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SITEX vs. SPIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SITEX vs. SPIIX

Last updated Apr 2, 2026

Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and SEI S&P 500 Index Fund Class I (SPIIX).

SITEX is managed by SEI. It was launched on Jun 25, 1997. SPIIX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Jun 28, 2002.

Performance

SITEX vs. SPIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and SEI S&P 500 Index Fund Class I (SPIIX). The values are adjusted to include any dividend payments, if applicable.

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SITEX vs. SPIIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SPIIX
SEI S&P 500 Index Fund Class I		-4.52%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%

Returns By Period

In the year-to-date period, SITEX achieves a -1.05% return, which is significantly higher than SPIIX's -4.52% return. Over the past 10 years, SITEX has underperformed SPIIX with an annualized return of 3.34%, while SPIIX has yielded a comparatively higher 13.32% 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%

SPIIX

1D
2.92%
1M
-5.07%
YTD
-4.52%
6M
-2.57%
1Y
16.44%
3Y*
17.47%
5Y*
11.00%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Institutional International Trust Emerging Markets Debt Fund

SEI S&P 500 Index Fund Class I

Often compared with SITEX:
SITEX vs. BNDSITEX vs. VTSITEX vs. VOOSITEX vs. SEDAXSITEX vs. AGEPXSITEX vs. EIDOXSITEX vs. DBLEX
Often compared with SPIIX:
SPIIX vs. VOOSPIIX vs. FXAIXSPIIX vs. SMQFXSPIIX vs. SEPAXSPIIX vs. LDRAXSPIIX vs. SGYAXSPIIX vs. SIEMX

SITEX vs. SPIIX - Expense Ratio Comparison

SITEX has a 1.36% expense ratio, which is higher than SPIIX's 0.65% expense ratio.

SITEX
SEI Institutional International Trust Emerging Markets Debt Fund
SPIIX
SEI S&P 500 Index Fund Class I

Return for Risk

SITEX vs. SPIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SITEX
SITEX Risk / Return Rank: 9393
Overall Rank
SITEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SITEX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SITEX Omega Ratio Rank: 9696
Omega Ratio Rank
SITEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SITEX Martin Ratio Rank: 8888
Martin Ratio Rank
SPIIX
SPIIX Risk / Return Rank: 5050
Overall Rank
SPIIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4848
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 6666
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.

SITEX vs. SPIIX - 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 S&P 500 Index Fund Class I (SPIIX). 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.

SITEXSPIIXDifference

Sharpe ratio

Return per unit of total volatility

2.73

0.93

+1.81

Sortino ratio

Return per unit of downside risk

3.76

1.43

+2.34

Omega ratio

Gain probability vs. loss probability

1.57

1.22

+0.35

Calmar ratio

Return relative to maximum drawdown

2.45

1.44

+1.00

Martin ratio

Return relative to average drawdown

10.22

6.86

+3.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SITEX vs. SPIIX - Sharpe Ratio Comparison

The current SITEX Sharpe Ratio is 2.73, which is higher than the SPIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SITEX and SPIIX, 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

SITEXSPIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

0.93

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.60

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.71

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.54

+0.14

Correlation

The correlation between SITEX and SPIIX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SITEX vs. SPIIX - Dividend Comparison

SITEX's dividend yield for the trailing twelve months is around 6.34%, less than SPIIX's 8.82% yield.

TTM20252024202320222021202020192018201720162015
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%
SPIIX
SEI S&P 500 Index Fund Class I		8.82%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%

Drawdowns

SITEX vs. SPIIX - Drawdown Comparison

The maximum SITEX drawdown since its inception was -45.23%, smaller than the maximum SPIIX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SITEX and SPIIX.

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Drawdown Indicators

SITEXSPIIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

-55.78%

+10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-12.14%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.38%

-25.70%

-2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-28.92%

-33.85%

+4.93%

Current Drawdown

Current decline from peak

-5.06%

-6.37%

+1.31%

Average Drawdown

Average peak-to-trough decline

-6.64%

-7.33%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.55%

-1.22%

Volatility

SITEX vs. SPIIX - Volatility Comparison

The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 2.94%, while SEI S&P 500 Index Fund Class I (SPIIX) has a volatility of 5.34%. This indicates that SITEX experiences smaller price fluctuations and is considered to be less risky than SPIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SITEXSPIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

5.34%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

9.54%

-5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

18.32%

-12.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.99%

18.45%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.45%

18.86%

-10.41%