SEI QiM US Large Cap Momentum Active ETF (SEIM) is a ETF from SEI EXCHANGE TRADED FUNDS and Vanguard High Dividend Yield ETF (VYM) is a ETF from Vanguard (US). Over the past year SEIM returned +28.87% while VYM returned +26.05%. Year to date, SEIM is up 18.38% versus a gain of 15.45% for VYM.

Over three years, SEIM compounded at +28.52% per year against +17.96% for VYM. Across the full 4-year window we track, SEIM has the edge at +21.45% annualized vs +7.06%. Past performance does not guarantee future results.

SEIM has been the more volatile fund, with annualized monthly volatility of 18.1% compared with 14.6% for VYM. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -22.2% for SEIM and -58.8% for VYM. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.77. They usually move together, but the gap leaves some room for diversification.

SEIM charges 0.15% per year while VYM charges 0.04%. On a $10,000 position that is $15 vs $4 annually, a gap of $11 per year that compounds over a long holding period. On income, SEIM currently yields 0.40% against 2.86% for VYM.