SITEX vs. SEITX
SITEX (SEI Institutional International Trust Emerging Markets Debt Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both mutual funds - SITEX is a Emerging Markets Bonds fund managed by SEI, while SEITX is a Foreign Large Cap Equities fund managed by SEI. Over the past 10 years, SITEX returned 3.75%/yr vs 9.76%/yr for SEITX. At a 0.44 correlation, their price movements are largely independent. SITEX charges 1.36%/yr vs 1.08%/yr for SEITX.
Performance
SITEX vs. SEITX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SITEX achieves a 3.68% return, which is significantly lower than SEITX's 10.73% return. Over the past 10 years, SITEX has underperformed SEITX with an annualized return of 3.75%, while SEITX has yielded a comparatively higher 9.76% annualized return.
SITEX
- 1D
- 0.31%
- 1M
- 1.36%
- YTD
- 3.68%
- 6M
- 4.40%
- 1Y
- 16.20%
- 3Y*
- 11.80%
- 5Y*
- 3.19%
- 10Y*
- 3.75%
SEITX
- 1D
- 0.42%
- 1M
- 3.84%
- YTD
- 10.73%
- 6M
- 13.37%
- 1Y
- 26.36%
- 3Y*
- 20.19%
- 5Y*
- 9.73%
- 10Y*
- 9.76%
SITEX vs. SEITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SITEX SEI Institutional International Trust Emerging Markets Debt Fund | 3.68% | 19.86% | 2.65% | 13.56% | -15.44% | -5.84% | 4.04% | 14.37% | -8.72% | 14.26% |
SEITX SEI Institutional International Trust International Equity Fund | 10.73% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
Correlation
The correlation between SITEX and SEITX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 1998 | 0.44 |
The correlation between SITEX and SEITX shifts across timeframes, from 0.44 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SITEX vs. SEITX — Risk / Return Rank
SITEX
SEITX
SITEX vs. SEITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and SEI Institutional International Trust International Equity Fund (SEITX). 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.
| SITEX | SEITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.35 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 2.37 | +0.75 |
| Martin ratioReturn relative to average drawdown | 12.13 | 8.82 | +3.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SITEX | SEITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | 1.91 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.62 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.60 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.28 | +0.41 |
Drawdowns
SITEX vs. SEITX - Drawdown Comparison
The maximum SITEX drawdown since its inception was -45.23%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for SITEX and SEITX.
Loading charts...
Drawdown Indicators
| SITEX | SEITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.23% | -66.98% | +21.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -11.23% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -8.06% | -14.42% | +6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -30.60% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -28.92% | -38.19% | +9.27% |
Current DrawdownCurrent decline from peak | -0.52% | -0.55% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -17.83% | +11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.97% | -1.57% |
Volatility
SITEX vs. SEITX - Volatility Comparison
The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 1.96%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.94%. This indicates that SITEX experiences smaller price fluctuations and is considered to be less risky than SEITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SITEX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 3.94% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.03% | 11.24% | -6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.88% | 14.05% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.11% | 15.96% | -8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.47% | 16.50% | -8.03% |
SITEX vs. SEITX - Expense Ratio Comparison
SITEX has a 1.36% expense ratio, which is higher than SEITX's 1.08% expense ratio.
Dividends
SITEX vs. SEITX - Dividend Comparison
SITEX's dividend yield for the trailing twelve months is around 6.27%, less than SEITX's 15.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEITX SEI Institutional International Trust International Equity Fund | 15.17% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
SITEX SEI Institutional International Trust Emerging Markets Debt Fund | 6.27% | 6.27% | 5.68% | 5.16% | 1.62% | 3.43% | 0.38% | 2.18% | 2.47% | 3.90% | 1.58% | 0.52% |
Frequently Asked Questions
SITEX and SEITX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.94%) compared to SITEX (1.96%). In terms of maximum drawdown, SITEX dropped -45.23% vs SEITX's -66.98%.
SITEX currently has the higher Sharpe Ratio (2.95 vs 1.91), 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.
Find the right allocation for SITEX and SEITX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer