SIEMX vs. SEHAX
Compare and contrast key facts about SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) and SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX).
SIEMX is managed by SEI. It was launched on Jan 16, 1995. SEHAX is managed by SEI. It was launched on Apr 26, 2018.
Performance
SIEMX vs. SEHAX - Performance Comparison
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SIEMX vs. SEHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -17.45% |
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | -2.29% | 17.99% | 24.97% | 21.99% | -15.84% | 32.78% | 13.16% | 28.09% | -5.81% |
Returns By Period
In the year-to-date period, SIEMX achieves a 3.40% return, which is significantly higher than SEHAX's -2.29% 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%
SEHAX
- 1D
- 2.60%
- 1M
- -4.94%
- YTD
- -2.29%
- 6M
- 1.12%
- 1Y
- 18.06%
- 3Y*
- 18.76%
- 5Y*
- 11.64%
- 10Y*
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SIEMX vs. SEHAX - Expense Ratio Comparison
SIEMX has a 1.71% expense ratio, which is higher than SEHAX's 0.32% expense ratio.
Return for Risk
SIEMX vs. SEHAX — Risk / Return Rank
SIEMX
SEHAX
SIEMX vs. SEHAX - 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 SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX). 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 | SEHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.08 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.62 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.62 | +0.87 |
Martin ratioReturn relative to average drawdown | 9.26 | 8.12 | +1.14 |
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 | SEHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.08 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.56 | -0.35 |
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 | 0.61 | -0.36 |
Correlation
The correlation between SIEMX and SEHAX is 0.59, 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.
Dividends
SIEMX vs. SEHAX - Dividend Comparison
SIEMX's dividend yield for the trailing twelve months is around 4.16%, less than SEHAX's 5.65% 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% |
SEHAX SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund | 5.65% | 5.52% | 7.85% | 1.15% | 12.75% | 23.76% | 1.69% | 1.97% | 1.24% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIEMX vs. SEHAX - Drawdown Comparison
The maximum SIEMX drawdown since its inception was -65.22%, which is greater than SEHAX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for SIEMX and SEHAX.
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Drawdown Indicators
| SIEMX | SEHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.22% | -35.77% | -29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -12.01% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -37.68% | -35.77% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.76% | — | — |
Current DrawdownCurrent decline from peak | -11.41% | -5.34% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -21.56% | -9.21% | -12.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.39% | +1.32% |
Volatility
SIEMX vs. SEHAX - Volatility Comparison
SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) has a higher volatility of 9.16% compared to SEI Institutional Investments Trust U.S. Equity Factor Allocation Fund (SEHAX) at 4.95%. This indicates that SIEMX's price experiences larger fluctuations and is considered to be riskier than SEHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIEMX | SEHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 4.95% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 9.09% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 17.15% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 21.06% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 21.91% | -4.61% |