SPINX vs. SMQFX
Compare and contrast key facts about SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX).
SPINX is a passively managed fund by SEI that tracks the performance of the S&P 500 Index. It was launched on Dec 18, 2013. SMQFX is managed by SEI. It was launched on Oct 30, 2014.
Performance
SPINX vs. SMQFX - Performance Comparison
Loading graphics...
SPINX vs. SMQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | -4.36% | 17.89% | 24.02% | 26.24% | -18.27% | 28.62% | 18.35% | 31.42% | -4.46% | 21.74% |
SMQFX SEI Institutional Investments Trust Emerging Markets Equity Fund | 3.63% | 40.14% | 9.19% | 16.67% | -19.31% | 8.09% | 17.33% | 18.91% | -17.67% | 33.53% |
Returns By Period
In the year-to-date period, SPINX achieves a -4.36% return, which is significantly lower than SMQFX's 3.63% return. Over the past 10 years, SPINX has outperformed SMQFX with an annualized return of 13.92%, while SMQFX has yielded a comparatively lower 10.05% annualized return.
SPINX
- 1D
- 2.94%
- 1M
- -5.04%
- YTD
- -4.36%
- 6M
- -2.09%
- 1Y
- 17.35%
- 3Y*
- 17.98%
- 5Y*
- 11.54%
- 10Y*
- 13.92%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPINX vs. SMQFX - Expense Ratio Comparison
SPINX has a 0.12% expense ratio, which is lower than SMQFX's 0.59% expense ratio.
Return for Risk
SPINX vs. SMQFX — Risk / Return Rank
SPINX
SMQFX
SPINX vs. SMQFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX). 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.
| SPINX | SMQFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 2.59 | -1.62 |
Sortino ratioReturn per unit of downside risk | 1.49 | 3.18 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.50 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 3.08 | -1.56 |
Martin ratioReturn relative to average drawdown | 7.30 | 12.44 | -5.13 |
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
| SPINX | SMQFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.59 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.50 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.60 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.46 | +0.20 |
Correlation
The correlation between SPINX and SMQFX is 0.63, 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
SPINX vs. SMQFX - Dividend Comparison
SPINX's dividend yield for the trailing twelve months is around 12.44%, less than SMQFX's 29.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPINX SEI Institutional Investments Trust S&P 500 Index Fund | 12.44% | 11.90% | 26.02% | 9.77% | 9.59% | 6.58% | 3.58% | 3.01% | 4.94% | 2.32% | 1.97% | 2.29% |
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% |
Drawdowns
SPINX vs. SMQFX - Drawdown Comparison
The maximum SPINX drawdown since its inception was -33.82%, smaller than the maximum SMQFX drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for SPINX and SMQFX.
Loading graphics...
Drawdown Indicators
| SPINX | SMQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -40.14% | +6.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -13.62% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -32.91% | -36.37% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -40.14% | +6.32% |
Current DrawdownCurrent decline from peak | -11.03% | -11.38% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -12.20% | +6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.38% | -0.85% |
Volatility
SPINX vs. SMQFX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) is 5.36%, while SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) has a volatility of 8.30%. This indicates that SPINX experiences smaller price fluctuations and is considered to be less risky than SMQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SPINX | SMQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 8.30% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 12.40% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 16.65% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 17.39% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 16.71% | +4.23% |