- ISIN
- US7839251003
- CUSIP
- 783925100
- Issuer
- BlackRock
- Inception Date
- Apr 20, 1987
- Category
- Large Cap Value Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
TRMVX Performance Chart
SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) is up 9.0% since the beginning of the year. TRMVX is currently trading at $29 per share. Investors who bought $1,000 worth of TRMVX shares 5 years ago would now be looking at an investment worth $1,650.
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Returns By Period
SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) has returned 9.01% so far this year and 23.90% over the past 12 months. Over the last ten years, TRMVX has returned 10.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Managed Trust Large Cap Value Fund
- 1D
- -0.42%
- 1M
- -0.42%
- YTD
- 9.01%
- 6M
- 8.13%
- 1Y
- 23.90%
- 3Y*
- 15.57%
- 5Y*
- 10.54%
- 10Y*
- 10.75%
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%
TRMVX Monthly Returns History
Based on dividend-adjusted daily data since Apr 20, 1987, TRMVX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Oct 1987 at -21.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TRMVX closed higher 51% of trading days. The best single day was Mar 25, 2020 with a return of +12.1%, while the worst single day was Oct 23, 1987 at -13.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.08% | 2.50% | -2.87% | 5.15% | 1.80% | -0.76% | 9.01% | ||||||
| 2025 | 3.77% | 0.91% | -2.63% | -3.18% | 4.24% | 3.96% | 0.40% | 5.03% | 0.99% | -0.54% | 3.03% | 1.85% | 18.89% |
| 2024 | 0.33% | 2.72% | 6.61% | -4.09% | 2.96% | -1.36% | 4.48% | 1.81% | 0.94% | -0.83% | 5.23% | -6.04% | 12.67% |
| 2023 | 5.51% | -3.14% | -1.58% | 1.06% | -4.59% | 6.57% | 3.20% | -3.18% | -3.28% | -3.72% | 6.65% | 6.10% | 8.82% |
| 2022 | -0.79% | -1.30% | 2.05% | -4.60% | 3.36% | -9.68% | 5.30% | -2.78% | -8.65% | 11.60% | 6.49% | -4.10% | -5.15% |
| 2021 | 0.69% | 6.03% | 6.74% | 3.41% | 3.12% | -1.28% | 0.16% | 2.24% | -3.57% | 4.15% | -2.97% | 6.69% | 27.72% |
Benchmark Metrics
SEI Institutional Managed Trust Large Cap Value Fund has an annualized alpha of 0.96%, beta of 0.87, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since April 20, 1987.
- This fund participated in 94.85% of S&P 500 Index downside but only 93.69% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.87 and R2 of 0.80, 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
- 0.96%
- Beta
- 0.87
- R²
- 0.80
- Upside Capture
- 93.69%
- Downside Capture
- 94.85%
Expense Ratio
TRMVX has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TRMVX ranks 73 for risk / return — better than 73% 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 Value Fund (TRMVX) 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.
| TRMVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 2.78 | +1.20 |
| Martin ratioReturn relative to average drawdown | 14.41 | 12.44 | +1.97 |
Dividends
Dividend History
SEI Institutional Managed Trust Large Cap Value Fund provided a 13.45% dividend yield over the last twelve months, with an annual payout of $3.84 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 | $3.84 | $3.87 | $2.20 | $1.70 | $2.37 | $1.66 | $0.47 | $0.88 | $2.50 | $1.23 | $0.33 | $3.25 |
Dividend yield | 13.45% | 14.68% | 8.65% | 6.93% | 9.82% | 5.93% | 2.03% | 3.61% | 12.12% | 4.84% | 1.44% | 16.14% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Large Cap Value 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 | $0.13 | $0.00 | $0.00 | $0.13 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $3.47 | $3.87 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $1.81 | $2.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $1.30 | $1.70 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $1.99 | $2.37 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $1.32 | $1.66 |
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 Value 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 Value Fund was 60.36%, occurring on Mar 9, 2009. Recovery took 1030 trading sessions.
The current SEI Institutional Managed Trust Large Cap Value Fund drawdown is 2.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.36%Mar 2009 | 1y 7mo | 4y 1mo | 5y 9moJul 2007 - Apr 2013 |
COVID crash2020 | -40.41%Mar 2020 | 2mo 2d | 9mo 20d | 11mo 22dJan 2020 - Jan 2021 |
Dot-com crash2000–2002 | -35.06%Oct 2002 | 1y 4mo | 1y 3mo | 2y 7moMay 2001 - Jan 2004 |
Black Monday1987 | -33.02%Dec 1987 | 3mo 10d | 1y 8mo | 1y 11moAug 1987 - Jul 1989 |
1990 bear market1990 | -24.46%Oct 1990 | 1y 1mo | 3mo 24d | 1y 5moSep 1989 - Feb 1991 |
Drawdown Indicators
| TRMVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -56.78% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.12% | -9.10% | +2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -18.90% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -25.43% | +5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -33.92% | -6.49% |
Current DrawdownCurrent decline from peak | -2.29% | -1.80% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -10.71% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.03% | -0.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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