SEIC vs. MSCI
SEIC (SEI Investments Company) and MSCI (MSCI Inc.) are both stocks. Both are in the Financial Services sector — SEIC in Asset Management, MSCI in Financial Data & Stock Exchanges. Over the past 10 years, SEIC returned 7.60%/yr vs 24.54%/yr for MSCI. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
SEIC vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, SEIC achieves a 9.64% return, which is significantly higher than MSCI's 5.22% return. Over the past 10 years, SEIC has underperformed MSCI with an annualized return of 7.60%, while MSCI has yielded a comparatively higher 24.54% annualized return.
SEIC
- 1D
- 1.42%
- 1M
- -2.51%
- YTD
- 9.64%
- 6M
- 9.01%
- 1Y
- 7.48%
- 3Y*
- 16.45%
- 5Y*
- 8.80%
- 10Y*
- 7.60%
MSCI
- 1D
- 0.81%
- 1M
- 5.32%
- YTD
- 5.22%
- 6M
- 9.54%
- 1Y
- 9.42%
- 3Y*
- 9.01%
- 5Y*
- 5.72%
- 10Y*
- 24.54%
SEIC vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEIC SEI Investments Company | 9.64% | 0.63% | 31.47% | 10.59% | -2.94% | 7.38% | -11.10% | 43.35% | -34.92% | 46.99% |
MSCI MSCI Inc. | 5.22% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between SEIC and MSCI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.51 |
The correlation between SEIC and MSCI shifts across timeframes, from 0.41 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SEIC:
$11.13B
MSCI:
$43.98B
SEIC:
$5.85
MSCI:
$17.28
SEIC:
15.27
MSCI:
34.67
SEIC:
1.30
MSCI:
2.15
SEIC:
4.76
MSCI:
14.12
SEIC:
$2.37B
MSCI:
$3.24B
SEIC:
$925.04M
MSCI:
$2.68B
SEIC:
$928.43M
MSCI:
$1.99B
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Return for Risk
SEIC vs. MSCI — Risk / Return Rank
SEIC
MSCI
SEIC vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Investments Company (SEIC) and MSCI Inc. (MSCI). 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.
| SEIC | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.52 | -0.14 |
| Martin ratioReturn relative to average drawdown | 0.75 | 1.37 | -0.62 |
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Drawdowns
SEIC vs. MSCI - Drawdown Comparison
The maximum SEIC drawdown since its inception was -71.17%, roughly equal to the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for SEIC and MSCI.
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Drawdown Indicators
| SEIC | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.17% | -69.06% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -19.36% | -18.07% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -23.25% | -25.99% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.00% | -43.74% | +17.74% |
Max Drawdown (10Y)Largest decline over 10 years | -51.78% | -43.74% | -8.04% |
Current DrawdownCurrent decline from peak | -3.54% | -6.94% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -21.17% | -13.07% | -8.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 6.92% | +3.12% |
Volatility
SEIC vs. MSCI - Volatility Comparison
The current volatility for SEI Investments Company (SEIC) is 5.42%, while MSCI Inc. (MSCI) has a volatility of 8.37%. This indicates that SEIC experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIC | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 8.37% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.58% | 20.91% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 28.70% | -6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 30.72% | -8.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 31.18% | -5.39% |
Dividends
SEIC vs. MSCI - Dividend Comparison
SEIC's dividend yield for the trailing twelve months is around 1.16%, less than MSCI's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.29% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
SEIC SEI Investments Company | 1.16% | 1.23% | 1.15% | 1.40% | 1.42% | 1.26% | 1.25% | 1.04% | 1.36% | 0.81% | 1.09% | 0.95% |
Financials
SEIC vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between SEI Investments Company and MSCI Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SEIC vs. MSCI - Profitability Comparison
SEIC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SEI Investments Company reported a gross profit of 0.00 and revenue of 622.18M. Therefore, the gross margin over that period was 0.0%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a gross profit of 709.00M and revenue of 850.80M. Therefore, the gross margin over that period was 83.3%.
SEIC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SEI Investments Company reported an operating income of 189.49M and revenue of 622.18M, resulting in an operating margin of 30.5%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported an operating income of 456.90M and revenue of 850.80M, resulting in an operating margin of 53.7%.
SEIC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SEI Investments Company reported a net income of 174.49M and revenue of 622.18M, resulting in a net margin of 28.0%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MSCI Inc. reported a net income of 406.00M and revenue of 850.80M, resulting in a net margin of 47.7%.
Frequently Asked Questions
SEIC and MSCI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSCI has higher volatility (8.37%) compared to SEIC (5.42%). In terms of maximum drawdown, SEIC dropped -71.17% vs MSCI's -69.06%.
SEIC currently has the higher Sharpe Ratio (0.34 vs 0.33), 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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