Correlation
The correlation between SITEX and VOO 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SITEX or VOO.
Performance
SITEX vs. VOO - Performance Comparison
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Key characteristics
SITEX:
1.66
VOO:
0.74
SITEX:
2.29
VOO:
1.04
SITEX:
1.30
VOO:
1.15
SITEX:
0.82
VOO:
0.68
SITEX:
4.46
VOO:
2.58
SITEX:
1.98%
VOO:
4.93%
SITEX:
5.72%
VOO:
19.54%
SITEX:
-45.23%
VOO:
-33.99%
SITEX:
-1.46%
VOO:
-3.55%
Returns By Period
In the year-to-date period, SITEX achieves a 6.46% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, SITEX has underperformed VOO with an annualized return of 2.01%, while VOO has yielded a comparatively higher 12.81% annualized return.
SITEX
6.46%
1.84%
4.74%
9.45%
6.57%
2.29%
2.01%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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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.
Risk-Adjusted Performance
SITEX vs. VOO — Risk-Adjusted Performance Rank
SITEX
VOO
SITEX vs. VOO - 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 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.
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Dividends
SITEX vs. VOO - Dividend Comparison
SITEX's dividend yield for the trailing twelve months is around 5.94%, more than VOO's 1.29% 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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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Volatility
SITEX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is 0.80%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. 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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