TGEIX vs. SEDAX
Compare and contrast key facts about TCW Emerging Markets Income Fund (TGEIX) and SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX).
TGEIX is managed by TCW. It was launched on May 28, 1998. SEDAX is managed by SEI. It was launched on Dec 4, 2005.
Performance
TGEIX vs. SEDAX - Performance Comparison
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TGEIX vs. SEDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGEIX TCW Emerging Markets Income Fund | -1.32% | 14.59% | 7.33% | 12.10% | -17.54% | -5.07% | 5.13% | 15.86% | -6.16% | 11.40% |
SEDAX SEI Institutional Investments Trust Emerging Markets Debt Fund | -1.41% | 20.33% | 3.13% | 12.86% | -14.53% | -4.93% | 4.68% | 15.55% | -8.11% | 15.32% |
Returns By Period
In the year-to-date period, TGEIX achieves a -1.32% return, which is significantly higher than SEDAX's -1.41% return. Both investments have delivered pretty close results over the past 10 years, with TGEIX having a 3.99% annualized return and SEDAX not far behind at 3.95%.
TGEIX
- 1D
- -0.44%
- 1M
- -4.10%
- YTD
- -1.32%
- 6M
- 1.49%
- 1Y
- 10.54%
- 3Y*
- 10.06%
- 5Y*
- 2.30%
- 10Y*
- 3.99%
SEDAX
- 1D
- -0.44%
- 1M
- -5.30%
- YTD
- -1.41%
- 6M
- 2.79%
- 1Y
- 14.75%
- 3Y*
- 10.00%
- 5Y*
- 3.52%
- 10Y*
- 3.95%
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TGEIX vs. SEDAX - Expense Ratio Comparison
TGEIX has a 0.85% expense ratio, which is higher than SEDAX's 0.41% expense ratio.
Return for Risk
TGEIX vs. SEDAX — Risk / Return Rank
TGEIX
SEDAX
TGEIX vs. SEDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Emerging Markets Income Fund (TGEIX) and SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX). 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.
| TGEIX | SEDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 2.66 | -0.55 |
Sortino ratioReturn per unit of downside risk | 3.01 | 3.72 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.57 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.66 | -0.37 |
Martin ratioReturn relative to average drawdown | 9.70 | 12.37 | -2.67 |
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
| TGEIX | SEDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.66 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.51 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.39 | +0.13 |
Correlation
The correlation between TGEIX and SEDAX is 0.75, 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
TGEIX vs. SEDAX - Dividend Comparison
TGEIX's dividend yield for the trailing twelve months is around 5.84%, less than SEDAX's 7.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGEIX TCW Emerging Markets Income Fund | 5.84% | 6.12% | 6.67% | 5.23% | 5.07% | 4.88% | 4.00% | 4.92% | 4.59% | 5.47% | 5.16% | 5.33% |
SEDAX SEI Institutional Investments Trust Emerging Markets Debt Fund | 7.41% | 7.30% | 7.24% | 4.65% | 2.08% | 4.69% | 1.52% | 3.75% | 3.17% | 4.70% | 3.59% | 1.00% |
Drawdowns
TGEIX vs. SEDAX - Drawdown Comparison
The maximum TGEIX drawdown since its inception was -46.33%, which is greater than SEDAX's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for TGEIX and SEDAX.
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Drawdown Indicators
| TGEIX | SEDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.33% | -37.03% | -9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.56% | -5.49% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -27.01% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | -27.25% | -2.49% |
Current DrawdownCurrent decline from peak | -4.56% | -5.49% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -6.83% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.18% | -0.11% |
Volatility
TGEIX vs. SEDAX - Volatility Comparison
The current volatility for TCW Emerging Markets Income Fund (TGEIX) is 1.88%, while SEI Institutional Investments Trust Emerging Markets Debt Fund (SEDAX) has a volatility of 2.94%. This indicates that TGEIX experiences smaller price fluctuations and is considered to be less risky than SEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGEIX | SEDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 2.94% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 3.96% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.97% | 5.59% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 6.90% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.70% | 8.41% | -0.71% |