%
- 6M
- 8.36%
- 1Y
- 16.08%
- 3Y*
- 14.05%
- 5Y*
- 9.14%
- 10Y*
- 6.83%
SEITX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 6.24% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Correlation
The correlation between SEITX and IVFIX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2008 | 0.78 |
Over the past year, the correlation between SEITX and IVFIX has dropped to 0.55 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SEITX vs. IVFIX — Risk / Return Rank
SEITX
IVFIX
SEITX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| SEITX | IVFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.71 | -0.33 |
| Martin ratioReturn relative to average drawdown | 8.82 | 7.31 | +1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SEITX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.57 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.73 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.47 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.21 | +0.06 |
Drawdowns
SEITX vs. IVFIX - Drawdown Comparison
The maximum SEITX drawdown since its inception was -66.98%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for SEITX and IVFIX.
Loading charts...
Drawdown Indicators
| SEITX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -51.49% | -15.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -6.97% | -4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -14.42% | -10.75% | -3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -21.29% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | -33.46% | -4.73% |
Current DrawdownCurrent decline from peak | -0.55% | -5.67% | +5.12% |
Average DrawdownAverage peak-to-trough decline | -17.83% | -11.62% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.59% | +0.38% |
Volatility
SEITX vs. IVFIX - Volatility Comparison
The current volatility for SEI Institutional International Trust International Equity Fund (SEITX) is 3.94%, while Federated Hermes International Strategic Value Dividend Fund (IVFIX) has a volatility of 4.83%. This indicates that SEITX experiences smaller price fluctuations and is considered to be less risky than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SEITX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.83% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 9.35% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 12.10% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 13.13% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 14.78% | +1.72% |
SEITX vs. IVFIX - Expense Ratio Comparison
SEITX has a 1.08% expense ratio, which is higher than IVFIX's 0.86% expense ratio.
Dividends
SEITX vs. IVFIX - Dividend Comparison
SEITX's dividend yield for the trailing twelve months is around 15.17%, more than IVFIX's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.58% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
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
SEITX and IVFIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVFIX has higher volatility (4.83%) compared to SEITX (3.94%). In terms of maximum drawdown, SEITX dropped -66.98% vs IVFIX's -51.49%.
SEITX currently has the higher Sharpe Ratio (1.91 vs 1.57), 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.
Find the right allocation for SEITX and IVFIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer