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FDRS vs. SELV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDRS vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Founder-Led ETF (FDRS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDRS achieves a -4.25% return, which is significantly lower than SELV's 5.03% return.


FDRS

1D
-2.05%
1M
-1.76%
6M
-2.91%
YTD
-4.25%
1Y
3Y*
5Y*
10Y*

SELV

1D
2.00%
1M
2.54%
6M
3.27%
YTD
5.03%
1Y
11.14%
3Y*
11.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDRS vs. SELV - Yearly Performance Comparison


2026 (YTD)2025
FDRS
Founder-Led ETF
-4.25%-1.34%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
5.03%-0.86%

Correlation

The correlation between FDRS and SELV is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 30, 2025

0.06

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Return for Risk

FDRS vs. SELV — Risk / Return Rank

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

FDRS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SELV
SELV Risk / Return Rank: 4141
Overall Rank
SELV Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 4040
Sortino Ratio Rank
SELV Omega Ratio Rank: 3838
Omega Ratio Rank
SELV Calmar Ratio Rank: 4646
Calmar Ratio Rank
SELV Martin Ratio Rank: 4040
Martin Ratio Rank
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.

FDRS vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Founder-Led ETF (FDRS) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDRSSELVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

5.03

FDRS vs. SELV - Sharpe Ratio Comparison


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Drawdowns

FDRS vs. SELV - Drawdown Comparison

The maximum FDRS drawdown since its inception was -21.77%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FDRS and SELV.


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Drawdown Indicators


FDRSSELVDifference

Max Drawdown

Largest peak-to-trough decline

-21.77%

-13.73%

-8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

Current Drawdown

Current decline from peak

-8.81%

0.00%

-8.81%

Average Drawdown

Average peak-to-trough decline

-9.31%

-2.37%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

FDRS vs. SELV - Volatility Comparison


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Volatility by Period


FDRSSELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

29.23%

9.53%

+19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.23%

11.95%

+17.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.23%

11.95%

+17.28%

FDRS vs. SELV - Expense Ratio Comparison

FDRS has a 0.49% expense ratio, which is higher than SELV's 0.15% expense ratio.


Dividends

FDRS vs. SELV - Dividend Comparison

FDRS has not paid dividends to shareholders, while SELV's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM2025202420232022
FDRS
Founder-Led ETF
0.00%0.00%0.00%0.00%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.70%1.74%1.77%2.06%1.26%

Frequently Asked Questions


FDRS and SELV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELV is cheaper with a 0.15% expense ratio, compared with 0.49% for FDRS.

SELV has the higher dividend yield at 1.70%, compared with 0.00% for FDRS.

They also come from different issuers: Corgi Strategies and SEI. Their fees differ too: 0.49% for FDRS and 0.15% for SELV.

Portfolio Optimizer

Find the right allocation for FDRS and SELV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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