SEITX vs. VYMI

Last updated Jun 24, 2026

SEITX (SEI Institutional International Trust International Equity Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - SEITX is a Foreign Large Cap Equities fund managed by SEI, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, SEITX returned 10.50%/yr vs 11.21%/yr for VYMI. Their correlation of 0.83 suggests significant overlap in exposure. SEITX charges 1.08%/yr vs 0.07%/yr for VYMI.

Performance

SEITX vs. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SEITX having a 11.04% return and VYMI slightly higher at 11.38%. Over the past 10 years, SEITX has underperformed VYMI with an annualized return of 10.50%, while VYMI has yielded a comparatively higher 11.21% annualized return.

SEITX

• 1D: 0.14%
• 1M: 1.41%
• YTD: 11.04%
• 6M: 10.61%
• 1Y: 28.16%
• 3Y*: 19.94%
• 5Y*: 10.14%
• 10Y*: 10.50%

VYMI

• 1D: -1.23%
• 1M: -0.28%
• YTD: 11.38%
• 6M: 11.17%
• 1Y: 30.40%
• 3Y*: 21.85%
• 5Y*: 12.40%
• 10Y*: 11.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEITX vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEITX SEI Institutional International Trust International Equity Fund	11.04%	36.91%	6.71%	18.14%	-15.97%	10.09%	11.37%	22.42%	-16.71%	26.66%
VYMI Vanguard International High Dividend Yield ETF	11.38%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between SEITX and VYMI is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.83

The correlation between SEITX and VYMI shifts across timeframes, from 0.79 (3 years) to 0.89 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SEITX vs. VYMI — Risk / Return Rank

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

SEITX

SEITX Risk / Return Rank: 50
SEITX Sharpe Ratio Rank: 53
SEITX Sortino Ratio Rank: 53
SEITX Omega Ratio Rank: 51
SEITX Calmar Ratio Rank: 46
SEITX Martin Ratio Rank: 47

VYMI

VYMI Risk / Return Rank: 70
VYMI Sharpe Ratio Rank: 75
VYMI Sortino Ratio Rank: 73
VYMI Omega Ratio Rank: 74
VYMI Calmar Ratio Rank: 63
VYMI Martin Ratio Rank: 67

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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust International Equity Fund (SEITX) and Vanguard International High Dividend Yield ETF (VYMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SEITX	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.30	-0.33
Sortino ratio: Return per unit of downside risk	2.82	3.14	-0.32
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.06
Calmar ratio: Return relative to maximum drawdown	2.49	3.01	-0.53
Martin ratio: Return relative to average drawdown	9.23	11.81	-2.58

SEITX vs. VYMI - Sharpe Ratio Comparison

The current SEITX Sharpe Ratio is 1.98, which is comparable to the VYMI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SEITX and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEITX vs. VYMI - Drawdown Comparison

The maximum SEITX drawdown since its inception was -66.98%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for SEITX and VYMI.

Drawdown Indicators

	SEITX	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-66.98%	-40.00%	-26.98%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	-10.14%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-14.42%	-12.84%	-1.58%
Max Drawdown (5Y) Largest decline over 5 years	-30.60%	-24.05%	-6.55%
Max Drawdown (10Y) Largest decline over 10 years	-38.19%	-40.00%	+1.81%
Current Drawdown Current decline from peak	-0.28%	-1.97%	+1.69%
Average Drawdown Average peak-to-trough decline	-17.81%	-6.28%	-11.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.58%	+0.42%

Volatility

SEITX vs. VYMI - Volatility Comparison

The current volatility for SEI Institutional International Trust International Equity Fund (SEITX) is 3.72%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.14%. This indicates that SEITX experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEITX	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	4.14%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	11.20%	+0.34%
Volatility (1Y) Calculated over the trailing 1-year period	14.16%	13.27%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	14.87%	+1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.45%	16.61%	-0.16%

SEITX vs. VYMI - Expense Ratio Comparison

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

Dividends

SEITX vs. VYMI - Dividend Comparison

SEITX's dividend yield for the trailing twelve months is around 15.13%, more than VYMI's 3.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEITX SEI Institutional International Trust International Equity Fund	15.13%	16.80%	12.15%	2.04%	1.82%	14.32%	0.98%	1.73%	1.60%	1.30%	1.17%	1.01%
VYMI Vanguard International High Dividend Yield ETF	3.67%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Frequently Asked Questions

Can I hold both SEITX and VYMI in my portfolio?

SEITX and VYMI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEITX or VYMI?

VYMI has higher volatility (4.14%) compared to SEITX (3.72%). In terms of maximum drawdown, SEITX dropped -66.98% vs VYMI's -40.00%.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.30 vs 1.98), 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.