SMQFX vs. QQQM
Compare and contrast key facts about SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) and Invesco NASDAQ 100 ETF (QQQM).
SMQFX is managed by SEI. It was launched on Oct 30, 2014. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Performance
SMQFX vs. QQQM - Performance Comparison
Loading graphics...
SMQFX vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMQFX SEI Institutional Investments Trust Emerging Markets Equity Fund | 3.63% | 40.14% | 9.19% | 16.67% | -19.31% | 8.09% | 16.04% |
QQQM Invesco NASDAQ 100 ETF | -4.75% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.67% |
Returns By Period
In the year-to-date period, SMQFX achieves a 3.63% return, which is significantly higher than QQQM's -4.75% return.
SMQFX
- 1D
- 2.59%
- 1M
- -9.67%
- YTD
- 3.63%
- 6M
- 8.39%
- 1Y
- 41.86%
- 3Y*
- 20.31%
- 5Y*
- 8.72%
- 10Y*
- 10.05%
QQQM
- 1D
- 1.24%
- 1M
- -3.78%
- YTD
- -4.75%
- 6M
- -2.87%
- 1Y
- 24.28%
- 3Y*
- 22.91%
- 5Y*
- 13.24%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SMQFX vs. QQQM - Expense Ratio Comparison
SMQFX has a 0.59% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Return for Risk
SMQFX vs. QQQM — Risk / Return Rank
SMQFX
QQQM
SMQFX vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.59 | 1.09 | +1.51 |
Sortino ratioReturn per unit of downside risk | 3.18 | 1.68 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.24 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.02 | +1.07 |
Martin ratioReturn relative to average drawdown | 12.44 | 7.35 | +5.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SMQFX | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 1.09 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.60 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.64 | -0.18 |
Correlation
The correlation between SMQFX and QQQM is 0.57, 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
SMQFX vs. QQQM - Dividend Comparison
SMQFX's dividend yield for the trailing twelve months is around 29.17%, more than QQQM's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMQFX SEI Institutional Investments Trust Emerging Markets Equity Fund | 29.17% | 30.23% | 6.43% | 3.24% | 5.32% | 17.70% | 1.80% | 1.89% | 11.55% | 2.70% | 2.15% | 1.69% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SMQFX vs. QQQM - Drawdown Comparison
The maximum SMQFX drawdown since its inception was -40.14%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SMQFX and QQQM.
Loading graphics...
Drawdown Indicators
| SMQFX | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.14% | -35.04% | -5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -12.55% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -35.04% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.14% | — | — |
Current DrawdownCurrent decline from peak | -11.38% | -7.86% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.47% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.44% | -0.06% |
Volatility
SMQFX vs. QQQM - Volatility Comparison
SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) has a higher volatility of 8.30% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.58%. This indicates that SMQFX's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SMQFX | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 6.58% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 12.79% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 22.45% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 22.24% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 22.26% | -5.55% |