- ISIN
- US7839255715
- CUSIP
- 783925571
- Issuer
- BlackRock
- Inception Date
- Mar 5, 1998
- 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
TMLCX Performance Chart
SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) is up 7.5% since the beginning of the year. TMLCX is currently trading at $44 per share. Investors who bought $1,000 worth of TMLCX shares 5 years ago would now be looking at an investment worth $1,661.
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Returns By Period
SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) has returned 7.48% so far this year and 22.18% over the past 12 months. Over the last ten years, TMLCX has returned 12.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Managed Trust Tax Managed Large Cap Fund
- 1D
- 0.67%
- 1M
- -0.16%
- YTD
- 7.48%
- 6M
- 7.02%
- 1Y
- 22.18%
- 3Y*
- 15.87%
- 5Y*
- 10.68%
- 10Y*
- 12.91%
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%
TMLCX Monthly Returns History
Based on dividend-adjusted daily data since Mar 4, 1998, TMLCX'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 Nov 2020 with a return of +12.1%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TMLCX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, 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 | 2.09% | 0.82% | -5.34% | 8.21% | 2.96% | -0.97% | 7.48% | ||||||
| 2025 | 3.65% | -0.87% | -4.32% | -1.53% | 5.68% | 4.13% | 1.60% | 2.86% | 2.55% | 0.50% | 1.68% | 0.23% | 16.92% |
| 2024 | 1.04% | 3.51% | 4.39% | -4.91% | 3.57% | 1.86% | 2.66% | 1.73% | 1.39% | -2.00% | 5.22% | -4.23% | 14.52% |
| 2023 | 5.19% | -3.16% | 1.83% | 1.72% | -2.46% | 6.90% | 2.82% | -2.16% | -4.50% | -2.01% | 8.44% | 4.53% | 17.40% |
| 2022 | -4.46% | -2.80% | 1.98% | -6.13% | 0.98% | -8.84% | 7.78% | -3.64% | -8.89% | 10.51% | 6.27% | -4.72% | -13.36% |
| 2021 | -1.19% | 4.15% | 5.43% | 4.85% | 1.78% | 0.97% | 2.14% | 2.56% | -4.80% | 6.16% | -1.64% | 5.54% | 28.49% |
Benchmark Metrics
SEI Institutional Managed Trust Tax Managed Large Cap Fund has an annualized alpha of 0.54%, beta of 0.99, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since March 04, 1998.
- With beta of 0.99 and R2 of 0.94, 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
- 0.54%
- Beta
- 0.99
- R²
- 0.94
- Upside Capture
- 102.13%
- Downside Capture
- 100.37%
Expense Ratio
TMLCX has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TMLCX ranks 57 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 Large Cap Fund (TMLCX) 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.
| TMLCX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.78 | -0.05 |
| Martin ratioReturn relative to average drawdown | 12.15 | 12.44 | -0.29 |
Dividends
Dividend History
SEI Institutional Managed Trust Tax Managed Large Cap Fund provided a 1.44% dividend yield over the last twelve months, with an annual payout of $0.63 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.63 | $0.63 | $3.13 | $1.71 | $2.02 | $1.81 | $0.73 | $2.37 | $0.42 | $0.49 | $0.18 | $0.16 |
Dividend yield | 1.44% | 1.54% | 8.85% | 5.10% | 6.70% | 4.90% | 2.40% | 8.58% | 1.81% | 1.92% | 0.86% | 0.79% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Tax Managed 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 | $0.07 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.42 | $0.63 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $2.92 | $3.13 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $1.48 | $1.71 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $1.77 | $2.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $1.61 | $1.81 |
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 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 Tax Managed Large Cap Fund was 56.64%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current SEI Institutional Managed Trust Tax Managed Large Cap Fund drawdown is 1.40%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.64%Mar 2009 | 1y 5mo | 3y 10mo | 5y 2moOct 2007 - Jan 2013 |
Dot-com crash2000–2002 | -50.80%Oct 2002 | 2y 1mo | 4y 3mo | 6y 4moSep 2000 - Jan 2007 |
COVID crash2020 | -34.87%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 |
Bear market2022 | -23.05%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
1998 bear market1998 | -22.58%Oct 1998 | 2mo 20d | 2mo 14d | 5mo 4dJul 1998 - Dec 1998 |
Drawdown Indicators
| TMLCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -56.78% | +0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -9.10% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.75% | -18.90% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -25.43% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -33.92% | -0.95% |
Current DrawdownCurrent decline from peak | -1.40% | -1.80% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -11.68% | -10.71% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.03% | -0.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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