MFMO vs. SEIM

Last updated Jun 4, 2026

MFMO (Motley Fool Momentum Factor ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both Momentum funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. MFMO charges 0.50%/yr vs 0.15%/yr for SEIM.

Performance

MFMO vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly higher than SEIM's 18.91% return.

MFMO

• 1D: 0.71%
• 1M: 11.78%
• YTD: 25.49%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIM

• 1D: -0.33%
• 1M: 7.63%
• YTD: 18.91%
• 6M: 20.91%
• 1Y: 36.91%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

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

MFMO vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025
MFMO Motley Fool Momentum Factor ETF	25.49%	-1.90%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	-0.06%

Correlation

The correlation between MFMO and SEIM is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025	0.90

Return for Risk

MFMO vs. SEIM — Risk / Return Rank

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

SEIM

SEIM Risk / Return Rank: 70
SEIM Sharpe Ratio Rank: 68
SEIM Sortino Ratio Rank: 66
SEIM Omega Ratio Rank: 65
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

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.

MFMO vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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.

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

Sharpe Ratios by Period

	MFMO	SEIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.24	1.19	+1.05

Drawdowns

MFMO vs. SEIM - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum SEIM drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for MFMO and SEIM.

Drawdown Indicators

	MFMO	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-12.05%	-22.17%	+10.12%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.17%	—
Current Drawdown Current decline from peak	0.00%	-0.33%	+0.33%
Average Drawdown Average peak-to-trough decline	-2.42%	-3.98%	+1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.29%	—

Volatility

Volatility by Period

	MFMO	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.50%	16.28%	+8.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	18.86%	+5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	18.86%	+5.64%

MFMO vs. SEIM - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

MFMO vs. SEIM - Dividend Comparison

MFMO has not paid dividends to shareholders, while SEIM's dividend yield for the trailing twelve months is around 0.52%.

Position	TTM	2025	2024	2023	2022
MFMO Motley Fool Momentum Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%

Frequently Asked Questions

Can I hold both MFMO and SEIM in my portfolio?

With a correlation of 0.90, MFMO and SEIM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, MFMO or SEIM?

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

Which ETF is cheaper, MFMO or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.50% for MFMO.

Which ETF pays a higher dividend yield, MFMO or SEIM?

SEIM has the higher dividend yield at 0.52%, compared with 0.00% for MFMO.

What is the main difference between MFMO and SEIM?

They also come from different issuers: Motley Fool and SEI. Their fees differ too: 0.50% for MFMO and 0.15% for SEIM.