SMQFX vs. FCEEX
Compare and contrast key facts about SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX).
SMQFX is managed by SEI. It was launched on Oct 30, 2014. FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019.
Performance
SMQFX vs. FCEEX - Performance Comparison
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SMQFX vs. FCEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SMQFX SEI Institutional Investments Trust Emerging Markets Equity Fund | 1.01% | 40.14% | 9.19% | 16.67% | -19.31% | 8.09% | 17.33% | 9.63% |
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 1.82% | 34.81% | 10.51% | 12.52% | -16.96% | -1.29% | 10.19% | 9.77% |
Returns By Period
In the year-to-date period, SMQFX achieves a 1.01% return, which is significantly lower than FCEEX's 1.82% return.
SMQFX
- 1D
- -1.09%
- 1M
- -13.02%
- YTD
- 1.01%
- 6M
- 6.59%
- 1Y
- 39.30%
- 3Y*
- 19.29%
- 5Y*
- 8.57%
- 10Y*
- 9.77%
FCEEX
- 1D
- -0.96%
- 1M
- -11.83%
- YTD
- 1.82%
- 6M
- 5.92%
- 1Y
- 31.80%
- 3Y*
- 17.72%
- 5Y*
- 5.70%
- 10Y*
- —
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SMQFX vs. FCEEX - Expense Ratio Comparison
SMQFX has a 0.59% expense ratio, which is higher than FCEEX's 0.17% expense ratio.
Return for Risk
SMQFX vs. FCEEX — Risk / Return Rank
SMQFX
FCEEX
SMQFX vs. FCEEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). 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.
| SMQFX | FCEEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.80 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.90 | 2.33 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.33 | +0.32 |
Martin ratioReturn relative to average drawdown | 10.90 | 9.14 | +1.77 |
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
| SMQFX | FCEEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.80 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.35 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.47 | -0.02 |
Correlation
The correlation between SMQFX and FCEEX is 0.90, 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
SMQFX vs. FCEEX - Dividend Comparison
SMQFX's dividend yield for the trailing twelve months is around 29.93%, more than FCEEX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMQFX SEI Institutional Investments Trust Emerging Markets Equity Fund | 29.93% | 30.23% | 6.43% | 3.24% | 5.32% | 17.70% | 1.80% | 1.89% | 11.55% | 2.70% | 2.15% | 1.69% |
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 3.23% | 3.29% | 4.17% | 4.36% | 4.08% | 3.38% | 2.98% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SMQFX vs. FCEEX - Drawdown Comparison
The maximum SMQFX drawdown since its inception was -40.14%, which is greater than FCEEX's maximum drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for SMQFX and FCEEX.
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Drawdown Indicators
| SMQFX | FCEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.14% | -34.68% | -5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -12.98% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -33.96% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -40.14% | — | — |
Current DrawdownCurrent decline from peak | -13.62% | -12.98% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -11.50% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.30% | 0.00% |
Volatility
SMQFX vs. FCEEX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) is 7.68%, while Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a volatility of 8.12%. This indicates that SMQFX experiences smaller price fluctuations and is considered to be less risky than FCEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMQFX | FCEEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 8.12% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 13.24% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 17.66% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 16.53% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 18.16% | -1.47% |