SITEX vs. VOO
Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) and Vanguard S&P 500 ETF (VOO).
SITEX is managed by SEI. It was launched on Jun 25, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SITEX vs. VOO - Performance Comparison
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SITEX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SITEX achieves a -1.05% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SITEX has underperformed VOO with an annualized return of 3.34%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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SITEX vs. VOO - Expense Ratio Comparison
SITEX has a 1.36% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SITEX vs. VOO — Risk / Return Rank
SITEX
VOO
SITEX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.73 | 1.01 | +1.72 |
Sortino ratioReturn per unit of downside risk | 3.76 | 1.53 | +2.23 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.23 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.55 | +0.90 |
Martin ratioReturn relative to average drawdown | 10.22 | 7.31 | +2.91 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 1.01 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.71 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.79 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.83 | -0.16 |
Correlation
The correlation between SITEX and VOO is 0.31, 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. VOO - Dividend Comparison
SITEX's dividend yield for the trailing twelve months is around 6.34%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SITEX vs. VOO - Drawdown Comparison
The maximum SITEX drawdown since its inception was -45.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SITEX and VOO.
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Drawdown Indicators
| SITEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.23% | -33.99% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -11.98% | +6.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.38% | -24.52% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -28.92% | -33.99% | +5.07% |
Current DrawdownCurrent decline from peak | -5.06% | -5.55% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -3.72% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.55% | -1.22% |
Volatility
SITEX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 2.94%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SITEX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SITEX | VOO | Difference | |
|---|---|---|---|
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% | 9.47% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.71% | 18.11% | -12.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.99% | 16.82% | -9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.45% | 17.99% | -9.54% |