SEMCX vs. WFSPX
SEMCX (SEI Institutional Managed Trust Mid-Cap Fund) and WFSPX (iShares S&P 500 Index Fund Class K) are both mutual funds - SEMCX is a Mid Cap Blend Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SEMCX returned 10.92%/yr vs 15.51%/yr for WFSPX. Their correlation of 0.89 suggests significant overlap in exposure. SEMCX charges 0.98%/yr vs 0.03%/yr for WFSPX.
Performance
SEMCX vs. WFSPX - Performance Comparison
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Returns By Period
In the year-to-date period, SEMCX achieves a 12.18% return, which is significantly higher than WFSPX's 8.19% return. Over the past 10 years, SEMCX has underperformed WFSPX with an annualized return of 10.92%, while WFSPX has yielded a comparatively higher 15.51% annualized return.
SEMCX
- 1D
- -0.89%
- 1M
- 1.28%
- YTD
- 12.18%
- 6M
- 10.38%
- 1Y
- 20.14%
- 3Y*
- 16.46%
- 5Y*
- 8.40%
- 10Y*
- 10.92%
WFSPX
- 1D
- -1.43%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 6.86%
- 1Y
- 22.29%
- 3Y*
- 20.77%
- 5Y*
- 13.11%
- 10Y*
- 15.51%
SEMCX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEMCX SEI Institutional Managed Trust Mid-Cap Fund | 12.18% | 9.87% | 15.83% | 14.81% | -14.50% | 28.14% | 5.81% | 24.53% | -11.96% | 20.32% |
WFSPX iShares S&P 500 Index Fund Class K | 8.19% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between SEMCX and WFSPX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.89 |
The correlation between SEMCX and WFSPX shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SEMCX vs. WFSPX — Risk / Return Rank
SEMCX
WFSPX
SEMCX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Mid-Cap Fund (SEMCX) and iShares S&P 500 Index Fund Class K (WFSPX). 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.
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.
| SEMCX | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.67 | -0.02 |
| Martin ratioReturn relative to average drawdown | 10.27 | 11.99 | -1.72 |
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Drawdowns
SEMCX vs. WFSPX - Drawdown Comparison
The maximum SEMCX drawdown since its inception was -61.08%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SEMCX and WFSPX.
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Drawdown Indicators
| SEMCX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.08% | -58.21% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -8.90% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.98% | -18.74% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.39% | -24.51% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -42.21% | -33.74% | -8.47% |
Current DrawdownCurrent decline from peak | -1.92% | -3.13% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -12.76% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 1.98% | +0.11% |
Volatility
SEMCX vs. WFSPX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Mid-Cap Fund (SEMCX) is 4.48%, while iShares S&P 500 Index Fund Class K (WFSPX) has a volatility of 4.90%. This indicates that SEMCX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEMCX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 4.90% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 9.93% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 12.56% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 16.98% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 18.04% | +1.62% |
SEMCX vs. WFSPX - Expense Ratio Comparison
SEMCX has a 0.98% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
SEMCX vs. WFSPX - Dividend Comparison
SEMCX's dividend yield for the trailing twelve months is around 19.95%, more than WFSPX's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEMCX SEI Institutional Managed Trust Mid-Cap Fund | 19.95% | 22.37% | 8.65% | 0.53% | 0.82% | 20.09% | 1.12% | 2.14% | 13.99% | 7.97% | 1.66% | 18.87% |
WFSPX iShares S&P 500 Index Fund Class K | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
SEMCX and WFSPX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFSPX has higher volatility (4.90%) compared to SEMCX (4.48%). In terms of maximum drawdown, SEMCX dropped -61.08% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (1.90 vs 1.58), 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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