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SLCAX vs. SPIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLCAX vs. SPIIX - 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 S&P 500 Index Fund Class I (SPIIX). The values are adjusted to include any dividend payments, if applicable.

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SLCAX vs. SPIIX - 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%
SPIIX
SEI S&P 500 Index Fund Class I
-7.22%16.97%24.11%25.49%-18.84%28.04%17.66%30.72%-5.00%21.06%

Returns By Period

In the year-to-date period, SLCAX achieves a -5.17% return, which is significantly higher than SPIIX's -7.22% return. Over the past 10 years, SLCAX has underperformed SPIIX with an annualized return of 11.75%, while SPIIX has yielded a comparatively higher 12.99% 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%

SPIIX

1D
-0.40%
1M
-7.73%
YTD
-7.22%
6M
-5.00%
1Y
13.56%
3Y*
16.34%
5Y*
10.62%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLCAX vs. SPIIX - Expense Ratio Comparison

SLCAX has a 0.47% expense ratio, which is lower than SPIIX's 0.65% expense ratio.


Return for Risk

SLCAX vs. SPIIX — 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

SPIIX
SPIIX Risk / Return Rank: 4040
Overall Rank
SPIIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPIIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPIIX Omega Ratio Rank: 4343
Omega Ratio Rank
SPIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPIIX Martin Ratio Rank: 4848
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. SPIIX - 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 S&P 500 Index Fund Class I (SPIIX). 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.


SLCAXSPIIXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.79

+0.17

Sortino ratio

Return per unit of downside risk

1.44

1.23

+0.21

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.19

0.98

+0.21

Martin ratio

Return relative to average drawdown

5.77

4.73

+1.03

SLCAX vs. SPIIX - Sharpe Ratio Comparison

The current SLCAX Sharpe Ratio is 0.95, which is comparable to the SPIIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SLCAX and SPIIX, 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


SLCAXSPIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.79

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.69

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.53

-0.12

Correlation

The correlation between SLCAX and SPIIX 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

SLCAX vs. SPIIX - Dividend Comparison

SLCAX's dividend yield for the trailing twelve months is around 39.51%, more than SPIIX's 9.08% 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%
SPIIX
SEI S&P 500 Index Fund Class I
9.08%8.42%12.20%4.10%10.27%7.03%5.78%4.04%3.90%2.08%4.34%1.53%

Drawdowns

SLCAX vs. SPIIX - Drawdown Comparison

The maximum SLCAX drawdown since its inception was -56.24%, roughly equal to the maximum SPIIX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SLCAX and SPIIX.


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Drawdown Indicators


SLCAXSPIIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.24%

-55.78%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-12.14%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-25.70%

-8.25%

Max Drawdown (10Y)

Largest decline over 10 years

-35.87%

-33.85%

-2.02%

Current Drawdown

Current decline from peak

-8.08%

-9.02%

+0.94%

Average Drawdown

Average peak-to-trough decline

-10.66%

-7.33%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.52%

-0.13%

Volatility

SLCAX vs. SPIIX - Volatility Comparison

SEI Institutional Investments Trust Large Cap Fund (SLCAX) and SEI S&P 500 Index Fund Class I (SPIIX) have volatilities of 4.08% and 4.24%, 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


SLCAXSPIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

4.24%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

9.09%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

18.13%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

18.41%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

18.84%

+1.25%