SLGFX vs. DFIEX
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) and DFA International Core Equity Portfolio I (DFIEX).
SLGFX is managed by BlackRock. It was launched on Jan 31, 2018. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SLGFX vs. DFIEX - Performance Comparison
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SLGFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLGFX SEI Institutional Managed Trust Large Cap Index Fund | -4.25% | 16.96% | 24.07% | 26.27% | -17.23% | 26.17% | 20.70% | 31.07% | -7.23% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -18.36% |
Returns By Period
In the year-to-date period, SLGFX achieves a -4.25% return, which is significantly lower than DFIEX's 2.80% return.
SLGFX
- 1D
- 2.95%
- 1M
- -5.11%
- YTD
- -4.25%
- 6M
- -2.35%
- 1Y
- 16.83%
- 3Y*
- 17.78%
- 5Y*
- 11.32%
- 10Y*
- —
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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SLGFX vs. DFIEX - Expense Ratio Comparison
SLGFX has a 0.25% expense ratio, which is higher than DFIEX's 0.24% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SLGFX vs. DFIEX — Risk / Return Rank
SLGFX
DFIEX
SLGFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| SLGFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.95 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.55 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.57 | -1.12 |
Martin ratioReturn relative to average drawdown | 6.98 | 10.07 | -3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLGFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.95 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.60 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.35 | +0.31 |
Correlation
The correlation between SLGFX and DFIEX is 0.77, 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
SLGFX vs. DFIEX - Dividend Comparison
SLGFX's dividend yield for the trailing twelve months is around 5.72%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLGFX SEI Institutional Managed Trust Large Cap Index Fund | 5.72% | 5.48% | 4.81% | 1.26% | 4.49% | 1.28% | 1.21% | 1.59% | 2.03% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
SLGFX vs. DFIEX - Drawdown Comparison
The maximum SLGFX drawdown since its inception was -34.56%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SLGFX and DFIEX.
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Drawdown Indicators
| SLGFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.56% | -62.22% | +27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.01% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -28.66% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -6.22% | -7.75% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -12.26% | +7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.81% | -0.25% |
Volatility
SLGFX vs. DFIEX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) is 5.40%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SLGFX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLGFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 7.09% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 10.45% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 15.90% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 15.65% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 16.35% | +3.42% |