SEIV vs. MFVL

Last updated Apr 2, 2026

Compare and contrast key facts about SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Motley Fool Value Factor ETF (MFVL).

SEIV and MFVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEIV is an actively managed fund by SEI. It was launched on May 16, 2022. MFVL is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025.

Performance

SEIV vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

SEIV vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
SEIV SEI Enhanced US Large Cap Value Factor ETF	0.66%	1.85%
MFVL Motley Fool Value Factor ETF	-2.48%	1.39%

Returns By Period

In the year-to-date period, SEIV achieves a 0.66% return, which is significantly higher than MFVL's -2.48% return.

SEIV

• 1D: 0.52%
• 1M: -2.94%
• YTD: 0.66%
• 6M: 7.86%
• 1Y: 30.43%
• 3Y*: 22.31%
• 5Y*: —
• 10Y*: —

MFVL

• 1D: -0.89%
• 1M: -5.89%
• YTD: -2.48%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SEIV vs. MFVL - Expense Ratio Comparison

SEIV has a 0.15% expense ratio, which is lower than MFVL's 0.50% expense ratio.

MFVL

Motley Fool Value Factor ETF

SEIV

SEI Enhanced US Large Cap Value Factor ETF

Return for Risk

SEIV vs. MFVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEIV

SEIV Risk / Return Rank: 85
SEIV Sharpe Ratio Rank: 83
SEIV Sortino Ratio Rank: 85
SEIV Omega Ratio Rank: 87
SEIV Calmar Ratio Rank: 81
SEIV Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEIV vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced US Large Cap Value Factor ETF (SEIV) and Motley Fool Value Factor ETF (MFVL). 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.

	SEIV	MFVL	Difference
Sharpe ratio Return per unit of total volatility	1.68	—	—
Sortino ratio Return per unit of downside risk	2.34	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	2.41	—	—
Martin ratio Return relative to average drawdown	11.96	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SEIV	MFVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	-0.31	+1.30

Correlation

The correlation between SEIV and MFVL is 0.75, 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

SEIV vs. MFVL - Dividend Comparison

SEIV's dividend yield for the trailing twelve months is around 1.50%, while MFVL has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.50%	1.51%	1.66%	2.08%	1.63%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SEIV vs. MFVL - Drawdown Comparison

The maximum SEIV drawdown since its inception was -18.18%, which is greater than MFVL's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for SEIV and MFVL.

Drawdown Indicators

	SEIV	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-18.18%	-6.49%	-11.69%
Max Drawdown (1Y) Largest decline over 1 year	-12.82%	—	—
Current Drawdown Current decline from peak	-4.19%	-6.05%	+1.86%
Average Drawdown Average peak-to-trough decline	-3.60%	-1.47%	-2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	—	—

Volatility

Volatility by Period

	SEIV	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.25%	11.71%	+6.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	11.71%	+5.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	11.71%	+5.10%