Correlation
The correlation between SCLAX and VOO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
SCLAX vs. VOO
Compare and contrast key facts about SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Vanguard S&P 500 ETF (VOO).
SCLAX is managed by Blackrock. It was launched on Apr 8, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCLAX or VOO.
Performance
SCLAX vs. VOO - Performance Comparison
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Key characteristics
SCLAX:
0.60
VOO:
0.74
SCLAX:
0.63
VOO:
1.04
SCLAX:
1.11
VOO:
1.15
SCLAX:
0.51
VOO:
0.68
SCLAX:
1.05
VOO:
2.58
SCLAX:
1.81%
VOO:
4.93%
SCLAX:
3.69%
VOO:
19.54%
SCLAX:
-7.55%
VOO:
-33.99%
SCLAX:
-1.65%
VOO:
-3.55%
Returns By Period
In the year-to-date period, SCLAX achieves a 1.85% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, SCLAX has underperformed VOO with an annualized return of 1.38%, while VOO has yielded a comparatively higher 12.81% annualized return.
SCLAX
1.85%
0.41%
-1.19%
2.10%
3.47%
1.94%
1.38%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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SCLAX vs. VOO - Expense Ratio Comparison
SCLAX has a 0.62% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SCLAX vs. VOO — Risk-Adjusted Performance Rank
SCLAX
VOO
SCLAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
SCLAX vs. VOO - Dividend Comparison
SCLAX's dividend yield for the trailing twelve months is around 7.73%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCLAX SEI Institutional Managed Trust Multi-Asset Capital Stability Fund | 7.73% | 7.87% | 4.06% | 1.90% | 2.79% | 1.01% | 4.67% | 0.54% | 3.77% | 0.69% | 1.18% | 1.97% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SCLAX vs. VOO - Drawdown Comparison
The maximum SCLAX drawdown since its inception was -7.55%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCLAX and VOO.
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Volatility
SCLAX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) is 0.53%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that SCLAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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