GFGF vs. SELV

Last updated Jul 14, 2026

GFGF (Guru Favorite Stocks ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, GFGF returned 16.20%/yr vs 11.44%/yr for SELV. A 0.63 correlation means they provide meaningful diversification when combined. GFGF charges 0.65%/yr vs 0.15%/yr for SELV.

Performance

GFGF vs. SELV - Performance Comparison

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

Returns By Period

In the year-to-date period, GFGF achieves a 2.09% return, which is significantly lower than SELV's 4.65% return.

GFGF

• 1D: 0.06%
• 1M: 2.69%
• 6M: 0.07%
• YTD: 2.09%
• 1Y: 9.64%
• 3Y*: 16.20%
• 5Y*: —
• 10Y*: —

SELV

• 1D: 0.81%
• 1M: 1.85%
• 6M: 3.60%
• YTD: 4.65%
• 1Y: 10.70%
• 3Y*: 11.44%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFGF vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GFGF Guru Favorite Stocks ETF	2.09%	13.11%	26.12%	24.03%	-2.10%
SELV SEI Enhanced Low Volatility US Large Cap ETF	4.65%	12.86%	14.71%	6.58%	-0.61%

Correlation

The correlation between GFGF and SELV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 18, 2022	0.63

Over the past year, the correlation between GFGF and SELV has dropped to 0.41 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

GFGF vs. SELV - Sectors Allocation Comparison

Sectors	GFGF	SELV
Technology	36.0%	21.4%
Financial Services	30.1%	4.8%
Healthcare	14.1%	17.0%
Communication Services	10.9%	15.8%
Consumer Cyclical	6.6%	4.9%
Consumer Defensive	3.1%	12.3%
Industrials	2.4%	7.5%
Real Estate	2.0%	0.1%
Basic Materials	-	2.8%
Energy	-	4.3%
Utilities	-	7.6%

Return for Risk

GFGF vs. SELV — Risk / Return Rank

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

GFGF

GFGF Risk / Return Rank: 23
GFGF Sharpe Ratio Rank: 26
GFGF Sortino Ratio Rank: 24
GFGF Omega Ratio Rank: 24
GFGF Calmar Ratio Rank: 19
GFGF Martin Ratio Rank: 22

SELV

SELV Risk / Return Rank: 41
SELV Sharpe Ratio Rank: 41
SELV Sortino Ratio Rank: 41
SELV Omega Ratio Rank: 38
SELV Calmar Ratio Rank: 45
SELV Martin Ratio Rank: 39

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.

GFGF vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) 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.

	GFGF	SELV	Difference
Sharpe ratio: Return per unit of total volatility	0.76	1.16	-0.40
Sortino ratio: Return per unit of downside risk	1.12	1.71	-0.59
Omega ratio: Gain probability vs. loss probability	1.14	1.20	-0.06
Calmar ratio: Return relative to maximum drawdown	0.64	1.81	-1.18
Martin ratio: Return relative to average drawdown	2.15	4.84	-2.69

GFGF vs. SELV - Sharpe Ratio Comparison

The current GFGF Sharpe Ratio is 0.76, which is lower than the SELV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GFGF and SELV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GFGF vs. SELV - Drawdown Comparison

The maximum GFGF drawdown since its inception was -27.98%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for GFGF and SELV.

Drawdown Indicators

	GFGF	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-27.98%	-13.73%	-14.25%
Max Drawdown (1Y) Largest decline over 1 year	-15.22%	-5.92%	-9.30%
Max Drawdown (3Y) Largest decline over 3 years	-15.60%	-8.94%	-6.66%
Current Drawdown Current decline from peak	-0.41%	-0.34%	-0.07%
Average Drawdown Average peak-to-trough decline	-8.12%	-2.37%	-5.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.49%	2.21%	+2.28%

Volatility

GFGF vs. SELV - Volatility Comparison

Guru Favorite Stocks ETF (GFGF) and SEI Enhanced Low Volatility US Large Cap ETF (SELV) have volatilities of 3.89% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFGF	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	3.86%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	7.24%	+2.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	9.26%	+3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.98%	11.90%	+7.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.98%	11.90%	+7.08%

GFGF vs. SELV - Expense Ratio Comparison

GFGF has a 0.65% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

GFGF vs. SELV - Dividend Comparison

GFGF's dividend yield for the trailing twelve months is around 0.21%, less than SELV's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021
GFGF Guru Favorite Stocks ETF	0.21%	0.21%	0.10%	0.08%	0.42%	0.01%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.71%	1.74%	1.77%	2.06%	1.26%	0.00%

Frequently Asked Questions

Can I hold both GFGF and SELV in my portfolio?

GFGF and SELV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFGF or SELV?

GFGF has higher volatility (3.89%) compared to SELV (3.86%). In terms of maximum drawdown, GFGF dropped -27.98% vs SELV's -13.73%.

Which ETF is better, GFGF or SELV?

On 3-year performance, GFGF leads with 16.20% vs 11.44% for SELV. On fees, SELV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GFGF or SELV?

Over the 3-year period, GFGF has performed better with a 16.20% return vs 11.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GFGF or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.65% for GFGF.

Which ETF pays a higher dividend yield, GFGF or SELV?

SELV has the higher dividend yield at 1.71%, compared with 0.21% for GFGF.

What is the main difference between GFGF and SELV?

They also come from different issuers: GuruFocus and SEI. Their fees differ too: 0.65% for GFGF and 0.15% for SELV.

Which has better risk-adjusted returns?

SELV currently has the higher Sharpe Ratio (1.16 vs 0.76), 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.