- ISIN
- US7839807093
- Issuer
- SEI
- Inception Date
- Jun 14, 1996
- Category
- Small Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SLPAX Performance Chart
SEI Institutional Investments Trust Small Cap Fund (SLPAX) is up 15.8% since the beginning of the year. SLPAX is currently trading at $14 per share. Investors who bought $1,000 worth of SLPAX shares 5 years ago would now be looking at an investment worth $1,478.
Loading charts...
Returns By Period
SEI Institutional Investments Trust Small Cap Fund (SLPAX) has returned 15.77% so far this year and 32.00% over the past 12 months. Over the last ten years, SLPAX has returned 10.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Investments Trust Small Cap Fund
- 1D
- 1.53%
- 1M
- 2.50%
- YTD
- 15.77%
- 6M
- 13.04%
- 1Y
- 32.00%
- 3Y*
- 17.09%
- 5Y*
- 8.12%
- 10Y*
- 10.33%
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%
SLPAX Monthly Returns History
Based on dividend-adjusted daily data since Sep 4, 2007, SLPAX's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +17.2%, while the worst month was Oct 2008 at -23.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SLPAX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +31.1%, while the worst single day was Dec 17, 2021 at -25.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.97% | 1.42% | -5.21% | 10.78% | 1.11% | 2.42% | 15.77% | ||||||
| 2025 | 2.22% | -3.78% | -6.05% | -2.16% | 5.16% | 4.30% | 0.21% | 7.39% | 1.55% | -0.57% | 1.88% | 0.17% | 9.96% |
| 2024 | -1.29% | 5.62% | 3.55% | -5.70% | 5.23% | -0.68% | 8.91% | -0.42% | 0.70% | -1.70% | 9.83% | -7.07% | 16.62% |
| 2023 | 6.76% | -1.00% | -5.05% | -2.11% | -1.63% | 7.76% | 4.50% | -3.53% | -4.43% | -5.79% | 7.47% | 9.71% | 11.43% |
| 2022 | -8.57% | -0.07% | 0.89% | -7.88% | 1.04% | -8.10% | 8.54% | -2.15% | -8.97% | 11.25% | 3.32% | -5.51% | -17.21% |
| 2021 | 3.27% | 7.70% | 2.54% | 3.10% | 1.26% | 0.27% | -1.51% | 3.28% | -2.17% | 4.36% | -2.44% | 3.15% | 24.76% |
Benchmark Metrics
SEI Institutional Investments Trust Small Cap Fund has an annualized alpha of -1.61%, beta of 1.07, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 04, 2007.
- This fund participated in 115.42% of S&P 500 Index downside but only 106.61% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.07 and R2 of 0.69, 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
- -1.61%
- Beta
- 1.07
- R²
- 0.69
- Upside Capture
- 106.61%
- Downside Capture
- 115.42%
Expense Ratio
SLPAX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SLPAX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust Small Cap Fund (SLPAX) 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.
| SLPAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.78 | +0.59 |
| Martin ratioReturn relative to average drawdown | 11.49 | 12.44 | -0.95 |
Dividends
Dividend History
SEI Institutional Investments Trust Small Cap Fund provided a 23.50% dividend yield over the last twelve months, with an annual payout of $3.28 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 | $3.28 | $3.27 | $0.53 | $0.10 | $0.93 | $4.63 | $0.76 | $0.93 | $3.46 | $1.82 | $0.63 | $2.04 |
Dividend yield | 23.50% | 27.06% | 3.82% | 0.81% | 8.25% | 31.45% | 4.90% | 6.38% | 27.71% | 10.28% | 3.54% | 12.97% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Small 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 | $0.03 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $3.16 | $3.27 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.38 | $0.53 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.82 | $0.93 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $4.54 | $4.63 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Small 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 Investments Trust Small Cap Fund was 67.12%, occurring on Mar 9, 2009. Recovery took 1091 trading sessions.
The current SEI Institutional Investments Trust Small Cap Fund drawdown is 0.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -67.12%Mar 2009 | 1y 5mo | 4y 4mo | 5y 9moOct 2007 - Jul 2013 |
COVID crash2020 | -43.22%Mar 2020 | 1y 6mo | 8mo 3d | 2y 2moSep 2018 - Nov 2020 |
Bear market2022 | -40.86%Sep 2022 | 9mo 13d | 3y 4mo | 4y 1moDec 2021 - Feb 2026 |
2016 bear market2016 | -24.89%Feb 2016 | 7mo 22d | 9mo 8d | 1y 4moJun 2015 - Nov 2016 |
2014 correction2014 | -12.60%Oct 2014 | 3mo 8d | 2mo 17d | 5mo 25dJul 2014 - Dec 2014 |
Drawdown Indicators
| SLPAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.12% | -56.78% | -10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -9.10% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.04% | -18.90% | -5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -40.86% | -25.43% | -15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -33.92% | -9.30% |
Current DrawdownCurrent decline from peak | -0.07% | -1.80% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -17.40% | -10.71% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.03% | +0.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SLPAX
Add SEI Institutional Investments Trust Small Cap Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SLPAX