- ISIN
- US78413L5975
- Issuer
- BlackRock
- Inception Date
- Jan 31, 2018
- 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
SLGFX Performance Chart
SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) is up 9.9% since the beginning of the year. SLGFX is currently trading at $24 per share. Investors who bought $1,000 worth of SLGFX shares 5 years ago would now be looking at an investment worth $1,888.
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Returns By Period
SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) has returned 9.85% so far this year and 26.06% over the past 12 months.
SEI Institutional Managed Trust Large Cap Index Fund
- 1D
- 1.10%
- 1M
- 0.63%
- YTD
- 9.85%
- 6M
- 9.21%
- 1Y
- 26.06%
- 3Y*
- 20.34%
- 5Y*
- 13.55%
- 10Y*
- —
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%
SLGFX Monthly Returns History
Based on dividend-adjusted daily data since Feb 16, 2018, SLGFX's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SLGFX closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.32% | -0.50% | -5.03% | 10.08% | 5.08% | -0.83% | 9.85% | ||||||
| 2025 | 3.19% | -1.81% | -5.79% | -0.66% | 6.37% | 5.03% | 2.22% | 2.07% | 3.45% | 2.11% | 0.26% | -0.07% | 16.96% |
| 2024 | 1.32% | 5.38% | 3.20% | -4.27% | 4.67% | 3.27% | 1.49% | 2.29% | 2.14% | -0.73% | 6.39% | -2.84% | 24.07% |
| 2023 | 6.72% | -2.45% | 3.15% | 1.27% | 0.41% | 6.72% | 3.46% | -1.81% | -4.70% | -2.45% | 9.32% | 4.94% | 26.27% |
| 2022 | -5.64% | -2.77% | 3.30% | -6.47% | -0.21% | -8.36% | 9.26% | -3.88% | -9.22% | 7.98% | 5.38% | -5.87% | -17.23% |
| 2021 | -0.81% | 2.83% | 3.77% | 5.40% | 0.47% | 2.45% | 2.07% | 2.85% | -4.62% | 6.95% | -1.39% | 4.07% | 26.17% |
Benchmark Metrics
SEI Institutional Managed Trust Large Cap Index Fund has an annualized alpha of 1.86%, beta of 0.98, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since February 16, 2018.
- This fund captured 104.50% of S&P 500 Index gains but only 97.98% of its losses - a favorable profile for investors.
- With beta of 0.98 and R2 of 0.93, 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
- 1.86%
- Beta
- 0.98
- R²
- 0.93
- Upside Capture
- 104.50%
- Downside Capture
- 97.98%
Expense Ratio
SLGFX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SLGFX ranks 61 for risk / return — better than 61% 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 Managed Trust Large Cap Index Fund (SLGFX) 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.
| SLGFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.78 | +0.14 |
| Martin ratioReturn relative to average drawdown | 13.12 | 12.44 | +0.68 |
Dividends
Dividend History
SEI Institutional Managed Trust Large Cap Index Fund provided a 5.01% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.20 | $0.95 | $0.21 | $0.60 | $0.21 | $0.16 | $0.18 | $0.18 |
Dividend yield | 5.01% | 5.48% | 4.81% | 1.26% | 4.49% | 1.28% | 1.21% | 1.59% | 2.03% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Large Cap Index 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 | $0.06 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $1.04 | $1.20 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.79 | $0.95 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.06 | $0.21 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.05 | $0.60 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.09 | $0.21 |
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 Index 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 Index Fund was 34.56%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current SEI Institutional Managed Trust Large Cap Index Fund drawdown is 1.28%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.56%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -23.24%Oct 2022 | 9mo 11d | 1y 1mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.77%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -19.18%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
2020 pullback2020 | -9.36%Sep 2020 | 20d | 1mo 19d | 2mo 9dSep 2020 - Nov 2020 |
Drawdown Indicators
| SLGFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.56% | -56.78% | +22.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -9.10% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -18.90% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -25.43% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.28% | -1.80% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -10.71% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.03% | -0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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