SELV vs FJP

Comparison between SEI QIM U.S. LARGE CAP LOW VOLATILITY ACTIVE ETF (SELV, ETF) and FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF).

SELV vs FJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SELV(ETF)	FJP(ETF)
Net Assets	$256M	$255M
Expense Ratio	0.15%	0.80%
Max Drawdown	14.20%	43.93%
Sharpe Ratio	1.00	0.85
5Y Beta	0.41	0.72
P/E Ratio	20.23	N/A
Forward P/E	17.05	N/A
PEG Ratio	0.46	N/A
5Y Dividends CAGR	N/A	18.22%
5Y EPS CAGR	15.36%	N/A
Debt to Equity	28.96%	N/A
P/S Ratio	1.42	N/A
P/B Ratio	4.10	N/A

Net Assets

Winner

SELV

$256M

FJP

$255M

Expense Ratio

Winner

SELV

0.15%

FJP

0.80%

Max Drawdown

Winner

SELV

14.20%

FJP

43.93%

Sharpe Ratio

Winner

SELV

1.00

FJP

0.85

5Y Beta

Winner

SELV

0.41

FJP

0.72

P/E Ratio

SELV

20.23

FJP

N/A

Forward P/E

SELV

17.05

FJP

N/A

PEG Ratio

SELV

0.46

FJP

N/A

5Y Dividends CAGR

SELV

N/A

FJP

18.22%

5Y EPS CAGR

SELV

15.36%

FJP

N/A

Debt to Equity

SELV

28.96%

FJP

N/A

P/S Ratio

SELV

1.42

FJP

N/A

P/B Ratio

SELV

4.10

FJP

N/A

SELV vs FJP - Historical Returns

Returns include dividend reinvestment.

Period	SELV	FJP
1 month	+5.09%	+3.65%
3 months	+6.68%	+1.18%
6 months	+6.74%	-4.63%
1 year	+14.68%	+21.66%
5 years(CAGR)	+10.71%	+11.55%
10 years(CAGR)	N/A	+7.26%
Max(CAGR)	+10.71%	+5.97%

Winner

SELV

+5.09%

FJP

+3.65%

Winner

SELV

+6.68%

FJP

+1.18%

Winner

SELV

+6.74%

FJP

-4.63%

SELV

+14.68%

Winner

FJP

+21.66%

5Y(CAGR)

SELV

+10.71%

Winner

FJP

+11.55%

10Y(CAGR)

SELV

N/A

FJP

+7.26%

Max(CAGR)

Winner

SELV

+10.71%

FJP

+5.97%

SELV vs FJP - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	SELV	FJP
2026	+10.89%	+14.42%
2025	+13.35%	+33.80%
2024	+14.11%	+6.02%
2023	+6.33%	+23.73%
2022	+1.37%	-12.80%
2021	N/A	-0.50%
2020	N/A	+2.15%
2019	N/A	+7.28%
2018	N/A	-18.80%
2017	N/A	+26.81%
2016	N/A	+4.50%
2015	N/A	+5.39%
2014	N/A	-0.84%
2013	N/A	+28.22%
2012	N/A	-4.42%
2011	N/A	-9.31%

SELV vs FJP Drawdown Comparison

The maximum drawdown for SELV was -13.74%, occurring on Oct 12, 2022. Recovery took 74 trading sessions.

The maximum drawdown for FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1551 trading sessions.

The current FJP drawdown is -5.87%.

Rank	SELV	FJP
#1	-13.74% Aug 16, 2022 - Nov 30, 2022	-41.51% Jan 23, 2018 - Mar 22, 2024
#2	-10.57% May 27, 2022 - Aug 16, 2022	-25.37% Aug 2, 2011 - May 14, 2013
#3	-8.93% Nov 29, 2024 - May 2, 2025	-22.46% May 22, 2015 - Mar 13, 2017
#4	-7.87% Jul 25, 2023 - Dec 13, 2023	-17.02% Mar 25, 2025 - May 21, 2025
#5	-7.32% Dec 1, 2022 - Jun 15, 2023	-16.43% May 21, 2013 - Jan 17, 2014
#6	-5.92% Feb 27, 2026 - Jul 16, 2026	-15.08% Mar 27, 2024 - Feb 18, 2025
#7	-4.66% Mar 28, 2024 - Jun 20, 2024	-14.43% Feb 25, 2026 - Mar 20, 2026
#8	-3.34% Jul 17, 2024 - Aug 19, 2024	-12.64% Jul 28, 2014 - Feb 20, 2015
#9	-2.80% Oct 18, 2024 - Nov 7, 2024	-10.47% Jan 22, 2014 - Jun 18, 2014
#10	-2.59% Sep 30, 2025 - Nov 11, 2025	-7.21% May 10, 2011 - Jul 5, 2011
#11	-2.59% Jul 3, 2025 - Aug 13, 2025	-6.57% Sep 15, 2025 - Nov 10, 2025
#12	-1.88% Sep 30, 2024 - Oct 14, 2024	-4.37% Jun 27, 2025 - Jul 23, 2025
#13	-1.79% Nov 28, 2025 - Dec 15, 2025	-4.12% Mar 28, 2017 - May 3, 2017
#14	-1.69% Feb 6, 2026 - Feb 27, 2026	-3.98% Nov 14, 2025 - Nov 26, 2025
#15	-1.68% Aug 30, 2024 - Sep 13, 2024	-3.56% Apr 28, 2015 - May 18, 2015

Correlation

Correlation between SELV and FJP is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2011 - 2026)

SELV vs FJP dividend yield comparison.

Year	SELV	FJP
2026	0.87%	0.78%
2025	1.74%	2.68%
2024	1.77%	3.18%
2023	2.06%	3.49%
2022	1.26%	2.21%
2021	0.00%	2.43%
2020	0.00%	0.99%
2019	0.00%	2.80%
2018	0.00%	1.54%
2017	0.00%	1.29%
2016	0.00%	1.46%
2015	0.00%	0.85%
2014	0.00%	1.08%
2013	0.00%	0.70%
2012	0.00%	1.61%
2011	0.00%	0.62%