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SLCAX vs. SEATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLCAX vs. SEATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Large Cap Fund (SLCAX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX). The values are adjusted to include any dividend payments, if applicable.

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SLCAX vs. SEATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLCAX
SEI Institutional Investments Trust Large Cap Fund
-5.17%17.94%20.89%18.93%-14.21%26.47%11.66%28.06%-6.91%20.99%
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
-0.47%2.12%5.75%5.57%-13.10%4.00%6.20%10.58%0.56%8.54%

Returns By Period

In the year-to-date period, SLCAX achieves a -5.17% return, which is significantly lower than SEATX's -0.47% return. Over the past 10 years, SLCAX has outperformed SEATX with an annualized return of 11.75%, while SEATX has yielded a comparatively lower 2.77% annualized return.


SLCAX

1D
-0.41%
1M
-7.52%
YTD
-5.17%
6M
-2.78%
1Y
15.10%
3Y*
15.60%
5Y*
9.88%
10Y*
11.75%

SEATX

1D
0.22%
1M
-2.62%
YTD
-0.47%
6M
0.21%
1Y
1.38%
3Y*
3.83%
5Y*
0.39%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLCAX vs. SEATX - Expense Ratio Comparison

SLCAX has a 0.47% expense ratio, which is lower than SEATX's 0.86% expense ratio.


Return for Risk

SLCAX vs. SEATX — Risk / Return Rank

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

SLCAX
SLCAX Risk / Return Rank: 5252
Overall Rank
SLCAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SLCAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SLCAX Omega Ratio Rank: 5353
Omega Ratio Rank
SLCAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SLCAX Martin Ratio Rank: 6060
Martin Ratio Rank

SEATX
SEATX Risk / Return Rank: 1414
Overall Rank
SEATX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SEATX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SEATX Omega Ratio Rank: 1515
Omega Ratio Rank
SEATX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SEATX Martin Ratio Rank: 1414
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.

SLCAX vs. SEATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Large Cap Fund (SLCAX) and SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX). 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.


SLCAXSEATXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.37

+0.59

Sortino ratio

Return per unit of downside risk

1.44

0.51

+0.93

Omega ratio

Gain probability vs. loss probability

1.21

1.09

+0.12

Calmar ratio

Return relative to maximum drawdown

1.19

0.42

+0.77

Martin ratio

Return relative to average drawdown

5.77

1.26

+4.51

SLCAX vs. SEATX - Sharpe Ratio Comparison

The current SLCAX Sharpe Ratio is 0.95, which is higher than the SEATX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SLCAX and SEATX, 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


SLCAXSEATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.37

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.09

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.61

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.82

-0.41

Correlation

The correlation between SLCAX and SEATX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SLCAX vs. SEATX - Dividend Comparison

SLCAX's dividend yield for the trailing twelve months is around 39.51%, more than SEATX's 4.17% yield.


TTM20252024202320222021202020192018201720162015
SLCAX
SEI Institutional Investments Trust Large Cap Fund
39.51%37.47%12.36%7.46%13.40%20.97%6.89%11.19%31.44%23.33%5.33%17.76%
SEATX
SEI Tax Exempt Trust Tax-Advantaged Income Fund
4.17%4.52%4.63%3.38%3.16%3.37%4.28%5.63%4.76%4.65%4.10%4.25%

Drawdowns

SLCAX vs. SEATX - Drawdown Comparison

The maximum SLCAX drawdown since its inception was -56.24%, which is greater than SEATX's maximum drawdown of -28.46%. Use the drawdown chart below to compare losses from any high point for SLCAX and SEATX.


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Drawdown Indicators


SLCAXSEATXDifference

Max Drawdown

Largest peak-to-trough decline

-56.24%

-28.46%

-27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-4.65%

-6.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-17.71%

-16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.87%

-17.71%

-18.16%

Current Drawdown

Current decline from peak

-8.08%

-2.62%

-5.46%

Average Drawdown

Average peak-to-trough decline

-10.66%

-3.52%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.56%

+0.83%

Volatility

SLCAX vs. SEATX - Volatility Comparison

SEI Institutional Investments Trust Large Cap Fund (SLCAX) has a higher volatility of 4.08% compared to SEI Tax Exempt Trust Tax-Advantaged Income Fund (SEATX) at 1.08%. This indicates that SLCAX's price experiences larger fluctuations and is considered to be riskier than SEATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLCAXSEATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

1.08%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

1.91%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

4.80%

+11.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

4.24%

+16.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

4.54%

+15.55%