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
US7839808240
Aug 28, 2003
$100,000
Large-Cap
Blend
Expense Ratio
SCPAX has an expense ratio of 0.47%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) returned 1.05% year-to-date (YTD) and 13.10% over the past 12 months. Over the past 10 years, SCPAX delivered an annualized return of 11.42%, outperforming the S&P 500 benchmark at 10.84%.
SCPAX
1.05%
5.99%
-1.86%
13.10%
13.61%
16.02%
11.42%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.43% | -1.38% | -5.51% | -0.79% | 5.68% | 1.05% | |||||||
| 2024 | 1.56% | 4.70% | 4.49% | -4.19% | 4.23% | 3.09% | 1.37% | 2.70% | 1.48% | -0.24% | 6.01% | -3.33% | 23.53% |
| 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% | 24.01% |
| 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% | 2.17% | 2.46% | -4.58% | 6.41% | -0.37% | 5.59% | 30.29% |
| 2020 | -1.31% | -8.45% | -14.52% | 12.38% | 4.86% | 1.65% | 5.44% | 5.67% | -3.37% | -2.07% | 10.42% | 3.93% | 11.94% |
| 2019 | 8.25% | 3.12% | 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% | -2.29% | -0.07% | 2.49% | 0.15% | 3.51% | 3.49% | 0.28% | -7.42% | 1.78% | -9.79% | -7.37% |
| 2017 | 1.56% | 3.76% | 0.15% | 1.03% | 1.24% | 0.50% | 1.91% | 0.50% | 2.46% | 1.49% | 2.58% | 1.07% | 19.78% |
| 2016 | -5.16% | -0.17% | 6.40% | 0.32% | 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% | 1.56% | -1.95% | 2.41% | -5.98% | -2.29% | 7.99% | 0.28% | -1.73% | 2.15% |
| 2014 | -3.47% | 4.92% | 0.84% | 0.21% | 2.50% | 2.03% | -1.44% | 4.05% | -1.75% | 2.30% | 2.72% | -0.37% | 12.89% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SCPAX is 56, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
SEI Institutional Investments Trust Large Cap Disciplined Equity Fund provided a 20.56% dividend yield over the last twelve months, with an annual payout of $2.18 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.18 | $2.22 | $0.46 | $0.49 | $3.43 | $0.96 | $1.40 | $3.14 | $1.97 | $0.69 | $1.92 | $2.10 |
Dividend yield | 20.56% | 21.18% | 4.48% | 5.69% | 31.79% | 8.75% | 13.15% | 33.17% | 14.67% | 5.33% | 15.69% | 15.16% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 | $0.05 | $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 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $1.99 | $2.10 |
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 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 3.81%.
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 18, 2020 | 25 | Mar 23, 2020 | 113 | Sep 1, 2020 | 138 |
| -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 |
| -18.31% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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