SEITX vs. SLCAX
SEITX (SEI Institutional International Trust International Equity Fund) and SLCAX (SEI Institutional Investments Trust Large Cap Fund) are both mutual funds - SEITX is a Foreign Large Cap Equities fund managed by SEI, while SLCAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, SEITX returned 9.76%/yr vs 13.38%/yr for SLCAX. A 0.72 correlation means they provide meaningful diversification when combined. SEITX charges 1.08%/yr vs 0.47%/yr for SLCAX.
Performance
SEITX vs. SLCAX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SEITX having a 10.73% return and SLCAX slightly higher at 11.22%. Over the past 10 years, SEITX has underperformed SLCAX with an annualized return of 9.76%, while SLCAX has yielded a comparatively higher 13.38% 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%
SLCAX
- 1D
- 0.14%
- 1M
- 4.28%
- YTD
- 11.22%
- 6M
- 11.92%
- 1Y
- 27.43%
- 3Y*
- 20.92%
- 5Y*
- 11.99%
- 10Y*
- 13.38%
SEITX vs. SLCAX - 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% |
SLCAX SEI Institutional Investments Trust Large Cap Fund | 11.22% | 17.94% | 20.89% | 18.93% | -14.21% | 26.47% | 11.66% | 28.06% | -6.91% | 20.99% |
Correlation
The correlation between SEITX and SLCAX is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.72 |
The correlation between SEITX and SLCAX shifts across timeframes, from 0.60 (3 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SEITX vs. SLCAX — Risk / Return Rank
SEITX
SLCAX
SEITX vs. SLCAX - 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 Large Cap Fund (SLCAX). 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 | SLCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.50 | -1.13 |
| Martin ratioReturn relative to average drawdown | 8.82 | 16.15 | -7.33 |
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 | SLCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.52 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.58 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.67 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.45 | -0.17 |
Drawdowns
SEITX vs. SLCAX - Drawdown Comparison
The maximum SEITX drawdown since its inception was -66.98%, which is greater than SLCAX's maximum drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for SEITX and SLCAX.
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Drawdown Indicators
| SEITX | SLCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -56.24% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.08% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -14.42% | -22.33% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -33.95% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | -35.87% | -2.32% |
Current DrawdownCurrent decline from peak | -0.55% | 0.00% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -17.83% | -10.57% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.75% | +1.22% |
Volatility
SEITX vs. SLCAX - Volatility Comparison
SEI Institutional International Trust International Equity Fund (SEITX) has a higher volatility of 3.94% compared to SEI Institutional Investments Trust Large Cap Fund (SLCAX) at 2.61%. This indicates that SEITX's price experiences larger fluctuations and is considered to be riskier than SLCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEITX | SLCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.61% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 8.60% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 11.23% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 20.79% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 20.11% | -3.61% |
SEITX vs. SLCAX - Expense Ratio Comparison
SEITX has a 1.08% expense ratio, which is higher than SLCAX's 0.47% expense ratio.
Dividends
SEITX vs. SLCAX - Dividend Comparison
SEITX's dividend yield for the trailing twelve months is around 15.17%, less than SLCAX's 33.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SLCAX SEI Institutional Investments Trust Large Cap Fund | 33.73% | 37.47% | 12.36% | 7.46% | 13.40% | 20.97% | 6.89% | 11.19% | 31.44% | 23.33% | 5.33% | 17.76% |
Frequently Asked Questions
SEITX and SLCAX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.94%) compared to SLCAX (2.61%). In terms of maximum drawdown, SEITX dropped -66.98% vs SLCAX's -56.24%.
SLCAX currently has the higher Sharpe Ratio (2.52 vs 1.91), 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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