SITEX vs. SEITX
Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and SEI Institutional International Trust International Equity Fund (SEITX).
SITEX is managed by SEI. It was launched on Jun 25, 1997. SEITX is managed by SEI. It was launched on Dec 20, 1989.
Performance
SITEX vs. SEITX - Performance Comparison
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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 | -1.05% | 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 | 1.70% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
Returns By Period
In the year-to-date period, SITEX achieves a -1.05% return, which is significantly lower than SEITX's 1.70% return. Over the past 10 years, SITEX has underperformed SEITX with an annualized return of 3.34%, while SEITX has yielded a comparatively higher 9.22% annualized return.
SITEX
- 1D
- 0.54%
- 1M
- -3.89%
- YTD
- -1.05%
- 6M
- 3.02%
- 1Y
- 14.40%
- 3Y*
- 10.18%
- 5Y*
- 3.15%
- 10Y*
- 3.34%
SEITX
- 1D
- 2.41%
- 1M
- -6.86%
- YTD
- 1.70%
- 6M
- 6.65%
- 1Y
- 27.06%
- 3Y*
- 17.08%
- 5Y*
- 9.02%
- 10Y*
- 9.22%
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SITEX vs. SEITX - Expense Ratio Comparison
SITEX has a 1.36% expense ratio, which is higher than SEITX's 1.08% expense ratio.
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 | 2.73 | 1.65 | +1.08 |
Sortino ratioReturn per unit of downside risk | 3.76 | 2.23 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.34 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.59 | +0.85 |
Martin ratioReturn relative to average drawdown | 10.22 | 6.99 | +3.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SITEX | SEITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 1.65 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.58 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.57 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.26 | +0.41 |
Correlation
The correlation between SITEX and SEITX is 0.44, 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
SITEX vs. SEITX - Dividend Comparison
SITEX's dividend yield for the trailing twelve months is around 6.34%, less than SEITX's 16.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SITEX SEI Institutional International Trust Emerging Markets Debt Fund | 6.34% | 6.27% | 5.68% | 5.16% | 1.62% | 3.43% | 0.38% | 2.18% | 2.47% | 3.90% | 1.58% | 0.52% |
SEITX SEI Institutional International Trust International Equity Fund | 16.52% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
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.
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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% | -11.60% | +6.04% |
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 | -5.06% | -8.67% | +3.61% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -17.90% | +11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 3.29% | -1.96% |
Volatility
SITEX vs. SEITX - Volatility Comparison
The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 2.94%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 6.73%. 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.
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Volatility by Period
| SITEX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 6.73% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 10.16% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.71% | 17.59% | -11.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.99% | 15.81% | -8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.45% | 16.41% | -7.96% |