IFN vs. SIVLX
IFN (Aberdeen India Fund) and SIVLX (Seafarer Overseas Value Fund Institutional Class) are both Emerging Markets Equities funds. Over the past 5 years, IFN returned 1.54%/yr vs 10.04%/yr for SIVLX. Their 0.42 correlation means their historical movements had little consistent relationship. IFN charges 0.01%/yr vs 1.05%/yr for SIVLX.
Performance
IFN vs. SIVLX - Performance Comparison
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Returns By Period
In the year-to-date period, IFN achieves a -8.68% return, which is significantly lower than SIVLX's 7.95% return.
IFN
- 1D
- -0.26%
- 1M
- 0.09%
- 6M
- -7.67%
- YTD
- -8.68%
- 1Y
- -11.96%
- 3Y*
- 0.40%
- 5Y*
- 1.54%
- 10Y*
- 6.36%
- ALL TIME*
- 7.57%
SIVLX
- 1D
- 2.92%
- 1M
- 2.86%
- 6M
- -1.13%
- YTD
- 7.95%
- 1Y
- 20.54%
- 3Y*
- 12.78%
- 5Y*
- 10.04%
- 10Y*
- —
- ALL TIME*
- 9.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.78M | $1.59M | $1.78M | |
| $0.00 | $0.00 | $0.00 |
IFN vs. SIVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFN Aberdeen India Fund | -8.68% | 0.42% | -2.26% | 36.48% | -15.85% | 22.31% | 12.25% | 11.27% | -5.33% | 37.15% |
SIVLX Seafarer Overseas Value Fund Institutional Class | 7.95% | 37.79% | -3.34% | 13.38% | -0.74% | 10.05% | 4.05% | 21.98% | -13.91% | 23.02% |
Correlation
The correlation between IFN and SIVLX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.42 |
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Return for Risk
IFN vs. SIVLX — Risk / Return Rank
IFN
SIVLX
IFN vs. SIVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen India Fund (IFN) and Seafarer Overseas Value Fund Institutional Class (SIVLX). 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.
| IFN | SIVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.26 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.45 | -1.95 |
| Martin ratioReturn relative to average drawdown | -1.04 | 3.58 | -4.61 |
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Drawdowns
IFN vs. SIVLX - Drawdown Comparison
The maximum IFN drawdown since its inception was -71.52%, which is greater than SIVLX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for IFN and SIVLX.
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Drawdown Indicators
| IFN | SIVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.52% | -33.09% | -38.43% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -12.51% | -10.48% |
Max Drawdown (3Y)Largest decline over 3 years | -31.53% | -12.51% | -19.02% |
Max Drawdown (5Y)Largest decline over 5 years | -31.53% | -16.39% | -15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -41.48% | — | — |
Current DrawdownCurrent decline from peak | -23.64% | -6.81% | -16.83% |
Average DrawdownAverage peak-to-trough decline | -25.88% | -5.64% | -20.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 5.05% | +6.06% |
Volatility
IFN vs. SIVLX - Volatility Comparison
The current volatility for Aberdeen India Fund (IFN) is 3.30%, while Seafarer Overseas Value Fund Institutional Class (SIVLX) has a volatility of 4.60%. This indicates that IFN experiences smaller price fluctuations and is considered to be less risky than SIVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFN | SIVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 4.60% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | 12.06% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 13.60% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 12.04% | +5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 12.71% | +6.17% |
IFN vs. SIVLX - Expense Ratio Comparison
IFN has a 0.01% expense ratio, which is lower than SIVLX's 1.05% expense ratio.
Dividends
IFN vs. SIVLX - Dividend Comparison
IFN's dividend yield for the trailing twelve months is around 18.58%, more than SIVLX's 4.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFN Aberdeen India Fund | 18.58% | 16.09% | 14.60% | 8.97% | 21.47% | 15.21% | 9.77% | 11.57% | 22.25% | 12.11% | 7.97% | 8.02% |
SIVLX Seafarer Overseas Value Fund Institutional Class | 4.68% | 5.05% | 4.23% | 2.93% | 1.70% | 3.56% | 1.38% | 3.06% | 3.30% | 3.41% | 0.00% | 0.00% |
Frequently Asked Questions
IFN and SIVLX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIVLX has higher volatility (4.60%) compared to IFN (3.30%). In terms of maximum drawdown, IFN dropped -71.52% vs SIVLX's -33.09%.
SIVLX currently has the higher Sharpe Ratio (1.33 vs -0.69), 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.
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