QFIN vs. SEIX
Compare and contrast key facts about 360 DigiTech, Inc. (QFIN) and Virtus Seix Senior Loan ETF (SEIX).
SEIX is an actively managed fund by Virtus Investment Partners. It was launched on Apr 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QFIN or SEIX.
Key characteristics
| QFIN | SEIX | |
|---|---|---|
| YTD Return | 121.45% | 6.08% |
| 1Y Return | 151.85% | 9.40% |
| 3Y Return (Ann) | 19.06% | 5.67% |
| 5Y Return (Ann) | 34.80% | 5.53% |
| Sharpe Ratio | 3.29 | 3.45 |
| Sortino Ratio | 4.16 | 5.01 |
| Omega Ratio | 1.48 | 1.96 |
| Calmar Ratio | 2.24 | 7.55 |
| Martin Ratio | 18.20 | 25.60 |
| Ulcer Index | 8.02% | 0.37% |
| Daily Std Dev | 44.34% | 2.71% |
| Max Drawdown | -76.74% | -17.51% |
| Current Drawdown | -11.51% | -0.50% |
Correlation
The correlation between QFIN and SEIX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
QFIN vs. SEIX - Performance Comparison
In the year-to-date period, QFIN achieves a 121.45% return, which is significantly higher than SEIX's 6.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QFIN vs. SEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) and Virtus Seix Senior Loan ETF (SEIX). 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.
Dividends
QFIN vs. SEIX - Dividend Comparison
QFIN's dividend yield for the trailing twelve months is around 3.54%, less than SEIX's 7.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
QFIN 360 DigiTech, Inc. | 3.54% | 4.17% | 4.03% | 1.22% | 0.00% | 0.00% |
SEIX Virtus Seix Senior Loan ETF | 7.98% | 8.74% | 5.76% | 4.16% | 3.75% | 3.82% |
Drawdowns
QFIN vs. SEIX - Drawdown Comparison
The maximum QFIN drawdown since its inception was -76.74%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for QFIN and SEIX. For additional features, visit the drawdowns tool.
Volatility
QFIN vs. SEIX - Volatility Comparison
360 DigiTech, Inc. (QFIN) has a higher volatility of 17.09% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.62%. This indicates that QFIN's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.