SEIM vs. LSGR

Last updated Aug 6, 2026

SEIM (SEI QiM U.S. Large Cap Momentum Active ETF) and LSGR (Natixis Loomis Sayles Focused Growth ETF) are both exchange-traded funds - SEIM is a Momentum fund actively managed by SEI, while LSGR is a Large Cap Growth Equities fund actively managed by Natixis. Both are actively managed. Over the past 3 years, SEIM returned 28.74%/yr vs 20.26%/yr for LSGR. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SEIM charges 0.15%/yr vs 0.59%/yr for LSGR.

Performance

SEIM vs. LSGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI QiM U.S. Large Cap Momentum Active ETF (SEIM) and Natixis Loomis Sayles Focused Growth ETF (LSGR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEIM achieves a 19.77% return, which is significantly higher than LSGR's -0.22% return.

SEIM

• 1D: -0.42%
• 1M: 1.16%
• 6M: 18.97%
• YTD: 19.77%
• 1Y: 29.06%
• 3Y*: 28.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.53%

LSGR

• 1D: 0.09%
• 1M: 3.05%
• 6M: 5.38%
• YTD: -0.22%
• 1Y: 6.11%
• 3Y*: 20.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LSGR Natixis Loomis Sayles Focused Growth ETF	$2.35M	$2.59M	$2.97M
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	$5.71M	$6.81M	$5.16M

SEIM vs. LSGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	19.77%	20.20%	39.12%	7.61%
LSGR Natixis Loomis Sayles Focused Growth ETF	-0.22%	15.32%	38.52%	12.46%

Correlation

The correlation between SEIM and LSGR is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.78
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.78

The correlation between SEIM and LSGR shifts across timeframes, from 0.64 (1 year) to 0.78 (3 years), reflecting how their relationship changes across market environments.

SEIM vs. LSGR - Sectors Allocation Comparison

Sectors	SEIM	LSGR
Technology	29.5%	32.1%
Energy	11.8%	-
Healthcare	9.5%	9.8%
Financial Services	8.1%	5.4%
Basic Materials	8.1%	-
Consumer Defensive	7.9%	4.9%
Consumer Cyclical	7.2%	16.9%
Real Estate	7.2%	-
Communication Services	4.4%	26.8%
Industrials	3.4%	4.2%
Utilities	2.4%	-

Return for Risk

SEIM vs. LSGR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEIM

SEIM Risk / Return Rank: 62
SEIM Sharpe Ratio Rank: 56
SEIM Sortino Ratio Rank: 56
SEIM Omega Ratio Rank: 53
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 74

LSGR

LSGR Risk / Return Rank: 16
LSGR Sharpe Ratio Rank: 17
LSGR Sortino Ratio Rank: 16
LSGR Omega Ratio Rank: 16
LSGR Calmar Ratio Rank: 15
LSGR Martin Ratio Rank: 16

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEIM vs. LSGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI QiM U.S. Large Cap Momentum Active ETF (SEIM) and Natixis Loomis Sayles Focused Growth ETF (LSGR). 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.

	SEIM	LSGR	Difference
Sharpe ratio: Return per unit of total volatility	1.56	0.34	+1.22
Sortino ratio: Return per unit of downside risk	2.20	0.59	+1.61
Omega ratio: Gain probability vs. loss probability	1.27	1.07	+0.20
Calmar ratio: Return relative to maximum drawdown	2.90	0.34	+2.56
Martin ratio: Return relative to average drawdown	10.49	0.94	+9.55

SEIM vs. LSGR - Sharpe Ratio Comparison

The current SEIM Sharpe Ratio is 1.56, which is higher than the LSGR Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SEIM and LSGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEIM vs. LSGR - Drawdown Comparison

The maximum SEIM drawdown since its inception was -22.17%, roughly equal to the maximum LSGR drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for SEIM and LSGR.

Drawdown Indicators

	SEIM	LSGR	Difference
Max Drawdown Largest peak-to-trough decline	-22.17%	-22.92%	+0.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-18.13%	+8.06%
Max Drawdown (3Y) Largest decline over 3 years	-22.17%	-22.92%	+0.75%
Current Drawdown Current decline from peak	-1.79%	-3.38%	+1.59%
Average Drawdown Average peak-to-trough decline	-3.96%	-4.09%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	6.52%	-3.74%

Volatility

SEIM vs. LSGR - Volatility Comparison

SEI QiM U.S. Large Cap Momentum Active ETF (SEIM) and Natixis Loomis Sayles Focused Growth ETF (LSGR) have volatilities of 6.73% and 6.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEIM	LSGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.73%	6.84%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	15.78%	14.47%	+1.31%
Volatility (1Y) Calculated over the trailing 1-year period	18.71%	18.07%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	20.52%	-1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.21%	20.52%	-1.31%

SEIM vs. LSGR - Expense Ratio Comparison

SEIM has a 0.15% expense ratio, which is lower than LSGR's 0.59% expense ratio.

Dividends

SEIM vs. LSGR - Dividend Comparison

SEIM's dividend yield for the trailing twelve months is around 0.53%, while LSGR has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
LSGR Natixis Loomis Sayles Focused Growth ETF	0.00%	0.05%	0.08%	0.03%	0.00%
SEIM SEI QiM U.S. Large Cap Momentum Active ETF	0.53%	0.56%	0.48%	0.89%	1.01%

Frequently Asked Questions

Can I hold both SEIM and LSGR in my portfolio?

SEIM and LSGR have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEIM or LSGR?

LSGR has higher volatility (6.84%) compared to SEIM (6.73%). In terms of maximum drawdown, SEIM dropped -22.17% vs LSGR's -22.92%.

Which ETF is better, SEIM or LSGR?

On 3-year performance, SEIM leads with 28.74% vs 20.26% for LSGR. On fees, SEIM is cheaper at 0.15% per year. On volatility, SEIM has been the lower-risk option at 6.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEIM or LSGR?

Over the 3-year period, SEIM has performed better with a 28.74% return vs 20.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEIM or LSGR?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.59% for LSGR.

Which ETF pays a higher dividend yield, SEIM or LSGR?

SEIM has the higher dividend yield at 0.53%, compared with 0.00% for LSGR.

What is the main difference between SEIM and LSGR?

SEIM is categorized as Momentum, while LSGR is Large Cap Growth Equities. They also come from different issuers: SEI and Natixis. Their fees differ too: 0.15% for SEIM and 0.59% for LSGR.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (1.56 vs 0.34), 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.