SEI US Focused ETF 100%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 42.42% |
SCHV Schwab U.S. Large-Cap Value ETF | Large Cap Blend Equities | 42.42% |
VBK Vanguard Small-Cap Growth ETF | Small Cap Blend Equities | 7.58% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 7.58% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI US Focused ETF 100%, 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 Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Nov 15, 2024, the SEI US Focused ETF 100% returned 26.00% Year-To-Date and 13.97% 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 100% | 26.00% | 2.76% | 14.00% | 35.27% | 15.43% | 13.97% |
| 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% |
VBK Vanguard Small-Cap Growth ETF | 18.38% | 4.83% | 11.99% | 33.34% | 8.93% | 9.51% |
VBR Vanguard Small-Cap Value ETF | 17.61% | 3.03% | 10.86% | 30.17% | 11.57% | 9.46% |
Monthly Returns
The table below presents the monthly returns of SEI US Focused ETF 100%, 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 | 0.82% | 5.42% | 3.49% | -4.56% | 4.48% | 3.13% | 2.37% | 2.01% | 2.61% | -0.72% | 26.00% | ||
| 2023 | 7.53% | -2.28% | 2.80% | 0.92% | 0.53% | 6.95% | 3.69% | -2.05% | -4.32% | -2.94% | 9.34% | 5.66% | 27.70% |
| 2022 | -6.32% | -2.31% | 3.27% | -9.29% | -0.35% | -8.47% | 9.86% | -3.86% | -9.39% | 7.98% | 5.19% | -6.01% | -20.11% |
| 2021 | -0.41% | 3.25% | 3.43% | 5.33% | 0.16% | 3.21% | 1.76% | 2.83% | -4.51% | 6.79% | -1.54% | 3.65% | 26.13% |
| 2020 | -0.13% | -8.08% | -14.32% | 13.12% | 5.47% | 2.63% | 5.44% | 6.49% | -2.93% | -1.78% | 12.30% | 5.12% | 21.73% |
| 2019 | 8.66% | 3.61% | 1.92% | 3.88% | -6.50% | 7.04% | 1.41% | -2.18% | 1.86% | 2.13% | 3.83% | 2.67% | 31.21% |
| 2018 | 5.22% | -3.70% | -1.30% | 0.29% | 2.94% | 1.30% | 3.28% | 3.50% | 0.73% | -7.39% | 2.02% | -8.57% | -2.71% |
| 2017 | 2.03% | 3.66% | 0.63% | 1.09% | 1.03% | 1.43% | 1.88% | 0.13% | 2.36% | 2.26% | 3.04% | 1.09% | 22.62% |
| 2016 | -5.84% | 0.09% | 7.82% | 0.62% | 1.80% | 0.75% | 4.02% | 0.22% | 0.59% | -2.22% | 4.48% | 2.66% | 15.35% |
| 2015 | -2.65% | 5.79% | -1.06% | 0.50% | 1.42% | -1.80% | 1.69% | -5.97% | -2.46% | 7.83% | 0.57% | -1.50% | 1.60% |
| 2014 | -3.13% | 4.78% | 0.46% | 0.03% | 2.21% | 3.17% | -1.96% | 4.08% | -2.08% | 2.63% | 2.42% | 0.57% | 13.63% |
| 2013 | 5.58% | 1.12% | 3.92% | 1.66% | 2.48% | -0.92% | 5.66% | -2.96% | 4.27% | 4.31% | 2.75% | 2.60% | 34.65% |
Expense Ratio
SEI US Focused ETF 100% 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 100% is 79, placing it in the top 21% 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 |
VBK Vanguard Small-Cap Growth ETF | 1.82 | 2.52 | 1.31 | 1.14 | 9.29 |
VBR Vanguard Small-Cap Value ETF | 1.85 | 2.63 | 1.33 | 3.41 | 10.42 |
Dividends
Dividend yield
SEI US Focused ETF 100% provided a 2.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.22% | 3.49% | 3.45% | 1.91% | 3.31% | 3.82% | 2.70% | 3.65% | 3.52% | 3.05% | 1.68% | 3.41% |
| 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% |
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% |
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% |
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 100%. 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 100% was 35.44%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current SEI US Focused ETF 100% drawdown is 1.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -25.65% | Jan 4, 2022 | 197 | Oct 14, 2022 | 293 | Dec 14, 2023 | 490 |
| -19.96% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -19.08% | Sep 26, 2018 | 62 | Dec 24, 2018 | 66 | Apr 1, 2019 | 128 |
| -15.65% | Apr 26, 2010 | 50 | Jul 6, 2010 | 86 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current SEI US Focused ETF 100% volatility is 4.06%, 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
| SCHG | SCHV | VBR | VBK | |
|---|---|---|---|---|
| SCHG | 1.00 | 0.78 | 0.76 | 0.87 |
| SCHV | 0.78 | 1.00 | 0.89 | 0.80 |
| VBR | 0.76 | 0.89 | 1.00 | 0.89 |
| VBK | 0.87 | 0.80 | 0.89 | 1.00 |