SEIM vs. FCNTX

In the year-to-date period, SEIM achieves a -2.86% return, which is significantly lower than FCNTX's -0.81% return.

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SEIM has a 0.15% expense ratio, which is lower than FCNTX's 0.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Fidelity Contrafund Fund (FCNTX). 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.

The current SEIM Sharpe Ratio is 1.06, which is higher than the FCNTX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SEIM and FCNTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SEIM's dividend yield for the trailing twelve months is around 0.58%, more than FCNTX's 0.06% yield.

The maximum SEIM drawdown since its inception was -22.17%, smaller than the maximum FCNTX drawdown of -48.74%. Use the drawdown chart below to compare losses from any high point for SEIM and FCNTX. For additional features, visit the drawdowns tool.

SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a higher volatility of 15.34% compared to Fidelity Contrafund Fund (FCNTX) at 14.57%. This indicates that SEIM's price experiences larger fluctuations and is considered to be riskier than FCNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.