VDIG vs. SEIV

Last updated Jul 11, 2026

VDIG (Vanguard Wellington Dividend Growth Active ETF) and SEIV (SEI Enhanced US Large Cap Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.68 correlation means they provide meaningful diversification when combined. VDIG charges 0.40%/yr vs 0.15%/yr for SEIV.

Performance

VDIG vs. SEIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellington Dividend Growth Active ETF (VDIG) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDIG achieves a 3.45% return, which is significantly lower than SEIV's 17.74% return.

VDIG

• 1D: 0.30%
• 1M: 2.20%
• 6M: 1.33%
• YTD: 3.45%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEIV

• 1D: 0.29%
• 1M: 1.09%
• 6M: 15.89%
• YTD: 17.74%
• 1Y: 36.58%
• 3Y*: 24.69%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDIG vs. SEIV - Yearly Performance Comparison

	2026 (YTD)	2025
VDIG Vanguard Wellington Dividend Growth Active ETF	3.45%	3.50%
SEIV SEI Enhanced US Large Cap Value Factor ETF	17.74%	6.45%

Correlation

The correlation between VDIG and SEIV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.68

Return for Risk

VDIG vs. SEIV — Risk / Return Rank

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

VDIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SEIV

SEIV Risk / Return Rank: 93
SEIV Sharpe Ratio Rank: 94
SEIV Sortino Ratio Rank: 94
SEIV Omega Ratio Rank: 93
SEIV Calmar Ratio Rank: 93
SEIV Martin Ratio Rank: 93

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.

VDIG vs. SEIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Dividend Growth Active ETF (VDIG) and SEI Enhanced US Large Cap Value Factor ETF (SEIV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VDIG	SEIV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.82	—
Sortino ratio: Return per unit of downside risk	—	3.87	—
Omega ratio: Gain probability vs. loss probability	—	1.51	—
Calmar ratio: Return relative to maximum drawdown	—	5.14	—
Martin ratio: Return relative to average drawdown	—	19.07	—

Drawdowns

VDIG vs. SEIV - Drawdown Comparison

The maximum VDIG drawdown since its inception was -11.20%, smaller than the maximum SEIV drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for VDIG and SEIV.

Drawdown Indicators

	VDIG	SEIV	Difference
Max Drawdown Largest peak-to-trough decline	-11.20%	-18.18%	+6.98%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.95%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.71%	—
Current Drawdown Current decline from peak	-0.20%	-1.31%	+1.11%
Average Drawdown Average peak-to-trough decline	-2.68%	-3.45%	+0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	VDIG	SEIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.18%	12.68%	-1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.18%	16.60%	-5.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.18%	16.60%	-5.42%

VDIG vs. SEIV - Expense Ratio Comparison

VDIG has a 0.40% expense ratio, which is higher than SEIV's 0.15% expense ratio.

Dividends

VDIG vs. SEIV - Dividend Comparison

VDIG's dividend yield for the trailing twelve months is around 0.12%, less than SEIV's 1.46% yield.

Position	TTM	2025	2024	2023	2022
SEIV SEI Enhanced US Large Cap Value Factor ETF	1.46%	1.51%	1.66%	2.08%	1.63%
VDIG Vanguard Wellington Dividend Growth Active ETF	0.12%	0.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VDIG and SEIV in my portfolio?

VDIG and SEIV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VDIG or SEIV?

On fees, SEIV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VDIG or SEIV?

SEIV is cheaper with a 0.15% expense ratio, compared with 0.40% for VDIG.

Which ETF pays a higher dividend yield, VDIG or SEIV?

SEIV has the higher dividend yield at 1.46%, compared with 0.12% for VDIG.

What is the main difference between VDIG and SEIV?

They also come from different issuers: Vanguard and SEI. Their fees differ too: 0.40% for VDIG and 0.15% for SEIV.