Correlation
The correlation between SIEMX and FNILX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
SIEMX vs. FNILX
Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) and Fidelity ZERO Large Cap Index Fund (FNILX).
SIEMX is managed by SEI. It was launched on Jan 16, 1995. FNILX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIEMX or FNILX.
Performance
SIEMX vs. FNILX - Performance Comparison
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Key characteristics
SIEMX:
0.70
FNILX:
0.71
SIEMX:
0.95
FNILX:
1.06
SIEMX:
1.13
FNILX:
1.15
SIEMX:
0.37
FNILX:
0.70
SIEMX:
1.70
FNILX:
2.64
SIEMX:
5.90%
FNILX:
5.04%
SIEMX:
15.90%
FNILX:
20.01%
SIEMX:
-65.22%
FNILX:
-33.75%
SIEMX:
-12.33%
FNILX:
-3.51%
Returns By Period
In the year-to-date period, SIEMX achieves a 11.25% return, which is significantly higher than FNILX's 1.05% return.
SIEMX
11.25%
6.44%
9.13%
11.08%
5.31%
6.65%
3.61%
FNILX
1.05%
6.61%
-0.82%
14.12%
14.56%
15.82%
N/A
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SIEMX vs. FNILX - Expense Ratio Comparison
SIEMX has a 1.71% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Risk-Adjusted Performance
SIEMX vs. FNILX — Risk-Adjusted Performance Rank
SIEMX
FNILX
SIEMX vs. FNILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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
SIEMX vs. FNILX - Dividend Comparison
SIEMX's dividend yield for the trailing twelve months is around 2.88%, more than FNILX's 1.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEMX SEI Institutional International Trust Emerging Markets Equity Fund | 2.88% | 3.20% | 1.59% | 2.09% | 9.56% | 0.53% | 1.08% | 0.63% | 1.27% | 0.80% | 0.82% | 1.11% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.08% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIEMX vs. FNILX - Drawdown Comparison
The maximum SIEMX drawdown since its inception was -65.22%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SIEMX and FNILX.
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Volatility
SIEMX vs. FNILX - Volatility Comparison
The current volatility for SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) is 3.02%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.81%. This indicates that SIEMX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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