Correlation
The correlation between SEIM and VOO is 0.92, 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.
SEIM vs. VOO
Compare and contrast key facts about SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Vanguard S&P 500 ETF (VOO).
SEIM and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEIM or VOO.
Performance
SEIM vs. VOO - Performance Comparison
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Key characteristics
SEIM:
1.02
VOO:
0.64
SEIM:
1.59
VOO:
1.07
SEIM:
1.23
VOO:
1.16
SEIM:
1.17
VOO:
0.71
SEIM:
4.05
VOO:
2.69
SEIM:
6.42%
VOO:
4.92%
SEIM:
23.42%
VOO:
19.55%
SEIM:
-22.17%
VOO:
-33.99%
SEIM:
-3.64%
VOO:
-3.82%
Returns By Period
In the year-to-date period, SEIM achieves a 2.84% return, which is significantly higher than VOO's 0.61% return.
SEIM
2.84%
10.26%
-0.78%
23.76%
15.20%
N/A
N/A
VOO
0.61%
6.68%
-1.22%
12.39%
13.99%
15.83%
12.79%
Compare stocks, funds, or ETFs
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SEIM vs. VOO - Expense Ratio Comparison
SEIM has a 0.15% expense ratio, which is higher than VOO's 0.03% 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. VOO — Risk-Adjusted Performance Rank
SEIM
VOO
SEIM vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.
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Dividends
SEIM vs. VOO - Dividend Comparison
SEIM's dividend yield for the trailing twelve months is around 0.55%, less than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | 0.55% | 0.48% | 0.89% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SEIM vs. VOO - Drawdown Comparison
The maximum SEIM drawdown since its inception was -22.17%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SEIM and VOO.
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Volatility
SEIM vs. VOO - Volatility Comparison
SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.80% and 4.84%, 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.
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