SIEMX vs. GQGPX
Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) and GQG Partners Emerging Markets Equity Fund (GQGPX).
SIEMX is managed by SEI. It was launched on Jan 16, 1995. GQGPX is managed by GQG Partners Inc. It was launched on Dec 27, 2016.
Performance
SIEMX vs. GQGPX - Performance Comparison
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SIEMX vs. GQGPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEMX SEI Institutional International Trust Emerging Markets Equity Fund | 3.40% | 35.90% | 4.31% | 9.81% | -21.51% | -1.85% | 17.03% | 19.76% | -18.67% | 36.00% |
GQGPX GQG Partners Emerging Markets Equity Fund | 2.09% | 9.67% | 6.00% | 28.47% | -21.01% | -2.52% | 33.74% | 20.92% | -14.91% | 29.81% |
Returns By Period
In the year-to-date period, SIEMX achieves a 3.40% return, which is significantly higher than GQGPX's 2.09% return.
SIEMX
- 1D
- 2.53%
- 1M
- -9.54%
- YTD
- 3.40%
- 6M
- 8.03%
- 1Y
- 34.56%
- 3Y*
- 15.33%
- 5Y*
- 3.29%
- 10Y*
- 7.70%
GQGPX
- 1D
- 1.63%
- 1M
- -4.69%
- YTD
- 2.09%
- 6M
- 5.19%
- 1Y
- 12.31%
- 3Y*
- 13.93%
- 5Y*
- 3.16%
- 10Y*
- —
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SIEMX vs. GQGPX - Expense Ratio Comparison
SIEMX has a 1.71% expense ratio, which is higher than GQGPX's 1.22% expense ratio.
Return for Risk
SIEMX vs. GQGPX — Risk / Return Rank
SIEMX
GQGPX
SIEMX vs. GQGPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) and GQG Partners Emerging Markets Equity Fund (GQGPX). 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.
| SIEMX | GQGPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 0.99 | +1.05 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.41 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.18 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.34 | +1.14 |
Martin ratioReturn relative to average drawdown | 9.26 | 4.62 | +4.63 |
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
| SIEMX | GQGPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 0.99 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.22 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.52 | -0.28 |
Correlation
The correlation between SIEMX and GQGPX is 0.84, 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
SIEMX vs. GQGPX - Dividend Comparison
SIEMX's dividend yield for the trailing twelve months is around 4.16%, more than GQGPX's 1.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEMX SEI Institutional International Trust Emerging Markets Equity Fund | 4.16% | 4.30% | 3.20% | 1.58% | 2.08% | 9.55% | 0.53% | 1.09% | 0.63% | 1.26% | 0.80% | 0.81% |
GQGPX GQG Partners Emerging Markets Equity Fund | 1.88% | 1.91% | 1.50% | 2.54% | 5.52% | 3.78% | 0.15% | 1.06% | 0.59% | 0.17% | 0.00% | 0.00% |
Drawdowns
SIEMX vs. GQGPX - Drawdown Comparison
The maximum SIEMX drawdown since its inception was -65.22%, which is greater than GQGPX's maximum drawdown of -33.68%. Use the drawdown chart below to compare losses from any high point for SIEMX and GQGPX.
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Drawdown Indicators
| SIEMX | GQGPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.22% | -33.68% | -31.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -9.12% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -37.68% | -30.02% | -7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.76% | — | — |
Current DrawdownCurrent decline from peak | -11.41% | -7.43% | -3.98% |
Average DrawdownAverage peak-to-trough decline | -21.56% | -11.70% | -9.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.65% | +1.06% |
Volatility
SIEMX vs. GQGPX - Volatility Comparison
SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) has a higher volatility of 9.16% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 5.92%. This indicates that SIEMX's price experiences larger fluctuations and is considered to be riskier than GQGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIEMX | GQGPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 5.92% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 9.00% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 12.53% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 14.73% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 15.99% | +1.31% |