Correlation
The correlation between SITEX and BND is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
SITEX vs. BND
Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and Vanguard Total Bond Market ETF (BND).
SITEX is managed by SEI. It was launched on Jun 25, 1997. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SITEX or BND.
Performance
SITEX vs. BND - Performance Comparison
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Key characteristics
SITEX:
1.66
BND:
1.10
SITEX:
2.29
BND:
1.60
SITEX:
1.30
BND:
1.19
SITEX:
0.82
BND:
0.47
SITEX:
4.46
BND:
2.79
SITEX:
1.98%
BND:
2.11%
SITEX:
5.72%
BND:
5.32%
SITEX:
-45.23%
BND:
-18.84%
SITEX:
-1.46%
BND:
-7.09%
Returns By Period
In the year-to-date period, SITEX achieves a 6.46% return, which is significantly higher than BND's 2.49% return. Over the past 10 years, SITEX has outperformed BND with an annualized return of 2.01%, while BND has yielded a comparatively lower 1.54% annualized return.
SITEX
6.46%
1.84%
4.74%
9.45%
6.57%
2.29%
2.01%
BND
2.49%
-0.40%
0.77%
5.44%
1.52%
-1.00%
1.54%
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SITEX vs. BND - Expense Ratio Comparison
SITEX has a 1.36% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
SITEX vs. BND — Risk-Adjusted Performance Rank
SITEX
BND
SITEX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and Vanguard Total Bond Market ETF (BND). 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.
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Dividends
SITEX vs. BND - Dividend Comparison
SITEX's dividend yield for the trailing twelve months is around 5.94%, more than BND's 3.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SITEX SEI Institutional International Trust Emerging Markets Debt Fund | 5.94% | 5.68% | 5.16% | 1.62% | 3.43% | 0.38% | 2.18% | 2.47% | 3.90% | 1.58% | 0.52% | 2.95% |
BND Vanguard Total Bond Market ETF | 3.74% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
SITEX vs. BND - Drawdown Comparison
The maximum SITEX drawdown since its inception was -45.23%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SITEX and BND.
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Volatility
SITEX vs. BND - Volatility Comparison
The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 0.80%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. This indicates that SITEX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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