- ISIN
- US7839808240
- Issuer
- SEI
- Inception Date
- Aug 28, 2003
- Category
- Large Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SCPAX Performance Chart
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) is up 10.5% since the beginning of the year. SCPAX is currently trading at $12 per share. Investors who bought $1,000 worth of SCPAX shares 5 years ago would now be looking at an investment worth $1,939.
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Returns By Period
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) has returned 10.54% so far this year and 27.48% over the past 12 months. Over the last decade, SCPAX has posted an annualized return of 14.18%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund
- 1D
- 0.85%
- 1M
- 0.59%
- YTD
- 10.54%
- 6M
- 10.26%
- 1Y
- 27.48%
- 3Y*
- 20.93%
- 5Y*
- 14.16%
- 10Y*
- 14.18%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SCPAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2004, SCPAX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Oct 2008 at -18.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SCPAX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +28.8%, while the worst single day was Dec 17, 2021 at -23.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.05% | 0.55% | -5.09% | 10.15% | 3.30% | -0.25% | 10.54% | ||||||
| 2025 | 3.43% | -1.38% | -5.51% | -0.79% | 5.78% | 4.80% | 1.53% | 2.65% | 2.84% | 1.59% | 1.07% | 0.83% | 17.63% |
| 2024 | 1.56% | 4.70% | 4.49% | -4.20% | 4.23% | 3.09% | 1.37% | 2.70% | 1.48% | -0.24% | 6.01% | -3.33% | 23.52% |
| 2023 | 5.32% | -2.09% | 2.47% | 1.31% | -0.86% | 6.64% | 3.17% | -1.68% | -4.13% | -2.10% | 9.23% | 4.81% | 23.34% |
| 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% | -15.28% |
| 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% |
Benchmark Metrics
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund has an annualized alpha of 0.48%, beta of 0.97, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 02, 2004.
- With beta of 0.97 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.48%
- Beta
- 0.97
- R²
- 0.77
- Upside Capture
- 101.06%
- Downside Capture
- 102.05%
Expense Ratio
SCPAX has an expense ratio of 0.47%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SCPAX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) and compare them to S&P 500 Index.
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.
| SCPAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.78 | +0.52 |
| Martin ratioReturn relative to average drawdown | 15.54 | 12.44 | +3.10 |
Dividends
Dividend History
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund provided a 13.60% dividend yield over the last twelve months, with an annual payout of $1.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.61 | $1.61 | $2.22 | $0.41 | $0.49 | $3.43 | $0.96 | $1.40 | $3.14 | $1.97 | $0.69 | $1.92 |
Dividend yield | 13.60% | 15.03% | 21.17% | 3.99% | 5.69% | 31.78% | 8.75% | 13.15% | 33.17% | 14.67% | 5.33% | 15.69% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.61 | $1.61 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.18 | $2.22 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 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 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 62.45%, occurring on Mar 9, 2009. Recovery took 1108 trading sessions.
The current SEI Institutional Investments Trust Large Cap Disciplined Equity Fund drawdown is 1.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.45%Mar 2009 | 1y 9mo | 4y 4mo | 6y 1moJun 2007 - Aug 2013 |
Bear market2022 | -38.69%Oct 2022 | 9mo 29d | 1y 12mo | 2y 9moDec 2021 - Oct 2024 |
COVID crash2020 | -36.20%Mar 2020 | 1mo 2d | 5mo 12d | 6mo 14dFeb 2020 - Sep 2020 |
2025 selloff2025 | -26.22%Apr 2025 | 3mo 20d | 6mo 22d | 10mo 12dDec 2024 - Oct 2025 |
Rate-hike selloffLate 2018 | -20.60%Dec 2018 | 3mo 1d | 6mo 11d | 9mo 12dSep 2018 - Jul 2019 |
Drawdown Indicators
| SCPAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.45% | -56.78% | -5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -9.10% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.22% | -18.90% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -25.43% | -13.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | -33.92% | -4.77% |
Current DrawdownCurrent decline from peak | -1.09% | -1.80% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -12.35% | -10.71% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.03% | -0.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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