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SEPAX vs. SEATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEPAX vs. SEATX - Performance Comparison

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

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SEPAX vs. SEATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEPAX
SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund
-0.78%5.63%0.31%3.67%-7.33%-0.13%4.65%6.79%0.83%3.99%
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
-0.14%2.12%5.75%5.57%-13.10%4.00%6.20%10.58%0.56%8.54%

Returns By Period

In the year-to-date period, SEPAX achieves a -0.78% return, which is significantly lower than SEATX's -0.14% return. Over the past 10 years, SEPAX has underperformed SEATX with an annualized return of 1.45%, while SEATX has yielded a comparatively higher 2.80% annualized return.


SEPAX

1D
0.10%
1M
-2.25%
YTD
-0.78%
6M
0.36%
1Y
3.64%
3Y*
2.27%
5Y*
0.35%
10Y*
1.45%

SEATX

1D
0.34%
1M
-1.97%
YTD
-0.14%
6M
0.44%
1Y
1.39%
3Y*
3.95%
5Y*
0.44%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEPAX vs. SEATX - Expense Ratio Comparison

SEPAX has a 0.63% expense ratio, which is lower than SEATX's 0.86% expense ratio.


Return for Risk

SEPAX vs. SEATX — Risk / Return Rank

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

SEPAX
SEPAX Risk / Return Rank: 5858
Overall Rank
SEPAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SEPAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SEPAX Omega Ratio Rank: 8484
Omega Ratio Rank
SEPAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SEPAX Martin Ratio Rank: 4747
Martin Ratio Rank

SEATX
SEATX Risk / Return Rank: 1212
Overall Rank
SEATX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SEATX Sortino Ratio Rank: 99
Sortino Ratio Rank
SEATX Omega Ratio Rank: 1212
Omega Ratio Rank
SEATX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEATX Martin Ratio Rank: 1212
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.

SEPAX vs. SEATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund (SEPAX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX). 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.


SEPAXSEATXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.36

+0.87

Sortino ratio

Return per unit of downside risk

1.60

0.50

+1.10

Omega ratio

Gain probability vs. loss probability

1.36

1.09

+0.27

Calmar ratio

Return relative to maximum drawdown

1.40

0.45

+0.95

Martin ratio

Return relative to average drawdown

5.61

1.33

+4.28

SEPAX vs. SEATX - Sharpe Ratio Comparison

The current SEPAX Sharpe Ratio is 1.23, which is higher than the SEATX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SEPAX and SEATX, 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


SEPAXSEATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.36

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.10

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.62

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.82

+0.20

Correlation

The correlation between SEPAX and SEATX is 0.58, 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

SEPAX vs. SEATX - Dividend Comparison

SEPAX's dividend yield for the trailing twelve months is around 2.22%, less than SEATX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
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%
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
4.16%4.52%4.63%3.38%3.16%3.37%4.28%5.63%4.76%4.65%4.10%4.25%

Drawdowns

SEPAX vs. SEATX - Drawdown Comparison

The maximum SEPAX drawdown since its inception was -11.49%, smaller than the maximum SEATX drawdown of -28.46%. Use the drawdown chart below to compare losses from any high point for SEPAX and SEATX.


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Drawdown Indicators


SEPAXSEATXDifference

Max Drawdown

Largest peak-to-trough decline

-11.49%

-28.46%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-4.65%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-11.49%

-17.71%

+6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-11.49%

-17.71%

+6.22%

Current Drawdown

Current decline from peak

-2.43%

-2.29%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.67%

-3.52%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.57%

-0.75%

Volatility

SEPAX vs. SEATX - Volatility Comparison

The current volatility for SEI Tax-Exempt Trust Pennsylvania Municipal Bond Fund (SEPAX) is 0.96%, while SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) has a volatility of 1.15%. This indicates that SEPAX experiences smaller price fluctuations and is considered to be less risky than SEATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEPAXSEATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.15%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

1.91%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

4.80%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.80%

4.24%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

4.54%

-1.08%