SRAAX vs. CAVAX
Compare and contrast key facts about SEI Institutional Managed Trust Real Return Fund (SRAAX) and SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX).
SRAAX is managed by SEI. It was launched on Jul 1, 2009. CAVAX is managed by SEI. It was launched on Apr 30, 2015.
Performance
SRAAX vs. CAVAX - Performance Comparison
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SRAAX vs. CAVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRAAX SEI Institutional Managed Trust Real Return Fund | 0.72% | 6.05% | 4.05% | 4.07% | -4.43% | 6.98% | 5.08% | 4.59% | -0.03% | 0.42% |
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | -2.71% | 15.45% | 16.72% | 21.33% | -18.51% | 20.57% | 17.33% | 26.63% | -10.24% | 23.69% |
Returns By Period
In the year-to-date period, SRAAX achieves a 0.72% return, which is significantly higher than CAVAX's -2.71% return. Over the past 10 years, SRAAX has underperformed CAVAX with an annualized return of 2.77%, while CAVAX has yielded a comparatively higher 11.01% annualized return.
SRAAX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.72%
- 6M
- 0.78%
- 1Y
- 3.35%
- 3Y*
- 4.20%
- 5Y*
- 3.18%
- 10Y*
- 2.77%
CAVAX
- 1D
- 2.61%
- 1M
- -5.23%
- YTD
- -2.71%
- 6M
- -0.50%
- 1Y
- 15.10%
- 3Y*
- 14.15%
- 5Y*
- 7.58%
- 10Y*
- 11.01%
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SRAAX vs. CAVAX - Expense Ratio Comparison
SRAAX has a 0.45% expense ratio, which is lower than CAVAX's 0.86% expense ratio.
Return for Risk
SRAAX vs. CAVAX — Risk / Return Rank
SRAAX
CAVAX
SRAAX vs. CAVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Return Fund (SRAAX) and SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX). 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.
| SRAAX | CAVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.90 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.39 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.29 | +1.39 |
Martin ratioReturn relative to average drawdown | 8.72 | 6.17 | +2.56 |
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
| SRAAX | CAVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.90 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.47 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.64 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.62 | +0.34 |
Correlation
The correlation between SRAAX and CAVAX is 0.08, 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
SRAAX vs. CAVAX - Dividend Comparison
SRAAX's dividend yield for the trailing twelve months is around 4.22%, less than CAVAX's 6.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SRAAX SEI Institutional Managed Trust Real Return Fund | 4.22% | 4.25% | 3.35% | 2.58% | 7.65% | 6.49% | 0.56% | 1.75% | 2.63% | 1.12% | 0.00% |
CAVAX SEI Catholic Values Trust Catholic Values Equity Fund | 6.92% | 6.73% | 7.01% | 1.29% | 3.67% | 16.58% | 2.98% | 2.80% | 5.66% | 0.71% | 0.99% |
Drawdowns
SRAAX vs. CAVAX - Drawdown Comparison
The maximum SRAAX drawdown since its inception was -6.72%, smaller than the maximum CAVAX drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for SRAAX and CAVAX.
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Drawdown Indicators
| SRAAX | CAVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.72% | -36.55% | +29.83% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -12.26% | +10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -6.72% | -26.51% | +19.79% |
Max Drawdown (10Y)Largest decline over 10 years | -6.72% | -36.55% | +29.83% |
Current DrawdownCurrent decline from peak | -0.41% | -6.09% | +5.68% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -5.13% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 2.57% | -2.16% |
Volatility
SRAAX vs. CAVAX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Real Return Fund (SRAAX) is 0.67%, while SEI Catholic Values Trust Catholic Values Equity Fund (CAVAX) has a volatility of 5.19%. This indicates that SRAAX experiences smaller price fluctuations and is considered to be less risky than CAVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRAAX | CAVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 5.19% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 9.32% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.27% | 17.27% | -15.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.31% | 16.06% | -12.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 17.39% | -14.64% |