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SEITX vs. SEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEITX vs. SEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional International Trust International Equity Fund (SEITX) and SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund (SEPAX). The values are adjusted to include any dividend payments, if applicable.

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SEITX vs. SEPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEITX
SEI Institutional International Trust International Equity Fund
-0.69%36.91%6.71%18.14%-15.97%10.09%11.37%22.42%-16.71%26.66%
SEPAX
SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund
-0.88%5.63%0.31%3.67%-7.33%-0.13%4.65%6.79%0.83%3.99%

Returns By Period

In the year-to-date period, SEITX achieves a -0.69% return, which is significantly higher than SEPAX's -0.88% return. Over the past 10 years, SEITX has outperformed SEPAX with an annualized return of 8.96%, while SEPAX has yielded a comparatively lower 1.44% annualized 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%

SEPAX

1D
0.10%
1M
-2.53%
YTD
-0.88%
6M
0.26%
1Y
3.84%
3Y*
2.24%
5Y*
0.35%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEITX vs. SEPAX - Expense Ratio Comparison

SEITX has a 1.08% expense ratio, which is higher than SEPAX's 0.63% expense ratio.


Return for Risk

SEITX vs. SEPAX — 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

SEPAX
SEPAX Risk / Return Rank: 7171
Overall Rank
SEPAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SEPAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SEPAX Omega Ratio Rank: 9090
Omega Ratio Rank
SEPAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SEPAX Martin Ratio Rank: 5959
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. SEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) and SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund (SEPAX). 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.


SEITXSEPAXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.38

-0.09

Sortino ratio

Return per unit of downside risk

1.78

1.82

-0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

1.65

1.40

+0.25

Martin ratio

Return relative to average drawdown

7.32

5.71

+1.61

SEITX vs. SEPAX - Sharpe Ratio Comparison

The current SEITX Sharpe Ratio is 1.29, which is comparable to the SEPAX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SEITX and SEPAX, 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


SEITXSEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.38

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.13

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.02

-0.76

Correlation

The correlation between SEITX and SEPAX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SEITX vs. SEPAX - Dividend Comparison

SEITX's dividend yield for the trailing twelve months is around 16.92%, more than SEPAX's 2.22% 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%
SEPAX
SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund
2.22%2.83%1.86%1.45%1.20%1.66%2.04%2.22%1.93%1.84%1.96%1.87%

Drawdowns

SEITX vs. SEPAX - Drawdown Comparison

The maximum SEITX drawdown since its inception was -66.98%, which is greater than SEPAX's maximum drawdown of -11.49%. Use the drawdown chart below to compare losses from any high point for SEITX and SEPAX.


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Drawdown Indicators


SEITXSEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-11.49%

-55.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-3.29%

-8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-11.49%

-19.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.19%

-11.49%

-26.70%

Current Drawdown

Current decline from peak

-10.82%

-2.53%

-8.29%

Average Drawdown

Average peak-to-trough decline

-17.90%

-1.67%

-16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

0.81%

+2.44%

Volatility

SEITX vs. SEPAX - Volatility Comparison

SEI Institutional International Trust International Equity Fund (SEITX) has a higher volatility of 6.27% compared to SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund (SEPAX) at 0.94%. This indicates that SEITX's price experiences larger fluctuations and is considered to be riskier than SEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEITXSEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

0.94%

+5.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

1.36%

+8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

3.27%

+14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

2.80%

+12.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

3.46%

+12.94%