SEIM vs. SCHG
Compare and contrast key facts about SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SEIM and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIM is an actively managed fund by SEI. It was launched on May 16, 2022. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIM or SCHG.
Correlation
The correlation between SEIM and SCHG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEIM vs. SCHG - Performance Comparison
Key characteristics
SEIM:
2.03
SCHG:
1.64
SEIM:
2.71
SCHG:
2.19
SEIM:
1.35
SCHG:
1.30
SEIM:
3.63
SCHG:
2.37
SEIM:
11.90
SCHG:
8.98
SEIM:
2.84%
SCHG:
3.27%
SEIM:
16.71%
SCHG:
17.91%
SEIM:
-14.14%
SCHG:
-34.59%
SEIM:
-1.89%
SCHG:
-1.27%
Returns By Period
In the year-to-date period, SEIM achieves a 4.71% return, which is significantly higher than SCHG's 3.09% return.
SEIM
4.71%
-0.29%
17.97%
35.95%
N/A
N/A
SCHG
3.09%
0.91%
13.95%
31.06%
18.74%
16.44%
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SEIM vs. SCHG - Expense Ratio Comparison
SEIM has a 0.15% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SEIM vs. SCHG — Risk-Adjusted Performance Rank
SEIM
SCHG
SEIM vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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
SEIM vs. SCHG - Dividend Comparison
SEIM's dividend yield for the trailing twelve months is around 0.46%, more than SCHG's 0.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | 0.46% | 0.48% | 0.89% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
SEIM vs. SCHG - Drawdown Comparison
The maximum SEIM drawdown since its inception was -14.14%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SEIM and SCHG. For additional features, visit the drawdowns tool.
Volatility
SEIM vs. SCHG - Volatility Comparison
SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a higher volatility of 5.71% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.01%. This indicates that SEIM's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.