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SELCX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SELCX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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SELCX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELCX
SEI Institutional Managed Trust Large Cap Growth Fund
-9.30%17.81%32.24%39.18%-28.99%25.73%34.01%33.21%-0.93%28.40%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, SELCX achieves a -9.30% return, which is significantly higher than VIGAX's -13.83% return. Both investments have delivered pretty close results over the past 10 years, with SELCX having a 15.14% annualized return and VIGAX not far ahead at 15.56%.


SELCX

1D
-0.69%
1M
-8.95%
YTD
-9.30%
6M
-8.51%
1Y
16.67%
3Y*
20.73%
5Y*
11.30%
10Y*
15.14%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SELCX vs. VIGAX - Expense Ratio Comparison

SELCX has a 0.89% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Return for Risk

SELCX vs. VIGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SELCX
SELCX Risk / Return Rank: 4343
Overall Rank
SELCX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SELCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SELCX Omega Ratio Rank: 4242
Omega Ratio Rank
SELCX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SELCX Martin Ratio Rank: 4646
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SELCX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


SELCXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.61

+0.21

Sortino ratio

Return per unit of downside risk

1.29

1.04

+0.25

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.14

0.66

+0.49

Martin ratio

Return relative to average drawdown

4.67

2.37

+2.29

SELCX vs. VIGAX - Sharpe Ratio Comparison

The current SELCX Sharpe Ratio is 0.82, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SELCX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SELCXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.61

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.49

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.73

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.43

+0.03

Correlation

The correlation between SELCX and VIGAX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SELCX vs. VIGAX - Dividend Comparison

SELCX's dividend yield for the trailing twelve months is around 25.59%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
SELCX
SEI Institutional Managed Trust Large Cap Growth Fund
25.59%23.21%22.18%16.86%8.18%13.35%9.37%5.94%14.76%8.57%0.11%19.07%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

SELCX vs. VIGAX - Drawdown Comparison

The maximum SELCX drawdown since its inception was -68.55%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for SELCX and VIGAX.


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Drawdown Indicators


SELCXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.55%

-50.66%

-17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-16.51%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-35.63%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.96%

-35.63%

+0.67%

Current Drawdown

Current decline from peak

-14.99%

-16.51%

+1.52%

Average Drawdown

Average peak-to-trough decline

-22.47%

-12.02%

-10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

4.57%

-1.57%

Volatility

SELCX vs. VIGAX - Volatility Comparison

SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 5.30% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELCXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

5.52%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

12.10%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

22.69%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.42%

22.30%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.18%

21.49%

+1.69%