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NPFE vs. SELV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NPFE vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NPF Core Equity ETF (NPFE) 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


NPFE

1D
0.42%
1M
2.51%
6M
YTD
1Y
3Y*
5Y*
10Y*

SELV

1D
0.24%
1M
1.35%
6M
3.14%
YTD
3.81%
1Y
9.80%
3Y*
11.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPFE vs. SELV - Yearly Performance Comparison


Correlation

The correlation between NPFE and SELV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 11, 2026

0.21

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Return for Risk

NPFE vs. SELV — Risk / Return Rank

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

NPFE

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


SELV
SELV Risk / Return Rank: 3333
Overall Rank
SELV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SELV Sortino Ratio Rank: 3131
Sortino Ratio Rank
SELV Omega Ratio Rank: 2929
Omega Ratio Rank
SELV Calmar Ratio Rank: 3636
Calmar Ratio Rank
SELV Martin Ratio Rank: 3434
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.

NPFE vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NPF Core Equity ETF (NPFE) 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.


NPFESELVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.50

Martin ratioReturn relative to average drawdown

4.00

NPFE vs. SELV - Sharpe Ratio Comparison


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Drawdowns

NPFE vs. SELV - Drawdown Comparison

The maximum NPFE drawdown since its inception was -5.44%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for NPFE and SELV.


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Drawdown Indicators


NPFESELVDifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-13.73%

+8.29%

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

-1.25%

-1.15%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.02%

-2.37%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

NPFE vs. SELV - Volatility Comparison


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Volatility by Period


NPFESELVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

9.25%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

11.90%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

11.90%

+2.99%

NPFE vs. SELV - Expense Ratio Comparison

NPFE has a 0.40% expense ratio, which is higher than SELV's 0.15% expense ratio.


Dividends

NPFE vs. SELV - Dividend Comparison

NPFE has not paid dividends to shareholders, while SELV's dividend yield for the trailing twelve months is around 1.72%.


PositionTTM2025202420232022
NPFE
NPF Core Equity ETF
0.00%0.00%0.00%0.00%0.00%
SELV
SEI Enhanced Low Volatility US Large Cap ETF
1.72%1.74%1.77%2.06%1.26%

Frequently Asked Questions


NPFE and SELV have a correlation of 0.21, 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 0.40% for NPFE.

SELV has the higher dividend yield at 1.72%, compared with 0.00% for NPFE.

They also come from different issuers: NPF Investment Advisors and SEI. Their fees differ too: 0.40% for NPFE and 0.15% for SELV.

Portfolio Optimizer

Find the right allocation for NPFE 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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