TCSGX vs. SEITX
TCSGX (SEI Daily Income Trust Short-Duration Government Fund) and SEITX (SEI Institutional International Trust International Equity Fund) are both mutual funds - TCSGX is a Government Bonds fund managed by SEI, while SEITX is a Foreign Large Cap Equities fund managed by SEI. Over the past 10 years, TCSGX returned 1.53%/yr vs 9.70%/yr for SEITX. At a correlation of -0.05, they often move in opposite directions. TCSGX charges 0.48%/yr vs 1.08%/yr for SEITX.
Performance
TCSGX vs. SEITX - Performance Comparison
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Returns By Period
In the year-to-date period, TCSGX achieves a 0.38% return, which is significantly lower than SEITX's 10.19% return. Over the past 10 years, TCSGX has underperformed SEITX with an annualized return of 1.53%, while SEITX has yielded a comparatively higher 9.70% annualized return.
TCSGX
- 1D
- -0.10%
- 1M
- -0.02%
- YTD
- 0.38%
- 6M
- 0.75%
- 1Y
- 3.34%
- 3Y*
- 4.10%
- 5Y*
- 1.48%
- 10Y*
- 1.53%
SEITX
- 1D
- -0.49%
- 1M
- 2.37%
- YTD
- 10.19%
- 6M
- 12.44%
- 1Y
- 25.55%
- 3Y*
- 20.00%
- 5Y*
- 9.45%
- 10Y*
- 9.70%
TCSGX vs. SEITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCSGX SEI Daily Income Trust Short-Duration Government Fund | 0.38% | 5.20% | 4.15% | 3.64% | -4.49% | -1.21% | 3.61% | 3.22% | 0.89% | 0.45% |
SEITX SEI Institutional International Trust International Equity Fund | 10.19% | 36.91% | 6.71% | 18.14% | -15.97% | 10.09% | 11.37% | 22.42% | -16.71% | 26.66% |
Correlation
The correlation between TCSGX and SEITX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 1990 | -0.05 |
The correlation between TCSGX and SEITX shifts across timeframes, from -0.05 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TCSGX vs. SEITX — Risk / Return Rank
TCSGX
SEITX
TCSGX vs. SEITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) 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.
| TCSGX | SEITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.38 | +0.44 |
| Martin ratioReturn relative to average drawdown | 10.88 | 8.83 | +2.05 |
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
| TCSGX | SEITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.91 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.60 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.59 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.54 | 0.28 | +1.27 |
Drawdowns
TCSGX vs. SEITX - Drawdown Comparison
The maximum TCSGX drawdown since its inception was -6.93%, smaller than the maximum SEITX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for TCSGX and SEITX.
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Drawdown Indicators
| TCSGX | SEITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.93% | -66.98% | +60.05% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -11.23% | +9.97% |
Max Drawdown (3Y)Largest decline over 3 years | -1.26% | -14.42% | +13.16% |
Max Drawdown (5Y)Largest decline over 5 years | -6.76% | -30.60% | +23.84% |
Max Drawdown (10Y)Largest decline over 10 years | -6.93% | -38.19% | +31.26% |
Current DrawdownCurrent decline from peak | -0.45% | -1.04% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -17.83% | +17.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 2.98% | -2.65% |
Volatility
TCSGX vs. SEITX - Volatility Comparison
The current volatility for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) is 0.56%, while SEI Institutional International Trust International Equity Fund (SEITX) has a volatility of 3.80%. This indicates that TCSGX 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
| TCSGX | SEITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 3.80% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.31% | 11.25% | -9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.81% | 13.99% | -12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.19% | 15.96% | -13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.80% | 16.50% | -14.70% |
TCSGX vs. SEITX - Expense Ratio Comparison
TCSGX has a 0.48% expense ratio, which is lower than SEITX's 1.08% expense ratio.
Dividends
TCSGX vs. SEITX - Dividend Comparison
TCSGX's dividend yield for the trailing twelve months is around 3.30%, less than SEITX's 15.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEITX SEI Institutional International Trust International Equity Fund | 15.25% | 16.80% | 12.15% | 2.04% | 1.82% | 14.32% | 0.98% | 1.73% | 1.60% | 1.30% | 1.17% | 1.01% |
TCSGX SEI Daily Income Trust Short-Duration Government Fund | 3.30% | 3.27% | 2.74% | 2.24% | 0.87% | 0.70% | 1.34% | 1.90% | 1.96% | 1.62% | 1.11% | 0.88% |
Frequently Asked Questions
TCSGX and SEITX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEITX has higher volatility (3.80%) compared to TCSGX (0.56%). In terms of maximum drawdown, TCSGX dropped -6.93% vs SEITX's -66.98%.
TCSGX currently has the higher Sharpe Ratio (1.97 vs 1.91), 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.
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