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SIVLX vs. VEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIVLX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seafarer Overseas Value Fund Institutional Class (SIVLX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

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SIVLX vs. VEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIVLX
Seafarer Overseas Value Fund Institutional Class
1.35%37.79%-3.34%13.38%-0.74%10.05%4.05%21.98%-13.91%23.02%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
-2.51%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%30.27%

Returns By Period

In the year-to-date period, SIVLX achieves a 1.35% return, which is significantly higher than VEMIX's -2.51% return.


SIVLX

1D
-0.35%
1M
-12.15%
YTD
1.35%
6M
6.20%
1Y
33.08%
3Y*
13.40%
5Y*
9.45%
10Y*

VEMIX

1D
-0.84%
1M
-9.72%
YTD
-2.51%
6M
-1.15%
1Y
19.17%
3Y*
12.50%
5Y*
3.40%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIVLX vs. VEMIX - Expense Ratio Comparison

SIVLX has a 1.05% expense ratio, which is higher than VEMIX's 0.10% expense ratio.


Return for Risk

SIVLX vs. VEMIX — Risk / Return Rank

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

SIVLX
SIVLX Risk / Return Rank: 9393
Overall Rank
SIVLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIVLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIVLX Omega Ratio Rank: 9494
Omega Ratio Rank
SIVLX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SIVLX Martin Ratio Rank: 8989
Martin Ratio Rank

VEMIX
VEMIX Risk / Return Rank: 6767
Overall Rank
VEMIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 6464
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 6060
Martin Ratio Rank
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.

SIVLX vs. VEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seafarer Overseas Value Fund Institutional Class (SIVLX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.


SIVLXVEMIXDifference

Sharpe ratio

Return per unit of total volatility

2.52

1.24

+1.28

Sortino ratio

Return per unit of downside risk

3.06

1.70

+1.36

Omega ratio

Gain probability vs. loss probability

1.50

1.24

+0.26

Calmar ratio

Return relative to maximum drawdown

2.43

1.53

+0.90

Martin ratio

Return relative to average drawdown

9.89

5.69

+4.20

SIVLX vs. VEMIX - Sharpe Ratio Comparison

The current SIVLX Sharpe Ratio is 2.52, which is higher than the VEMIX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SIVLX and VEMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SIVLXVEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.24

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.23

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.33

+0.40

Correlation

The correlation between SIVLX and VEMIX is 0.74, 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

SIVLX vs. VEMIX - Dividend Comparison

SIVLX's dividend yield for the trailing twelve months is around 4.98%, more than VEMIX's 2.76% yield.


TTM20252024202320222021202020192018201720162015
SIVLX
Seafarer Overseas Value Fund Institutional Class
4.98%5.05%4.23%2.93%1.70%3.56%1.38%3.06%3.30%3.41%0.00%0.00%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.76%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%

Drawdowns

SIVLX vs. VEMIX - Drawdown Comparison

The maximum SIVLX drawdown since its inception was -33.09%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for SIVLX and VEMIX.


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Drawdown Indicators


SIVLXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-66.43%

+33.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-11.09%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-32.56%

+16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

Current Drawdown

Current decline from peak

-12.51%

-11.05%

-1.46%

Average Drawdown

Average peak-to-trough decline

-5.60%

-16.08%

+10.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.99%

+0.08%

Volatility

SIVLX vs. VEMIX - Volatility Comparison

Seafarer Overseas Value Fund Institutional Class (SIVLX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) have volatilities of 6.19% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIVLXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

6.36%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

10.71%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

15.25%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.50%

15.18%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

16.37%

-3.82%