MFVL vs. SEIV

Last updated Apr 1, 2026

Compare and contrast key facts about Motley Fool Value Factor ETF (MFVL) and SEI Enhanced US Large Cap Value Factor ETF (SEIV).

MFVL and SEIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFVL is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022.

Performance

MFVL vs. SEIV - Performance Comparison

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

MFVL vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	-1.60%	1.39%
SEIV SEI Enhanced US Large Cap Value Factor ETF	0.14%	1.85%

Returns By Period

In the year-to-date period, MFVL achieves a -1.60% return, which is significantly lower than SEIV's 0.14% return.

MFVL

• 1D: 1.37%
• 1M: -5.21%
• YTD: -1.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: 2.44%
• 1M: -3.28%
• YTD: 0.14%
• 6M: 7.66%
• 1Y: 30.20%
• 3Y*: 22.09%
• 5Y*: —
• 10Y*: —

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

MFVL vs. SEIV - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is higher than SEIV's 0.15% expense ratio.

MFVL

Motley Fool Value Factor ETF

SEIV

SEI Enhanced US Large Cap Value Factor ETF

Return for Risk

MFVL vs. SEIV — Risk / Return Rank

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

SEIV

SEIV Risk / Return Rank: 87
SEIV Sharpe Ratio Rank: 85
SEIV Sortino Ratio Rank: 87
SEIV Omega Ratio Rank: 89
SEIV Calmar Ratio Rank: 84
SEIV Martin Ratio Rank: 91

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.

MFVL vs. SEIV - Risk-Adjusted Trends Comparison

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

	MFVL	SEIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.98	-1.04

Correlation

The correlation between MFVL and SEIV is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MFVL vs. SEIV - Dividend Comparison

MFVL has not paid dividends to shareholders, while SEIV's dividend yield for the trailing twelve months is around 1.51%.

	TTM	2025	2024	2023	2022
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.51%	1.51%	1.66%	2.08%	1.63%

Drawdowns

MFVL vs. SEIV - Drawdown Comparison

The maximum MFVL drawdown since its inception was -6.49%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for MFVL and SEIV.

Drawdown Indicators

	MFVL	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-6.49%	-18.18%	+11.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.82%	—
Current Drawdown Current decline from peak	-5.21%	-4.68%	-0.53%
Average Drawdown Average peak-to-trough decline	-1.41%	-3.60%	+2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.57%	—

Volatility

Volatility by Period

	MFVL	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.49%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.67%	18.25%	-6.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.67%	16.82%	-5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.67%	16.82%	-5.15%