SRWAX vs. SEITX

Last updated Jun 3, 2026

SRWAX (SEI Asset Allocation Trust Market Growth Strategy Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both mutual funds - SRWAX is a Diversified Portfolio fund managed by SEI, while SEITX is a Foreign Large Cap Equities fund managed by SEI. Over the past 10 years, SRWAX returned 7.64%/yr vs 9.71%/yr for SEITX. Their correlation of 0.83 suggests significant overlap in exposure. SRWAX charges 0.35%/yr vs 1.08%/yr for SEITX.

Performance

SRWAX vs. SEITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Asset Allocation Trust Market Growth Strategy Fund (SRWAX) and SEI Institutional International Trust International Equity Fund (SEITX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SRWAX achieves a 8.95% return, which is significantly lower than SEITX's 10.27% return. Over the past 10 years, SRWAX has underperformed SEITX with an annualized return of 7.64%, while SEITX has yielded a comparatively higher 9.71% annualized return.

SRWAX

• 1D: 0.20%
• 1M: 2.61%
• YTD: 8.95%
• 6M: 10.08%
• 1Y: 21.27%
• 3Y*: 14.34%
• 5Y*: 6.38%
• 10Y*: 7.64%

SEITX

• 1D: -0.28%
• 1M: 2.29%
• YTD: 10.27%
• 6M: 13.21%
• 1Y: 25.17%
• 3Y*: 20.02%
• 5Y*: 9.55%
• 10Y*: 9.71%

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

SRWAX vs. SEITX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRWAX SEI Asset Allocation Trust Market Growth Strategy Fund	8.95%	17.71%	9.69%	11.24%	-14.94%	10.18%	9.36%	19.13%	-7.71%	14.29%
SEITX SEI Institutional International Trust International Equity Fund	10.27%	36.91%	6.71%	18.14%	-15.97%	10.09%	11.37%	22.42%	-16.71%	26.66%

Correlation

The correlation between SRWAX and SEITX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Nov 19, 2003	0.83

The correlation between SRWAX and SEITX shifts across timeframes, from 0.76 (3 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SRWAX vs. SEITX — Risk / Return Rank

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

SRWAX

SRWAX Risk / Return Rank: 78
SRWAX Sharpe Ratio Rank: 83
SRWAX Sortino Ratio Rank: 81
SRWAX Omega Ratio Rank: 79
SRWAX Calmar Ratio Rank: 72
SRWAX Martin Ratio Rank: 75

SEITX

SEITX Risk / Return Rank: 46
SEITX Sharpe Ratio Rank: 45
SEITX Sortino Ratio Rank: 46
SEITX Omega Ratio Rank: 45
SEITX Calmar Ratio Rank: 47
SEITX Martin Ratio Rank: 48

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.

SRWAX vs. SEITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Asset Allocation Trust Market Growth Strategy Fund (SRWAX) 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.

	SRWAX	SEITX	Difference
Sharpe ratio Return per unit of total volatility	2.70	1.99	+0.70
Sortino ratio Return per unit of downside risk	3.82	2.85	+0.98
Omega ratio Gain probability vs. loss probability	1.51	1.36	+0.15
Calmar ratio Return relative to maximum drawdown	3.31	2.64	+0.67
Martin ratio Return relative to average drawdown	14.23	9.97	+4.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SRWAX vs. SEITX - Sharpe Ratio Comparison

The current SRWAX Sharpe Ratio is 2.70, which is higher than the SEITX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SRWAX and SEITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SRWAX	SEITX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.70	1.99	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.61	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.59	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.28	+0.28

Drawdowns

SRWAX vs. SEITX - Drawdown Comparison

The maximum SRWAX drawdown since its inception was -46.91%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for SRWAX and SEITX.

Drawdown Indicators

	SRWAX	SEITX	Difference
Max Drawdown Largest peak-to-trough decline	-46.91%	-66.98%	+20.07%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	-11.23%	+4.63%
Max Drawdown (3Y) Largest decline over 3 years	-10.13%	-14.42%	+4.29%
Max Drawdown (5Y) Largest decline over 5 years	-24.48%	-30.60%	+6.12%
Max Drawdown (10Y) Largest decline over 10 years	-24.48%	-38.19%	+13.71%
Current Drawdown Current decline from peak	0.00%	-0.97%	+0.97%
Average Drawdown Average peak-to-trough decline	-6.15%	-17.83%	+11.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	2.97%	-1.44%

Volatility

SRWAX vs. SEITX - Volatility Comparison

The current volatility for SEI Asset Allocation Trust Market Growth Strategy Fund (SRWAX) is 2.63%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.94%. This indicates that SRWAX 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.

Volatility by Period

	SRWAX	SEITX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	3.94%	-1.31%
Volatility (6M) Calculated over the trailing 6-month period	6.56%	11.27%	-4.71%
Volatility (1Y) Calculated over the trailing 1-year period	8.15%	14.07%	-5.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.51%	15.96%	-5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.26%	16.50%	-6.24%

SRWAX vs. SEITX - Expense Ratio Comparison

SRWAX has a 0.35% expense ratio, which is lower than SEITX's 1.08% expense ratio.

Dividends

SRWAX vs. SEITX - Dividend Comparison

SRWAX's dividend yield for the trailing twelve months is around 4.55%, less than SEITX's 15.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEITX SEI Institutional International Trust International Equity Fund	15.24%	16.80%	12.15%	2.04%	1.82%	14.32%	0.98%	1.73%	1.60%	1.30%	1.17%	1.01%
SRWAX SEI Asset Allocation Trust Market Growth Strategy Fund	4.55%	4.84%	4.43%	2.91%	12.53%	10.03%	3.94%	4.34%	2.64%	1.83%	2.41%	2.44%

Frequently Asked Questions

Can I hold both SRWAX and SEITX in my portfolio?

SRWAX and SEITX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRWAX or SEITX?

SEITX has higher volatility (3.94%) compared to SRWAX (2.63%). In terms of maximum drawdown, SRWAX dropped -46.91% vs SEITX's -66.98%.

Which has better risk-adjusted returns?

SRWAX currently has the higher Sharpe Ratio (2.70 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.