SEITX vs. SGYAX
Compare and contrast key facts about SEI Institutional International Trust International Equity Fund (SEITX) and SEI Institutional Investments Trust High Yield Bond Fund (SGYAX).
SEITX is managed by SEI. It was launched on Dec 20, 1989. SGYAX is managed by SEI. It was launched on Dec 5, 2005.
Performance
SEITX vs. SGYAX - Performance Comparison
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SEITX vs. SGYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | -1.71% | 8.01% | 9.12% | 10.89% | -13.29% | 9.62% | 6.04% | 14.01% | -2.04% | 8.08% |
Returns By Period
In the year-to-date period, SEITX achieves a -0.69% return, which is significantly higher than SGYAX's -1.71% return. Over the past 10 years, SEITX has outperformed SGYAX with an annualized return of 8.96%, while SGYAX has yielded a comparatively lower 6.01% 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%
SGYAX
- 1D
- 0.00%
- 1M
- -2.56%
- YTD
- -1.71%
- 6M
- -0.79%
- 1Y
- 5.25%
- 3Y*
- 7.49%
- 5Y*
- 3.49%
- 10Y*
- 6.01%
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SEITX vs. SGYAX - Expense Ratio Comparison
SEITX has a 1.08% expense ratio, which is higher than SGYAX's 0.56% expense ratio.
Return for Risk
SEITX vs. SGYAX — Risk / Return Rank
SEITX
SGYAX
SEITX vs. SGYAX - 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 Institutional Investments Trust High Yield Bond Fund (SGYAX). 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 | SGYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.49 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.24 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.69 | -0.04 |
Martin ratioReturn relative to average drawdown | 7.32 | 6.36 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEITX | SGYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.49 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.74 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 1.14 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.60 | -0.34 |
Correlation
The correlation between SEITX and SGYAX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SEITX vs. SGYAX - Dividend Comparison
SEITX's dividend yield for the trailing twelve months is around 16.92%, more than SGYAX's 8.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGYAX SEI Institutional Investments Trust High Yield Bond Fund | 8.27% | 8.88% | 8.68% | 10.08% | 8.79% | 5.37% | 7.30% | 7.15% | 7.31% | 7.27% | 7.30% | 7.88% |
Drawdowns
SEITX vs. SGYAX - Drawdown Comparison
The maximum SEITX drawdown since its inception was -66.98%, which is greater than SGYAX's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for SEITX and SGYAX.
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Drawdown Indicators
| SEITX | SGYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -45.51% | -21.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -3.12% | -8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -15.45% | -15.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | -21.85% | -16.34% |
Current DrawdownCurrent decline from peak | -10.82% | -2.77% | -8.05% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -6.10% | -11.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 0.83% | +2.42% |
Volatility
SEITX vs. SGYAX - Volatility Comparison
SEI Institutional International Trust International Equity Fund (SEITX) has a higher volatility of 6.27% compared to SEI Institutional Investments Trust High Yield Bond Fund (SGYAX) at 1.13%. This indicates that SEITX's price experiences larger fluctuations and is considered to be riskier than SGYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEITX | SGYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 1.13% | +5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 2.28% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 3.76% | +13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 4.74% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 5.29% | +11.11% |