SLGFX vs. VTCLX
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
SLGFX is managed by BlackRock. It was launched on Jan 31, 2018. VTCLX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
SLGFX vs. VTCLX - Performance Comparison
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SLGFX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLGFX SEI Institutional Managed Trust Large Cap Index Fund | -6.99% | 16.96% | 24.07% | 26.27% | -17.23% | 26.17% | 20.70% | 31.07% | -7.23% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | -6.78% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -7.12% |
Returns By Period
The year-to-date returns for both investments are quite close, with SLGFX having a -6.99% return and VTCLX slightly higher at -6.78%.
SLGFX
- 1D
- -0.44%
- 1M
- -7.74%
- YTD
- -6.99%
- 6M
- -4.85%
- 1Y
- 13.97%
- 3Y*
- 16.64%
- 5Y*
- 10.95%
- 10Y*
- —
VTCLX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -6.78%
- 6M
- -4.38%
- 1Y
- 14.65%
- 3Y*
- 16.84%
- 5Y*
- 10.69%
- 10Y*
- 13.66%
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SLGFX vs. VTCLX - Expense Ratio Comparison
SLGFX has a 0.25% expense ratio, which is higher than VTCLX's 0.09% 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. VTCLX — Risk / Return Rank
SLGFX
VTCLX
SLGFX vs. VTCLX - 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 Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.84 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.30 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.06 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.83 | 5.18 | -0.35 |
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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.84 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.63 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.49 | +0.15 |
Correlation
The correlation between SLGFX and VTCLX is 0.99, 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. VTCLX - Dividend Comparison
SLGFX's dividend yield for the trailing twelve months is around 5.89%, more than VTCLX's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLGFX SEI Institutional Managed Trust Large Cap Index Fund | 5.89% | 5.48% | 4.81% | 1.26% | 4.49% | 1.28% | 1.21% | 1.59% | 2.03% | 0.00% | 0.00% | 0.00% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.01% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Drawdowns
SLGFX vs. VTCLX - Drawdown Comparison
The maximum SLGFX drawdown since its inception was -34.56%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for SLGFX and VTCLX.
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Drawdown Indicators
| SLGFX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.56% | -55.18% | +20.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -12.20% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -24.98% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.56% | — |
Current DrawdownCurrent decline from peak | -8.90% | -8.79% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -7.61% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.50% | +0.03% |
Volatility
SLGFX vs. VTCLX - Volatility Comparison
SEI Institutional Managed Trust Large Cap Index Fund (SLGFX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 4.30% and 4.33%, 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
| SLGFX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.33% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 9.24% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 18.24% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 17.19% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.75% | 18.24% | +1.51% |