SEI US Focused ETF Growth Strategy 80/20
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 16.16% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 34.34% |
SCHV Schwab U.S. Large-Cap Value ETF | Large Cap Blend Equities | 34.34% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 3.04% |
VBK Vanguard Small-Cap Growth ETF | Small Cap Blend Equities | 6.06% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 6.06% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI US Focused ETF Growth Strategy 80/20, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 19, 2012, corresponding to the inception date of SPHY
Returns By Period
As of Nov 15, 2024, the SEI US Focused ETF Growth Strategy 80/20 returned 21.26% Year-To-Date and 11.78% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SEI US Focused ETF Growth Strategy 80/20 | 21.26% | 1.96% | 11.86% | 29.74% | 12.71% | 11.78% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
SCHV Schwab U.S. Large-Cap Value ETF | 21.30% | 0.63% | 11.82% | 30.36% | 11.31% | 12.25% |
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.27% | 1.40% |
VBR Vanguard Small-Cap Value ETF | 17.61% | 3.03% | 10.86% | 30.17% | 11.57% | 9.46% |
VBK Vanguard Small-Cap Growth ETF | 18.38% | 4.83% | 11.99% | 33.34% | 8.93% | 9.51% |
SPHY SPDR Portfolio High Yield Bond ETF | 8.31% | 0.32% | 5.94% | 13.61% | 4.76% | 4.54% |
Monthly Returns
The table below presents the monthly returns of SEI US Focused ETF Growth Strategy 80/20, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.65% | 4.17% | 3.02% | -4.11% | 3.93% | 2.69% | 2.36% | 1.91% | 2.37% | -1.01% | 21.26% | ||
| 2023 | 6.73% | -2.31% | 2.75% | 0.86% | 0.21% | 5.66% | 3.00% | -1.77% | -3.95% | -2.64% | 8.40% | 5.26% | 23.51% |
| 2022 | -5.51% | -2.07% | 2.11% | -8.25% | -0.10% | -7.27% | 8.53% | -3.68% | -8.41% | 6.34% | 4.90% | -5.10% | -18.61% |
| 2021 | -0.47% | 2.39% | 2.61% | 4.49% | 0.16% | 2.81% | 1.62% | 2.27% | -3.83% | 5.49% | -1.26% | 2.97% | 20.62% |
| 2020 | 0.21% | -6.27% | -11.97% | 11.20% | 4.70% | 2.27% | 4.79% | 5.16% | -2.46% | -1.51% | 10.23% | 4.26% | 19.78% |
| 2019 | 7.28% | 2.96% | 1.92% | 3.17% | -5.06% | 5.93% | 1.18% | -1.32% | 1.43% | 1.77% | 3.11% | 2.23% | 26.91% |
| 2018 | 3.99% | -3.22% | -0.97% | 0.10% | 2.49% | 1.04% | 2.68% | 2.97% | 0.51% | -6.15% | 1.71% | -6.52% | -2.03% |
| 2017 | 1.71% | 3.09% | 0.50% | 1.05% | 0.98% | 1.17% | 1.60% | 0.27% | 1.85% | 1.82% | 2.45% | 1.01% | 18.93% |
| 2016 | -4.52% | 0.29% | 6.46% | 0.62% | 1.45% | 0.99% | 3.42% | 0.16% | 0.52% | -1.97% | 3.09% | 2.31% | 13.17% |
| 2015 | -1.69% | 4.44% | -0.79% | 0.34% | 1.06% | -1.68% | 1.50% | -4.88% | -1.86% | 6.43% | 0.38% | -1.33% | 1.43% |
| 2014 | -2.21% | 3.95% | 0.37% | 0.18% | 2.01% | 2.59% | -1.66% | 3.54% | -1.83% | 2.28% | 2.08% | 0.46% | 12.19% |
| 2013 | 4.42% | 1.00% | 3.22% | 1.57% | 1.66% | -1.09% | 4.67% | -2.62% | 3.69% | 3.69% | 2.15% | 2.01% | 26.96% |
Expense Ratio
SEI US Focused ETF Growth Strategy 80/20 has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SEI US Focused ETF Growth Strategy 80/20 is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
SCHV Schwab U.S. Large-Cap Value ETF | 3.01 | 4.19 | 1.55 | 4.67 | 18.46 |
BND Vanguard Total Bond Market ETF | 1.14 | 1.66 | 1.20 | 0.43 | 3.87 |
VBR Vanguard Small-Cap Value ETF | 1.85 | 2.63 | 1.33 | 3.41 | 10.42 |
VBK Vanguard Small-Cap Growth ETF | 1.82 | 2.52 | 1.31 | 1.14 | 9.29 |
SPHY SPDR Portfolio High Yield Bond ETF | 3.01 | 4.74 | 1.60 | 3.32 | 23.94 |
Dividends
Dividend yield
SEI US Focused ETF Growth Strategy 80/20 provided a 2.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.61% | 3.54% | 3.41% | 2.02% | 3.21% | 3.70% | 2.76% | 3.49% | 3.39% | 3.01% | 1.93% | 3.35% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.38% | 7.25% | 7.13% | 3.70% | 6.91% | 7.71% | 4.52% | 7.12% | 6.75% | 5.44% | 2.38% | 6.53% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VBR Vanguard Small-Cap Value ETF | 1.91% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.79% | 7.30% | 6.46% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.28% | 4.29% | 3.98% | 4.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI US Focused ETF Growth Strategy 80/20. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SEI US Focused ETF Growth Strategy 80/20 was 29.68%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current SEI US Focused ETF Growth Strategy 80/20 drawdown is 1.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -23.7% | Dec 28, 2021 | 202 | Oct 14, 2022 | 300 | Dec 26, 2023 | 502 |
| -15.27% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -11.23% | May 22, 2015 | 183 | Feb 11, 2016 | 42 | Apr 13, 2016 | 225 |
| -8.26% | Jan 29, 2018 | 9 | Feb 8, 2018 | 103 | Jul 9, 2018 | 112 |
Volatility
Volatility Chart
The current SEI US Focused ETF Growth Strategy 80/20 volatility is 3.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BND | SPHY | SCHG | SCHV | VBK | VBR | |
|---|---|---|---|---|---|---|
| BND | 1.00 | 0.23 | -0.03 | -0.09 | -0.02 | -0.10 |
| SPHY | 0.23 | 1.00 | 0.41 | 0.40 | 0.42 | 0.39 |
| SCHG | -0.03 | 0.41 | 1.00 | 0.75 | 0.85 | 0.71 |
| SCHV | -0.09 | 0.40 | 0.75 | 1.00 | 0.79 | 0.89 |
| VBK | -0.02 | 0.42 | 0.85 | 0.79 | 1.00 | 0.87 |
| VBR | -0.10 | 0.39 | 0.71 | 0.89 | 0.87 | 1.00 |