SISAX vs. CAVAX
SISAX (SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund) and CAVAX (SEI Catholic Values Trust Catholic Values Equity Fund) are both mutual funds - SISAX is a Diversified Portfolio fund managed by SEI, while CAVAX is a Large Cap Blend Equities fund managed by SEI. Over the past 10 years, SISAX returned 10.71%/yr vs 11.86%/yr for CAVAX. Their 0.98 correlation means they have historically moved very closely together. SISAX charges 0.35%/yr vs 0.86%/yr for CAVAX.
Performance
SISAX vs. CAVAX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SISAX having a 9.97% return and CAVAX slightly higher at 10.15%. Over the past 10 years, SISAX has underperformed CAVAX with an annualized return of 10.71%, while CAVAX has yielded a comparatively higher 11.86% annualized return.
SISAX
- 1D
- 1.05%
- 1M
- 0.47%
- 6M
- 6.76%
- YTD
- 9.97%
- 1Y
- 20.66%
- 3Y*
- 14.60%
- 5Y*
- 8.79%
- 10Y*
- 10.71%
- ALL TIME*
- 8.41%
CAVAX
- 1D
- 1.80%
- 1M
- 2.08%
- 6M
- 7.79%
- YTD
- 10.15%
- 1Y
- 19.90%
- 3Y*
- 15.56%
- 5Y*
- 8.92%
- 10Y*
- 11.86%
- ALL TIME*
- 11.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SISAX vs. CAVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SISAX SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund | 9.97% | 18.50% | 11.92% | 16.12% | -14.34% | 20.96% | 11.25% | 24.42% | -8.94% | 20.14% |
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | 10.15% | 15.45% | 16.72% | 21.33% | -18.51% | 20.57% | 17.33% | 26.63% | -10.24% | 23.69% |
Correlation
The correlation between SISAX and CAVAX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.98 |
The correlation between SISAX and CAVAX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
SISAX vs. CAVAX — Risk / Return Rank
SISAX
CAVAX
SISAX vs. CAVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund (SISAX) and SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX). 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.
| SISAX | CAVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.07 | +0.26 |
| Martin ratioReturn relative to average drawdown | 10.03 | 8.56 | +1.47 |
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Drawdowns
SISAX vs. CAVAX - Drawdown Comparison
The maximum SISAX drawdown since its inception was -56.25%, which is greater than CAVAX's maximum drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for SISAX and CAVAX.
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Drawdown Indicators
| SISAX | CAVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.25% | -36.55% | -19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -8.49% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.97% | -17.95% | +2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | -26.51% | +2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -36.55% | +2.10% |
Current DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -5.01% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.06% | -0.17% |
Volatility
SISAX vs. CAVAX - Volatility Comparison
The current volatility for SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund (SISAX) is 2.63%, while SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a volatility of 3.51%. This indicates that SISAX experiences smaller price fluctuations and is considered to be less risky than CAVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SISAX | CAVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.51% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 9.66% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 12.48% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 16.16% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 17.31% | -1.79% |
SISAX vs. CAVAX - Expense Ratio Comparison
SISAX has a 0.35% expense ratio, which is lower than CAVAX's 0.86% expense ratio.
Dividends
SISAX vs. CAVAX - Dividend Comparison
SISAX's dividend yield for the trailing twelve months is around 9.44%, more than CAVAX's 6.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | 6.11% | 6.73% | 7.01% | 1.29% | 3.67% | 16.58% | 2.98% | 2.80% | 5.66% | 0.71% | 0.99% | 0.00% |
SISAX SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund | 9.44% | 10.37% | 5.01% | 5.48% | 11.49% | 3.61% | 4.03% | 2.76% | 5.26% | 1.23% | 1.29% | 1.14% |
Frequently Asked Questions
With a correlation of 0.97, SISAX and CAVAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CAVAX has higher volatility (3.51%) compared to SISAX (2.63%). In terms of maximum drawdown, SISAX dropped -56.25% vs CAVAX's -36.55%.
SISAX currently has the higher Sharpe Ratio (1.77 vs 1.41), 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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