SFVLX vs. GDE

Last updated Jun 3, 2026

SFVLX (Seafarer Overseas Value Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both funds - SFVLX is a Emerging Markets Diversified fund managed by Seafarer Funds, while GDE is a Gold fund actively managed by WisdomTree. Over the past 3 years, SFVLX returned 16.05%/yr vs 47.34%/yr for GDE. At a 0.49 correlation, their price movements are largely independent. SFVLX charges 1.15%/yr vs 0.20%/yr for GDE.

Performance

SFVLX vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seafarer Overseas Value Fund (SFVLX) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFVLX achieves a 9.64% return, which is significantly lower than GDE's 11.30% return.

SFVLX

• 1D: 0.05%
• 1M: -0.54%
• YTD: 9.64%
• 6M: 10.90%
• 1Y: 30.02%
• 3Y*: 16.05%
• 5Y*: 9.93%
• 10Y*: —

GDE

• 1D: 0.07%
• 1M: 1.24%
• YTD: 11.30%
• 6M: 13.79%
• 1Y: 54.85%
• 3Y*: 47.34%
• 5Y*: —
• 10Y*: —

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

SFVLX vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SFVLX Seafarer Overseas Value Fund	9.64%	37.50%	-3.41%	13.35%	-0.02%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	11.30%	73.76%	44.79%	33.85%	-18.67%

Correlation

The correlation between SFVLX and GDE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022	0.49

The correlation between SFVLX and GDE has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.

Return for Risk

SFVLX vs. GDE — Risk / Return Rank

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

SFVLX

SFVLX Risk / Return Rank: 61
SFVLX Sharpe Ratio Rank: 79
SFVLX Sortino Ratio Rank: 70
SFVLX Omega Ratio Rank: 79
SFVLX Calmar Ratio Rank: 40
SFVLX Martin Ratio Rank: 36

GDE

GDE Risk / Return Rank: 52
GDE Sharpe Ratio Rank: 57
GDE Sortino Ratio Rank: 48
GDE Omega Ratio Rank: 57
GDE Calmar Ratio Rank: 52
GDE Martin Ratio Rank: 48

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.

SFVLX vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seafarer Overseas Value Fund (SFVLX) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.

	SFVLX	GDE	Difference
Sharpe ratio Return per unit of total volatility	2.58	1.94	+0.64
Sortino ratio Return per unit of downside risk	3.50	2.38	+1.12
Omega ratio Gain probability vs. loss probability	1.52	1.35	+0.17
Calmar ratio Return relative to maximum drawdown	2.41	2.61	-0.20
Martin ratio Return relative to average drawdown	8.14	8.19	-0.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFVLX vs. GDE - Sharpe Ratio Comparison

The current SFVLX Sharpe Ratio is 2.58, which is higher than the GDE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SFVLX and GDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFVLX	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	1.94	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	1.17	-0.39

Drawdowns

SFVLX vs. GDE - Drawdown Comparison

The maximum SFVLX drawdown since its inception was -33.11%, roughly equal to the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SFVLX and GDE.

Drawdown Indicators

	SFVLX	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-33.11%	-32.01%	-1.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.51%	-22.66%	+10.15%
Max Drawdown (3Y) Largest decline over 3 years	-12.51%	-22.66%	+10.15%
Max Drawdown (5Y) Largest decline over 5 years	-16.36%	—	—
Current Drawdown Current decline from peak	-5.36%	-9.95%	+4.59%
Average Drawdown Average peak-to-trough decline	-5.62%	-7.88%	+2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	7.22%	-3.51%

Volatility

SFVLX vs. GDE - Volatility Comparison

The current volatility for Seafarer Overseas Value Fund (SFVLX) is 3.82%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 6.82%. This indicates that SFVLX experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFVLX	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	6.82%	-3.00%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	24.19%	-13.83%
Volatility (1Y) Calculated over the trailing 1-year period	12.07%	28.46%	-16.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.77%	26.12%	-14.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.59%	26.12%	-13.53%

SFVLX vs. GDE - Expense Ratio Comparison

SFVLX has a 1.15% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

SFVLX vs. GDE - Dividend Comparison

SFVLX's dividend yield for the trailing twelve months is around 4.56%, more than GDE's 3.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.88%	4.32%	7.14%	2.22%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%
SFVLX Seafarer Overseas Value Fund	4.56%	5.00%	4.17%	2.88%	1.65%	3.51%	1.31%	3.02%	3.23%	3.50%

Frequently Asked Questions

Can I hold both SFVLX and GDE in my portfolio?

SFVLX and GDE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFVLX or GDE?

GDE has higher volatility (6.82%) compared to SFVLX (3.82%). In terms of maximum drawdown, SFVLX dropped -33.11% vs GDE's -32.01%.

Which has better risk-adjusted returns?

SFVLX currently has the higher Sharpe Ratio (2.58 vs 1.94), 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.