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SMQFX vs. SEIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMQFX vs. SEIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) and SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). The values are adjusted to include any dividend payments, if applicable.

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SMQFX vs. SEIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMQFX
SEI Institutional Investments Trust Emerging Markets Equity Fund
1.01%40.14%9.19%16.67%-19.31%8.09%17.33%18.91%-17.67%33.53%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
-0.70%5.10%1.52%5.02%-8.87%1.39%4.87%7.17%0.70%4.62%

Returns By Period

In the year-to-date period, SMQFX achieves a 1.01% return, which is significantly higher than SEIMX's -0.70% return. Over the past 10 years, SMQFX has outperformed SEIMX with an annualized return of 9.77%, while SEIMX has yielded a comparatively lower 1.80% annualized 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%

SEIMX

1D
0.09%
1M
-2.73%
YTD
-0.70%
6M
0.52%
1Y
3.62%
3Y*
2.85%
5Y*
0.63%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMQFX vs. SEIMX - Expense Ratio Comparison

SMQFX has a 0.59% expense ratio, which is lower than SEIMX's 0.63% expense ratio.


Return for Risk

SMQFX vs. SEIMX — Risk / Return Rank

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

SMQFX
SMQFX Risk / Return Rank: 9393
Overall Rank
SMQFX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SMQFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SMQFX Omega Ratio Rank: 9393
Omega Ratio Rank
SMQFX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SMQFX Martin Ratio Rank: 9292
Martin Ratio Rank

SEIMX
SEIMX Risk / Return Rank: 6060
Overall Rank
SEIMX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SEIMX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SEIMX Omega Ratio Rank: 8383
Omega Ratio Rank
SEIMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SEIMX Martin Ratio Rank: 4444
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.

SMQFX vs. SEIMX - 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 SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX). 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.


SMQFXSEIMXDifference

Sharpe ratio

Return per unit of total volatility

2.34

1.14

+1.20

Sortino ratio

Return per unit of downside risk

2.90

1.53

+1.36

Omega ratio

Gain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratio

Return relative to maximum drawdown

2.64

1.20

+1.45

Martin ratio

Return relative to average drawdown

10.90

4.45

+6.45

SMQFX vs. SEIMX - Sharpe Ratio Comparison

The current SMQFX Sharpe Ratio is 2.34, which is higher than the SEIMX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SMQFX and SEIMX, 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


SMQFXSEIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.14

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.20

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.50

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.38

-0.94

Correlation

The correlation between SMQFX and SEIMX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SMQFX vs. SEIMX - Dividend Comparison

SMQFX's dividend yield for the trailing twelve months is around 29.93%, more than SEIMX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
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%
SEIMX
SEI Tax Exempt Trust Intermediate-Term Municipal Fund
3.01%3.93%2.60%2.13%1.79%2.13%2.39%2.71%2.60%2.43%2.49%2.51%

Drawdowns

SMQFX vs. SEIMX - Drawdown Comparison

The maximum SMQFX drawdown since its inception was -40.14%, which is greater than SEIMX's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for SMQFX and SEIMX.


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Drawdown Indicators


SMQFXSEIMXDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-13.27%

-26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-3.88%

-9.74%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

-13.27%

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-13.27%

-26.87%

Current Drawdown

Current decline from peak

-13.62%

-2.73%

-10.89%

Average Drawdown

Average peak-to-trough decline

-12.20%

-1.49%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.04%

+2.26%

Volatility

SMQFX vs. SEIMX - Volatility Comparison

SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) has a higher volatility of 7.68% compared to SEI Tax Exempt Trust Intermediate-Term Municipal Fund (SEIMX) at 0.95%. This indicates that SMQFX's price experiences larger fluctuations and is considered to be riskier than SEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMQFXSEIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

0.95%

+6.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

1.49%

+10.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

3.92%

+12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

3.23%

+14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

3.63%

+13.06%