- ISIN
- US7839252175
- CUSIP
- 783925217
- Issuer
- BlackRock
- Inception Date
- Sep 30, 2009
- 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
SLGAX Performance Chart
SEI Institutional Managed Trust Large Cap Fund (SLGAX) is up 10.0% since the beginning of the year. SLGAX is currently trading at $15 per share. Investors who bought $1,000 worth of SLGAX shares 5 years ago would now be looking at an investment worth $1,645.
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Returns By Period
SEI Institutional Managed Trust Large Cap Fund (SLGAX) has returned 9.95% so far this year and 20.59% over the past 12 months. Over the last ten years, SLGAX has had an annualized return of 12.80%, just under the S&P 500 Index benchmark’s 13.26%.
SEI Institutional Managed Trust Large Cap Fund
- 1D
- 1.05%
- 1M
- 0.75%
- 6M
- 8.72%
- YTD
- 9.95%
- 1Y
- 20.59%
- 3Y*
- 17.34%
- 5Y*
- 10.47%
- 10Y*
- 12.80%
- ALL TIME*
- 12.49%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SLGAX Monthly Returns History
Based on dividend-adjusted daily data since Oct 1, 2009, SLGAX's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SLGAX closed higher 53% of trading days. The best single day was Dec 17, 2024 with a return of +16.1%, while the worst single day was Dec 18, 2024 at -17.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.14% | 0.84% | -5.30% | 8.72% | 4.00% | -0.52% | 1.21% | 9.95% | |||||
| 2025 | 3.38% | -1.80% | -5.30% | -0.88% | 6.74% | 4.62% | 2.09% | 2.67% | 2.67% | 0.52% | 1.20% | 0.78% | 17.41% |
| 2024 | 1.62% | 4.65% | 4.38% | -4.66% | 4.01% | 1.93% | 1.80% | 2.29% | 1.70% | -1.03% | 6.69% | -4.04% | 20.38% |
| 2023 | 6.62% | -3.03% | 1.37% | 0.90% | -1.64% | 6.99% | 3.27% | -2.41% | -4.38% | -2.51% | 9.10% | 4.75% | 19.49% |
| 2022 | -4.63% | -2.77% | 2.14% | -7.59% | 1.31% | -9.10% | 8.45% | -3.45% | -9.51% | 8.97% | 6.40% | -5.16% | -16.03% |
| 2021 | -1.11% | 3.76% | 5.40% | 5.02% | 1.61% | 0.85% | 1.20% | 1.89% | -4.58% | 5.54% | -2.00% | 4.95% | 24.30% |
Benchmark Metrics
SEI Institutional Managed Trust Large Cap Fund has an annualized alpha of 0.61%, beta of 0.99, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 01, 2009.
- With beta of 0.99 and R2 of 0.86, 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
- 0.61%
- Beta
- 0.99
- R²
- 0.86
- Upside Capture
- 100.88%
- Downside Capture
- 99.75%
Expense Ratio
SLGAX has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SLGAX ranks 63 for risk / return — above 63% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Fund (SLGAX) 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.
| SLGAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.00 | +0.26 |
| Martin ratioReturn relative to average drawdown | 9.86 | 8.49 | +1.36 |
Dividends
Dividend History
SEI Institutional Managed Trust Large Cap Fund provided a 19.03% dividend yield over the last twelve months, with an annual payout of $2.93 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.93 | $2.95 | $2.64 | $0.96 | $1.32 | $2.36 | $0.56 | $1.04 | $1.93 | $1.08 | $0.12 | $2.45 |
Dividend yield | 19.03% | 20.96% | 18.18% | 6.78% | 10.41% | 14.16% | 3.68% | 7.27% | 16.21% | 7.35% | 0.94% | 20.34% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Large Cap 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 | $0.02 | $0.00 | $0.00 | $0.01 | $0.04 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $2.87 | $2.95 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $2.56 | $2.64 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.87 | $0.96 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $1.23 | $1.32 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $2.28 | $2.36 |
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 Managed Trust Large Cap 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 Managed Trust Large Cap Fund was 36.80%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current SEI Institutional Managed Trust Large Cap Fund drawdown is 0.32%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.80%Mar 2020 | 1mo 9d | 5mo 13d | 6mo 22dFeb 2020 - Sep 2020 | COVID crash2020 |
-28.89%Apr 2025 | 3mo 21d | 10mo 7d | 1y 1moDec 2024 - Feb 2026 | 2025 selloff2025 |
-24.22%Sep 2022 | 8mo 28d | 1y 3mo | 2y 14dJan 2022 - Jan 2024 | Bear market2022 |
-20.58%Oct 2011 | 5mo 4d | 4mo 16d | 9mo 20dMay 2011 - Feb 2012 | — |
-20.40%Dec 2018 | 3mo 1d | 6mo 11d | 9mo 12dSep 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| SLGAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.80% | -56.78% | +19.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -9.10% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -18.90% | -9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.89% | -25.43% | -3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -33.92% | -2.88% |
Current DrawdownCurrent decline from peak | -0.32% | -1.58% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -10.70% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.14% | -0.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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