Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSEAX (SIIT SCREENED WORLD EQUITY EX-US FUND SIIT SCREENED WORLD EQUITY EX-US FUND – CLASS A) | 11.38% | 24.10% | 18.15% | 7.80% | 11.01% | 7.74% | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSEAX (SIIT SCREENED WORLD EQUITY EX-US FUND SIIT SCREENED WORLD EQUITY EX-US FUND – CLASS A) | 07/02/2008 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | 24.10 | 18.15 | 7.80 | 11.01 | 7.74 | NA | … | … | 11.38 | 12.41 | 6.84 | 14.97 | -14.19 | 9.32 | 16.54 | 24.81 | -15.01 | 32.97 | 7.14 | -3.97 | -3.52 | 16.38 | 18.63 | -14.31 | 11.65 | 32.42 | -39.71 |
| Sharpe Ratio | NA | 1.68 | 1.17 | 0.38 | 0.61 | NA | NA | … | … | 1.58 | 0.50 | 0.30 | 1.00 | -0.80 | 0.74 | 0.57 | 2.28 | -1.24 | 4.35 | 0.43 | -0.29 | -0.34 | 1.36 | 1.24 | -0.56 | 0.58 | 1.18 | -1.20 |
| Standard Deviation(%) | NA | 13.23 | 12.90 | 14.33 | 15.46 | NA | NA | … | … | 16.58 | 19.33 | 10.59 | 11.46 | 19.54 | 12.50 | 28.53 | 10.23 | 13.29 | 7.47 | 16.18 | 13.97 | 10.35 | 12.05 | 15.11 | 25.40 | 19.93 | 27.42 | 53.59 |
| Draw Down(%) | NA | 10.69 | 13.26 | 27.98 | 34.24 | NA | NA | … | … | 10.69 | 13.26 | 7.75 | 11.27 | 26.21 | 8.85 | 34.24 | 6.95 | 22.73 | 2.82 | 12.43 | 17.43 | 11.94 | 10.52 | 15.26 | 27.18 | 16.95 | 26.54 | 50.98 |
| Yield(%) | 0.00 | 17.67 | 9.80 | 8.10 | 8.61 | 6.23 | 4.32 | … | … | 0.00 | 20.34 | 4.40 | 3.03 | 5.15 | 18.11 | 2.80 | 3.36 | 3.29 | 2.85 | 1.86 | 2.05 | 1.68 | 1.97 | 2.13 | 1.80 | 1.63 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 07/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSEAX (SIIT SCREENED WORLD EQUITY EX-US FUND SIIT SCREENED WORLD EQUITY EX-US FUND – CLASS A) |
-3.75%
Aug 2008 – Aug 2011 |
-0.55%
Feb 2011 – Feb 2016 |
3.39%
Mar 2010 – Mar 2020 |
4.35%
Aug 2008 – Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSEAX (SIIT SCREENED WORLD EQUITY EX-US FUND SIIT SCREENED WORLD EQUITY EX-US FUND – CLASS A) |
20.51%
Feb 2009 – Feb 2012 |
16.71%
Feb 2009 – Feb 2014 |
11.74%
Feb 2016 – Feb 2026 |
9.38%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart