SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX)
The investment seeks capital appreciation. Under normal circumstances, the Large Cap Disciplined Equity Fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in equity securities of large companies. These securities may include common stocks, preferred stocks, depositary receipts, warrants, ETFs and real estate investment trusts based on a large capitalization equity index and equity securities of foreign companies.
Fund Info
ISIN | US7839808240 |
---|---|
Issuer | SEI |
Inception Date | Aug 28, 2003 |
Category | Large Cap Blend Equities |
Min. Investment | $100,000 |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
SCPAX has a high expense ratio of 0.47%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments Trust Large Cap Disciplined Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund had a return of 11.54% year-to-date (YTD) and 29.08% in the last 12 months. Over the past 10 years, SEI Institutional Investments Trust Large Cap Disciplined Equity Fund had an annualized return of 10.37%, while the S&P 500 had an annualized return of 10.99%, indicating that SEI Institutional Investments Trust Large Cap Disciplined Equity Fund did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 11.54% | 11.18% |
1 month | 4.97% | 5.60% |
6 months | 18.65% | 17.48% |
1 year | 29.08% | 26.33% |
5 years (annualized) | 14.14% | 13.16% |
10 years (annualized) | 10.37% | 10.99% |
Monthly Returns
The table below presents the monthly returns of SCPAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.56% | 4.70% | 4.49% | -4.20% | 11.54% | ||||||||
2023 | 5.32% | -2.09% | 2.47% | 1.31% | -0.86% | 6.65% | 3.17% | -1.68% | -4.13% | -1.57% | 9.23% | 4.81% | 24.02% |
2022 | -5.00% | -2.63% | 3.31% | -7.27% | 0.21% | -8.25% | 8.22% | -3.05% | -8.90% | 7.99% | 5.74% | -4.70% | -15.27% |
2021 | -0.64% | 3.12% | 5.70% | 5.14% | 1.36% | 0.95% | 2.16% | 2.46% | -4.58% | 6.41% | -0.37% | 5.59% | 30.28% |
2020 | -1.31% | -8.45% | -14.52% | 12.38% | 4.86% | 1.65% | 5.44% | 5.67% | -3.37% | -2.07% | 10.43% | 3.93% | 11.94% |
2019 | 8.24% | 3.13% | 0.85% | 3.29% | -6.64% | 6.91% | 1.69% | -2.06% | 1.65% | 1.94% | 3.99% | 2.66% | 27.89% |
2018 | 5.15% | -3.76% | -2.28% | -0.08% | 2.49% | 0.15% | 3.52% | 3.50% | 0.27% | -7.41% | 1.78% | -9.79% | -7.38% |
2017 | 1.56% | 3.76% | 0.15% | 1.03% | 1.24% | 0.51% | 1.92% | 0.49% | 2.46% | 1.49% | 2.58% | 1.07% | 19.78% |
2016 | -5.16% | -0.17% | 6.40% | 0.33% | 1.86% | 0.24% | 3.97% | -0.15% | 0.08% | -2.01% | 3.61% | 1.85% | 10.87% |
2015 | -2.82% | 6.18% | -1.05% | 0.35% | 1.55% | -1.95% | 2.41% | -5.98% | -2.29% | 7.99% | 0.28% | -1.73% | 2.16% |
2014 | -3.48% | 4.92% | 0.84% | 0.21% | 2.50% | 2.03% | -1.44% | 4.05% | -1.75% | 2.30% | 2.72% | -12.13% | -0.44% |
2013 | 5.13% | 1.16% | 4.02% | 1.58% | 2.87% | -1.89% | 5.40% | -2.78% | 3.31% | 4.09% | 3.22% | 2.85% | 32.69% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SCPAX is 91, placing it in the top 9% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
SCPAX (SEI Institutional Investments Trust Large Cap Disciplined Equity Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund granted a 4.41% dividend yield in the last twelve months. The annual payout for that period amounted to $0.50 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.50 | $0.46 | $0.49 | $3.43 | $0.96 | $1.40 | $3.14 | $1.97 | $0.69 | $1.92 | $0.23 | $1.12 |
Dividend yield | 4.41% | 4.49% | 5.69% | 31.78% | 8.75% | 13.15% | 33.17% | 14.67% | 5.33% | 15.69% | 1.65% | 7.93% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.04 | |||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.41 | $0.46 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.49 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $3.35 | $3.43 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.91 | $0.96 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $1.34 | $1.40 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $3.06 | $3.14 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $1.87 | $1.97 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.59 | $0.69 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $1.80 | $1.92 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.12 | $0.23 |
2013 | $0.05 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $1.04 | $1.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Large Cap Disciplined Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SEI Institutional Investments Trust Large Cap Disciplined Equity Fund was 61.72%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.
The current SEI Institutional Investments Trust Large Cap Disciplined Equity Fund drawdown is 0.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-61.72% | Oct 10, 2007 | 355 | Mar 9, 2009 | 1053 | May 15, 2013 | 1408 |
-36.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
-22.68% | Jan 5, 2022 | 194 | Oct 12, 2022 | 286 | Dec 1, 2023 | 480 |
-20.6% | Sep 24, 2018 | 64 | Dec 24, 2018 | 131 | Jul 3, 2019 | 195 |
-20% | Dec 8, 2014 | 297 | Feb 11, 2016 | 212 | Dec 13, 2016 | 509 |
Volatility
Volatility Chart
The current SEI Institutional Investments Trust Large Cap Disciplined Equity Fund volatility is 3.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.