SCPAX vs. VITPX
SCPAX (SEI Institutional Investments Trust Large Cap Disciplined Equity Fund) and VITPX (Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, SCPAX returned 14.10%/yr vs 15.10%/yr for VITPX. With a 0.98 correlation, they move nearly in lockstep. SCPAX charges 0.47%/yr vs 0.02%/yr for VITPX.
Performance
SCPAX vs. VITPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SCPAX having a 10.82% return and VITPX slightly higher at 11.14%. Over the past 10 years, SCPAX has underperformed VITPX with an annualized return of 14.10%, while VITPX has yielded a comparatively higher 15.10% annualized return.
SCPAX
- 1D
- -0.59%
- 1M
- 2.59%
- YTD
- 10.82%
- 6M
- 11.83%
- 1Y
- 27.57%
- 3Y*
- 22.18%
- 5Y*
- 13.55%
- 10Y*
- 14.10%
VITPX
- 1D
- -0.76%
- 1M
- 4.07%
- YTD
- 11.14%
- 6M
- 10.88%
- 1Y
- 28.14%
- 3Y*
- 22.61%
- 5Y*
- 13.02%
- 10Y*
- 15.10%
SCPAX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund | 10.82% | 17.63% | 23.52% | 23.34% | -15.28% | 30.28% | 11.94% | 27.89% | -7.38% | 19.78% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 11.14% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Correlation
The correlation between SCPAX and VITPX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2004 | 0.98 |
The correlation between SCPAX and VITPX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
SCPAX vs. VITPX — Risk / Return Rank
SCPAX
VITPX
SCPAX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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.
| SCPAX | VITPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.17 | +0.18 |
| Martin ratioReturn relative to average drawdown | 16.04 | 14.64 | +1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCPAX | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 2.32 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.75 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.82 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.50 | -0.09 |
Drawdowns
SCPAX vs. VITPX - Drawdown Comparison
The maximum SCPAX drawdown since its inception was -62.45%, which is greater than VITPX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for SCPAX and VITPX.
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Drawdown Indicators
| SCPAX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.45% | -55.28% | -7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -8.92% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -26.22% | -19.35% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -25.31% | -13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | -34.99% | -3.70% |
Current DrawdownCurrent decline from peak | -0.59% | -0.76% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -8.02% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.93% | -0.20% |
Volatility
SCPAX vs. VITPX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX) is 2.55%, while Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) has a volatility of 3.05%. This indicates that SCPAX experiences smaller price fluctuations and is considered to be less risky than VITPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCPAX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 3.05% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 9.20% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 12.22% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.75% | 17.35% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.19% | 18.41% | +3.78% |
SCPAX vs. VITPX - Expense Ratio Comparison
SCPAX has a 0.47% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Dividends
SCPAX vs. VITPX - Dividend Comparison
SCPAX's dividend yield for the trailing twelve months is around 13.56%, more than VITPX's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCPAX SEI Institutional Investments Trust Large Cap Disciplined Equity Fund | 13.56% | 15.03% | 21.17% | 3.99% | 5.69% | 31.78% | 8.75% | 13.15% | 33.17% | 14.67% | 5.33% | 15.69% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.26% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Frequently Asked Questions
With a correlation of 0.96, SCPAX and VITPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VITPX has higher volatility (3.05%) compared to SCPAX (2.55%). In terms of maximum drawdown, SCPAX dropped -62.45% vs VITPX's -55.28%.
SCPAX currently has the higher Sharpe Ratio (2.48 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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