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SPIIX vs. SEITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIIX vs. SEITX - Performance Comparison

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

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SPIIX vs. SEITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIIX
SEI S&P 500 Index Fund Class I
-7.22%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%
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, SPIIX achieves a -7.22% return, which is significantly lower than SEITX's 1.70% return. Over the past 10 years, SPIIX has outperformed SEITX with an annualized return of 12.99%, while SEITX has yielded a comparatively lower 9.22% annualized return.


SPIIX

1D
-0.40%
1M
-7.76%
YTD
-7.22%
6M
-5.33%
1Y
13.14%
3Y*
16.34%
5Y*
10.62%
10Y*
12.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIIX vs. SEITX - Expense Ratio Comparison

SPIIX has a 0.65% expense ratio, which is lower than SEITX's 1.08% expense ratio.


Return for Risk

SPIIX vs. SEITX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPIIX
SPIIX Risk / Return Rank: 4040
Overall Rank
SPIIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4343
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 4848
Martin Ratio Rank

SEITX
SEITX Risk / Return Rank: 7676
Overall Rank
SEITX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SEITX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SEITX Omega Ratio Rank: 8383
Omega Ratio Rank
SEITX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SEITX Martin Ratio Rank: 6868
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.

SPIIX vs. SEITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI S&P 500 Index Fund Class I (SPIIX) 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.


SPIIXSEITXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.65

-0.86

Sortino ratio

Return per unit of downside risk

1.23

2.23

-1.00

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

0.98

1.59

-0.61

Martin ratio

Return relative to average drawdown

4.73

6.99

-2.25

SPIIX vs. SEITX - Sharpe Ratio Comparison

The current SPIIX Sharpe Ratio is 0.79, which is lower than the SEITX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SPIIX and SEITX, 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


SPIIXSEITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.65

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.58

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.57

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.26

+0.27

Correlation

The correlation between SPIIX and SEITX is 0.67, 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

SPIIX vs. SEITX - Dividend Comparison

SPIIX's dividend yield for the trailing twelve months is around 9.08%, less than SEITX's 16.52% yield.


TTM20252024202320222021202020192018201720162015
SPIIX
SEI S&P 500 Index Fund Class I
9.08%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%
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

SPIIX vs. SEITX - Drawdown Comparison

The maximum SPIIX drawdown since its inception was -55.78%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for SPIIX and SEITX.


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Drawdown Indicators


SPIIXSEITXDifference

Max Drawdown

Largest peak-to-trough decline

-55.78%

-66.98%

+11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-11.60%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.70%

-30.60%

+4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-38.19%

+4.34%

Current Drawdown

Current decline from peak

-9.02%

-8.67%

-0.35%

Average Drawdown

Average peak-to-trough decline

-7.33%

-17.90%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.29%

-0.77%

Volatility

SPIIX vs. SEITX - Volatility Comparison

The current volatility for SEI S&P 500 Index Fund Class I (SPIIX) is 4.24%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 6.73%. This indicates that SPIIX 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


SPIIXSEITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

6.73%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

10.16%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

17.59%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

15.81%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.41%

+2.43%