VKMGX vs. SEGMX
VKMGX (InvescoQuality IncomeFund) and SEGMX (SEI Daily Income Trust GNMA Fund) are both Government Bonds funds. Over the past 10 years, VKMGX returned 0.87%/yr vs 0.65%/yr for SEGMX. Their correlation of 0.84 means they have usually moved in the same direction. VKMGX charges 0.85%/yr vs 0.63%/yr for SEGMX.
Performance
VKMGX vs. SEGMX - Performance Comparison
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Returns By Period
In the year-to-date period, VKMGX achieves a -0.97% return, which is significantly lower than SEGMX's -0.67% return. Over the past 10 years, VKMGX has outperformed SEGMX with an annualized return of 0.87%, while SEGMX has yielded a comparatively lower 0.65% annualized return.
VKMGX
- 1D
- -0.41%
- 1M
- -1.52%
- 6M
- -1.26%
- YTD
- -0.97%
- 1Y
- 2.52%
- 3Y*
- 3.68%
- 5Y*
- -0.48%
- 10Y*
- 0.87%
- ALL TIME*
- 3.73%
SEGMX
- 1D
- -0.45%
- 1M
- -1.76%
- 6M
- -1.12%
- YTD
- -0.67%
- 1Y
- 2.24%
- 3Y*
- 3.40%
- 5Y*
- -0.44%
- 10Y*
- 0.65%
- ALL TIME*
- 4.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VKMGX vs. SEGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VKMGX InvescoQuality IncomeFund | -0.97% | 8.24% | 0.69% | 4.59% | -12.52% | -2.00% | 5.51% | 5.98% | -0.13% | 1.99% |
SEGMX SEI Daily Income Trust GNMA Fund | -0.67% | 7.15% | 0.60% | 4.44% | -11.53% | -2.06% | 3.77% | 5.50% | 0.59% | 1.66% |
Correlation
The correlation between VKMGX and SEGMX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 1990 | 0.84 |
The correlation between VKMGX and SEGMX shifts across timeframes, from 0.84 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VKMGX vs. SEGMX — Risk / Return Rank
VKMGX
SEGMX
VKMGX vs. SEGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InvescoQuality IncomeFund (VKMGX) and SEI Daily Income Trust GNMA Fund (SEGMX). 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.
| VKMGX | SEGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.06 | -0.05 |
| Martin ratioReturn relative to average drawdown | 2.65 | 2.74 | -0.09 |
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Drawdowns
VKMGX vs. SEGMX - Drawdown Comparison
The maximum VKMGX drawdown since its inception was -19.19%, which is greater than SEGMX's maximum drawdown of -17.59%. Use the drawdown chart below to compare losses from any high point for VKMGX and SEGMX.
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Drawdown Indicators
| VKMGX | SEGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.19% | -17.59% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -2.98% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -6.89% | -6.11% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -18.26% | -16.70% | -1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -19.19% | -17.59% | -1.60% |
Current DrawdownCurrent decline from peak | -3.48% | -3.30% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -2.61% | -1.83% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 1.15% | +0.13% |
Volatility
VKMGX vs. SEGMX - Volatility Comparison
InvescoQuality IncomeFund (VKMGX) has a higher volatility of 1.17% compared to SEI Daily Income Trust GNMA Fund (SEGMX) at 1.08%. This indicates that VKMGX's price experiences larger fluctuations and is considered to be riskier than SEGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VKMGX | SEGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.08% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 3.21% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 4.03% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 6.13% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 4.66% | +0.34% |
VKMGX vs. SEGMX - Expense Ratio Comparison
VKMGX has a 0.85% expense ratio, which is higher than SEGMX's 0.63% expense ratio.
Dividends
VKMGX vs. SEGMX - Dividend Comparison
VKMGX's dividend yield for the trailing twelve months is around 3.28%, less than SEGMX's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEGMX SEI Daily Income Trust GNMA Fund | 3.75% | 3.31% | 2.62% | 2.29% | 1.84% | 1.71% | 2.18% | 2.71% | 2.91% | 2.81% | 3.36% | 2.75% |
VKMGX InvescoQuality IncomeFund | 3.28% | 3.34% | 3.62% | 2.90% | 2.98% | 2.84% | 3.65% | 3.72% | 3.89% | 3.32% | 3.44% | 4.14% |
Frequently Asked Questions
With a correlation of 0.94, VKMGX and SEGMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VKMGX has higher volatility (1.17%) compared to SEGMX (1.08%). In terms of maximum drawdown, VKMGX dropped -19.19% vs SEGMX's -17.59%.
VKMGX currently has the higher Sharpe Ratio (0.81 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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