- ISIN
- US7839255632
- CUSIP
- 783925563
- Issuer
- BlackRock
- Inception Date
- Oct 31, 2000
- 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
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Performance
STMSX Performance Chart
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund (STMSX) is up 13.2% since the beginning of the year. STMSX is currently trading at $27 per share. Investors who bought $1,000 worth of STMSX shares 5 years ago would now be looking at an investment worth $1,364.
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Returns By Period
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund (STMSX) has returned 13.21% so far this year and 26.59% over the past 12 months. Over the last ten years, STMSX has returned 9.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund
- 1D
- 1.05%
- 1M
- 2.23%
- YTD
- 13.21%
- 6M
- 13.30%
- 1Y
- 26.59%
- 3Y*
- 15.64%
- 5Y*
- 6.41%
- 10Y*
- 9.35%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
STMSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2001, STMSX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -22.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, STMSX closed higher 52% of trading days. The best single day was Dec 17, 2024 with a return of +18.6%, while the worst single day was Dec 18, 2024 at -20.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.01% | 1.61% | -5.42% | 11.63% | 0.56% | 0.89% | 13.21% | ||||||
| 2025 | 3.13% | -4.39% | -5.38% | -2.00% | 4.96% | 3.77% | 0.36% | 6.33% | 0.86% | -1.48% | 2.24% | 0.65% | 8.67% |
| 2024 | -1.06% | 4.79% | 4.30% | -5.24% | 4.59% | -1.15% | 7.81% | -0.57% | 0.32% | -1.38% | 10.25% | -8.51% | 13.34% |
| 2023 | 7.70% | -1.50% | -4.39% | -1.78% | -1.84% | 8.07% | 3.88% | -3.39% | -4.78% | -5.13% | 7.73% | 9.45% | 12.97% |
| 2022 | -7.23% | 0.68% | -0.08% | -7.81% | 1.50% | -8.45% | 8.69% | -3.69% | -8.99% | 10.69% | 4.87% | -6.00% | -16.91% |
| 2021 | 2.11% | 7.30% | 3.17% | 3.63% | 1.31% | -1.15% | -0.32% | 1.74% | -2.44% | 4.00% | -2.71% | 5.32% | 23.68% |
Benchmark Metrics
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund has an annualized alpha of 0.84%, beta of 1.05, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.
- This fund captured 112.78% of S&P 500 Index gains and 108.92% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.05 and R2 of 0.79, 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
- 0.84%
- Beta
- 1.05
- R²
- 0.79
- Upside Capture
- 112.78%
- Downside Capture
- 108.92%
Expense Ratio
STMSX has a high expense ratio of 1.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
STMSX ranks 41 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 Managed Trust Tax-Managed Small/Mid Cap Fund (STMSX) and compare them to S&P 500 Index.
| STMSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 2.24 | -0.55 |
Sortino ratioReturn per unit of downside risk | 2.48 | 3.07 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.93 | -0.02 |
Martin ratioReturn relative to average drawdown | 10.15 | 13.52 | -3.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund provided a 3.82% dividend yield over the last twelve months, with an annual payout of $1.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.03 | $1.06 | $5.03 | $0.76 | $0.19 | $2.62 | $0.07 | $0.56 | $1.71 | $0.43 | $0.08 | $0.04 |
Dividend yield | 3.82% | 4.41% | 21.88% | 3.11% | 0.84% | 9.68% | 0.29% | 2.54% | 9.26% | 1.89% | 0.41% | 0.25% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Tax-Managed Small/Mid 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 | $0.01 | $0.00 | $0.00 | $0.01 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.95 | $1.06 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $4.96 | $5.03 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.69 | $0.76 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.14 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.60 | $2.62 |
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 Tax-Managed Small/Mid 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 Tax-Managed Small/Mid Cap Fund was 60.78%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund drawdown is 2.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.78%Mar 2009 | 1y 7mo | 3y 10mo | 5y 5moJul 2007 - Jan 2013 |
COVID crash2020 | -43.16%Mar 2020 | 1y 6mo | 8mo 6d | 2y 2moSep 2018 - Nov 2020 |
2025 selloff2025 | -34.36%Apr 2025 | 3mo 21d | — | 1y 5moDec 2024 - now |
Dot-com crash2000–2002 | -33.14%Oct 2002 | 4mo 26d | 10mo 28d | 1y 3moMay 2002 - Sep 2003 |
Bear market2022 | -25.54%Sep 2022 | 10mo 13d | 1y 7mo | 2y 6moNov 2021 - May 2024 |
Drawdown Indicators
| STMSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.78% | -56.78% | -4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -9.10% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -34.36% | -18.90% | -15.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -25.43% | -8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -33.92% | -9.24% |
Current DrawdownCurrent decline from peak | -2.32% | -0.74% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -10.72% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.97% | +0.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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