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SLGFX vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLGFX and AGTHX is 0.95, 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.


-0.50.00.51.00.9

Performance

SLGFX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.84%
10.48%
SLGFX
AGTHX

Key characteristics

Sharpe Ratio

SLGFX:

1.30

AGTHX:

1.56

Sortino Ratio

SLGFX:

1.74

AGTHX:

2.10

Omega Ratio

SLGFX:

1.24

AGTHX:

1.29

Calmar Ratio

SLGFX:

2.07

AGTHX:

2.45

Martin Ratio

SLGFX:

6.12

AGTHX:

9.71

Ulcer Index

SLGFX:

2.88%

AGTHX:

2.54%

Daily Std Dev

SLGFX:

13.59%

AGTHX:

15.82%

Max Drawdown

SLGFX:

-34.56%

AGTHX:

-51.65%

Current Drawdown

SLGFX:

-4.98%

AGTHX:

-3.35%

Returns By Period

In the year-to-date period, SLGFX achieves a 2.33% return, which is significantly lower than AGTHX's 3.09% return.


SLGFX

YTD

2.33%

1M

-1.46%

6M

3.83%

1Y

15.15%

5Y*

12.82%

10Y*

N/A

AGTHX

YTD

3.09%

1M

-2.10%

6M

10.47%

1Y

21.63%

5Y*

13.46%

10Y*

13.33%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SLGFX vs. AGTHX - Expense Ratio Comparison

SLGFX has a 0.25% expense ratio, which is lower than AGTHX's 0.61% expense ratio.


AGTHX
American Funds The Growth Fund of America Class A
Expense ratio chart for AGTHX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for SLGFX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

SLGFX vs. AGTHX — Risk-Adjusted Performance Rank

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

SLGFX
The Risk-Adjusted Performance Rank of SLGFX is 7272
Overall Rank
The Sharpe Ratio Rank of SLGFX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SLGFX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SLGFX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SLGFX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SLGFX is 7272
Martin Ratio Rank

AGTHX
The Risk-Adjusted Performance Rank of AGTHX is 8282
Overall Rank
The Sharpe Ratio Rank of AGTHX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AGTHX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AGTHX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AGTHX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of AGTHX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLGFX vs. AGTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for SLGFX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.301.56
The chart of Sortino ratio for SLGFX, currently valued at 1.74, compared to the broader market0.002.004.006.008.0010.0012.001.742.10
The chart of Omega ratio for SLGFX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.29
The chart of Calmar ratio for SLGFX, currently valued at 2.07, compared to the broader market0.005.0010.0015.0020.002.072.45
The chart of Martin ratio for SLGFX, currently valued at 6.12, compared to the broader market0.0020.0040.0060.0080.006.129.71
SLGFX
AGTHX

The current SLGFX Sharpe Ratio is 1.30, which is comparable to the AGTHX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SLGFX and AGTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.30
1.56
SLGFX
AGTHX

Dividends

SLGFX vs. AGTHX - Dividend Comparison

SLGFX's dividend yield for the trailing twelve months is around 1.09%, less than AGTHX's 8.72% yield.


TTM20242023202220212020201920182017201620152014
SLGFX
SEI Institutional Managed Trust Large Cap Index Fund
1.09%1.12%1.26%1.41%1.00%1.20%1.43%1.81%0.00%0.00%0.00%0.00%
AGTHX
American Funds The Growth Fund of America Class A
8.72%8.99%6.81%0.75%8.18%4.55%7.89%12.71%7.54%6.61%8.87%9.90%

Drawdowns

SLGFX vs. AGTHX - Drawdown Comparison

The maximum SLGFX drawdown since its inception was -34.56%, smaller than the maximum AGTHX drawdown of -51.65%. Use the drawdown chart below to compare losses from any high point for SLGFX and AGTHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.98%
-3.35%
SLGFX
AGTHX

Volatility

SLGFX vs. AGTHX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) is 3.49%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 4.39%. This indicates that SLGFX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.49%
4.39%
SLGFX
AGTHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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