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.
Performance
SEIM vs. VOO - Performance Comparison
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SEIM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | -1.26% | 20.20% | 39.12% | 16.25% | -2.39% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -1.20% |
Returns By Period
In the year-to-date period, SEIM achieves a -1.26% return, which is significantly higher than VOO's -4.42% return.
SEIM
- 1D
- 3.75%
- 1M
- -5.52%
- YTD
- -1.26%
- 6M
- 0.60%
- 1Y
- 27.09%
- 3Y*
- 22.17%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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%.
Return for Risk
SEIM vs. VOO — Risk / Return Rank
SEIM
VOO
SEIM vs. VOO - Risk-Adjusted Trends 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.
| SEIM | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.98 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.50 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.53 | +0.61 |
Martin ratioReturn relative to average drawdown | 9.28 | 7.29 | +1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEIM | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.98 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.83 | +0.11 |
Correlation
The correlation between SEIM and VOO is 0.91, 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.
Dividends
SEIM vs. VOO - Dividend Comparison
SEIM's dividend yield for the trailing twelve months is around 0.57%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEIM SEI Enhanced US Large Cap Momentum Factor ETF | 0.57% | 0.56% | 0.48% | 0.89% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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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Drawdown Indicators
| SEIM | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.17% | -33.99% | +11.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -11.98% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -6.70% | -6.29% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -3.72% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.52% | +0.45% |
Volatility
SEIM vs. VOO - Volatility Comparison
SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a higher volatility of 7.37% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SEIM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEIM | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 5.29% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 9.44% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 18.10% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 16.82% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 17.99% | +0.94% |