SLCAX vs. QUERX
Compare and contrast key facts about SEI Institutional Investments Trust Large Cap Fund (SLCAX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
SLCAX is managed by SEI. It was launched on Jun 14, 1996. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
SLCAX vs. QUERX - Performance Comparison
Loading graphics...
SLCAX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLCAX SEI Institutional Investments Trust Large Cap Fund | -2.55% | 17.94% | 20.89% | 18.93% | -14.21% | 26.47% | 11.66% | 28.06% | -6.91% | 20.99% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Returns By Period
In the year-to-date period, SLCAX achieves a -2.55% return, which is significantly lower than QUERX's 1.76% return. Over the past 10 years, SLCAX has outperformed QUERX with an annualized return of 12.05%, while QUERX has yielded a comparatively lower 10.65% annualized return.
SLCAX
- 1D
- 2.77%
- 1M
- -4.82%
- YTD
- -2.55%
- 6M
- -0.26%
- 1Y
- 17.97%
- 3Y*
- 16.66%
- 5Y*
- 10.24%
- 10Y*
- 12.05%
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SLCAX vs. QUERX - Expense Ratio Comparison
SLCAX has a 0.47% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
SLCAX vs. QUERX — Risk / Return Rank
SLCAX
QUERX
SLCAX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Fund (SLCAX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.
| SLCAX | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.34 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.56 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.08 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.45 | +1.19 |
Martin ratioReturn relative to average drawdown | 7.87 | 2.06 | +5.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SLCAX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.34 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.53 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.70 | -0.29 |
Correlation
The correlation between SLCAX and QUERX is 0.88, 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
SLCAX vs. QUERX - Dividend Comparison
SLCAX's dividend yield for the trailing twelve months is around 38.45%, more than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLCAX SEI Institutional Investments Trust Large Cap Fund | 38.45% | 37.47% | 12.36% | 7.46% | 13.40% | 20.97% | 6.89% | 11.19% | 31.44% | 23.33% | 5.33% | 17.76% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
SLCAX vs. QUERX - Drawdown Comparison
The maximum SLCAX drawdown since its inception was -56.24%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for SLCAX and QUERX.
Loading graphics...
Drawdown Indicators
| SLCAX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.24% | -30.81% | -25.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -8.92% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -22.04% | -11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.87% | -30.81% | -5.06% |
Current DrawdownCurrent decline from peak | -5.53% | -4.33% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -3.95% | -6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 1.95% | +0.47% |
Volatility
SLCAX vs. QUERX - Volatility Comparison
SEI Institutional Investments Trust Large Cap Fund (SLCAX) has a higher volatility of 5.13% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that SLCAX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SLCAX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 2.81% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 5.75% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 12.05% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.81% | 13.08% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.11% | 15.23% | +4.88% |