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SEIC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEIC and SCHD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

SEIC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Investments Company (SEIC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
549.03%
394.81%
SEIC
SCHD

Key characteristics

Sharpe Ratio

SEIC:

1.74

SCHD:

1.20

Sortino Ratio

SEIC:

2.42

SCHD:

1.76

Omega Ratio

SEIC:

1.32

SCHD:

1.21

Calmar Ratio

SEIC:

2.38

SCHD:

1.69

Martin Ratio

SEIC:

6.36

SCHD:

5.86

Ulcer Index

SEIC:

5.03%

SCHD:

2.30%

Daily Std Dev

SEIC:

18.42%

SCHD:

11.25%

Max Drawdown

SEIC:

-71.17%

SCHD:

-33.37%

Current Drawdown

SEIC:

-4.42%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, SEIC achieves a 31.14% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, SEIC has underperformed SCHD with an annualized return of 8.73%, while SCHD has yielded a comparatively higher 10.86% annualized return.


SEIC

YTD

31.14%

1M

3.55%

6M

25.76%

1Y

30.27%

5Y*

5.99%

10Y*

8.73%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

SEIC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Investments Company (SEIC) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for SEIC, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.741.20
The chart of Sortino ratio for SEIC, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.421.76
The chart of Omega ratio for SEIC, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.21
The chart of Calmar ratio for SEIC, currently valued at 2.38, compared to the broader market0.002.004.006.002.381.69
The chart of Martin ratio for SEIC, currently valued at 6.36, compared to the broader market-5.000.005.0010.0015.0020.0025.006.365.86
SEIC
SCHD

The current SEIC Sharpe Ratio is 1.74, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SEIC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.74
1.20
SEIC
SCHD

Dividends

SEIC vs. SCHD - Dividend Comparison

SEIC's dividend yield for the trailing twelve months is around 1.11%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
SEIC
SEI Investments Company
1.11%1.40%1.42%1.26%1.25%1.04%1.36%0.81%1.09%1.41%1.15%1.21%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SEIC vs. SCHD - Drawdown Comparison

The maximum SEIC drawdown since its inception was -71.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SEIC and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.42%
-6.72%
SEIC
SCHD

Volatility

SEIC vs. SCHD - Volatility Comparison

SEI Investments Company (SEIC) has a higher volatility of 6.59% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that SEIC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.59%
3.88%
SEIC
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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