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SEITX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEITX and VT is 0.82, 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.


-0.50.00.51.00.8

Performance

SEITX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional International Trust International Equity Fund (SEITX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.90%
9.52%
SEITX
VT

Key characteristics

Sharpe Ratio

SEITX:

0.49

VT:

1.54

Sortino Ratio

SEITX:

0.67

VT:

2.10

Omega Ratio

SEITX:

1.11

VT:

1.28

Calmar Ratio

SEITX:

0.42

VT:

2.28

Martin Ratio

SEITX:

1.20

VT:

9.06

Ulcer Index

SEITX:

5.90%

VT:

2.05%

Daily Std Dev

SEITX:

14.32%

VT:

12.09%

Max Drawdown

SEITX:

-70.66%

VT:

-50.27%

Current Drawdown

SEITX:

-9.05%

VT:

-0.10%

Returns By Period

In the year-to-date period, SEITX achieves a 7.41% return, which is significantly higher than VT's 3.98% return. Over the past 10 years, SEITX has underperformed VT with an annualized return of 3.70%, while VT has yielded a comparatively higher 9.43% annualized return.


SEITX

YTD

7.41%

1M

8.20%

6M

-0.90%

1Y

6.59%

5Y*

2.66%

10Y*

3.70%

VT

YTD

3.98%

1M

5.17%

6M

9.52%

1Y

17.75%

5Y*

10.35%

10Y*

9.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SEITX vs. VT - Expense Ratio Comparison

SEITX has a 1.08% expense ratio, which is higher than VT's 0.07% expense ratio.


SEITX
SEI Institutional International Trust International Equity Fund
Expense ratio chart for SEITX: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

SEITX vs. VT — Risk-Adjusted Performance Rank

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

SEITX
The Risk-Adjusted Performance Rank of SEITX is 2222
Overall Rank
The Sharpe Ratio Rank of SEITX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SEITX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SEITX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SEITX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SEITX is 1717
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6666
Overall Rank
The Sharpe Ratio Rank of VT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SEITX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratio
The chart of Sharpe ratio for SEITX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.000.491.54
The chart of Sortino ratio for SEITX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.000.672.10
The chart of Omega ratio for SEITX, currently valued at 1.10, compared to the broader market1.002.003.004.001.111.28
The chart of Calmar ratio for SEITX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.422.28
The chart of Martin ratio for SEITX, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.001.209.06
SEITX
VT

The current SEITX Sharpe Ratio is 0.49, which is lower than the VT Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SEITX and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.49
1.54
SEITX
VT

Dividends

SEITX vs. VT - Dividend Comparison

SEITX's dividend yield for the trailing twelve months is around 3.14%, more than VT's 1.88% yield.


TTM20242023202220212020201920182017201620152014
SEITX
SEI Institutional International Trust International Equity Fund
3.14%3.37%2.04%1.82%1.88%0.98%1.72%1.60%1.30%1.17%1.00%2.07%
VT
Vanguard Total World Stock ETF
1.88%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

SEITX vs. VT - Drawdown Comparison

The maximum SEITX drawdown since its inception was -70.66%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SEITX and VT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.05%
-0.10%
SEITX
VT

Volatility

SEITX vs. VT - Volatility Comparison

SEI Institutional International Trust International Equity Fund (SEITX) has a higher volatility of 3.38% compared to Vanguard Total World Stock ETF (VT) at 3.19%. This indicates that SEITX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.38%
3.19%
SEITX
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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