PortfoliosLab logoPortfoliosLab logo
SPINX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPINX vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPINX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund
-7.09%17.89%24.02%26.24%-18.27%28.62%18.35%31.42%-4.46%21.74%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

In the year-to-date period, SPINX achieves a -7.09% return, which is significantly higher than TRBCX's -14.57% return. Over the past 10 years, SPINX has underperformed TRBCX with an annualized return of 13.59%, while TRBCX has yielded a comparatively higher 15.42% annualized return.


SPINX

1D
-0.41%
1M
-7.71%
YTD
-7.09%
6M
-4.55%
1Y
14.42%
3Y*
16.85%
5Y*
11.17%
10Y*
13.59%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SPINX vs. TRBCX - Expense Ratio Comparison

SPINX has a 0.12% expense ratio, which is lower than TRBCX's 0.69% expense ratio.


Return for Risk

SPINX vs. TRBCX — Risk / Return Rank

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

SPINX
SPINX Risk / Return Rank: 4545
Overall Rank
SPINX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPINX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPINX Omega Ratio Rank: 4848
Omega Ratio Rank
SPINX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPINX Martin Ratio Rank: 5353
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
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.

SPINX vs. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


SPINXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.51

+0.32

Sortino ratio

Return per unit of downside risk

1.29

0.89

+0.40

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.06

0.49

+0.57

Martin ratio

Return relative to average drawdown

5.13

1.72

+3.41

SPINX vs. TRBCX - Sharpe Ratio Comparison

The current SPINX Sharpe Ratio is 0.84, which is higher than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SPINX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPINXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.51

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.42

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.68

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.57

+0.07

Correlation

The correlation between SPINX and TRBCX is 0.89, 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

SPINX vs. TRBCX - Dividend Comparison

SPINX's dividend yield for the trailing twelve months is around 12.81%, more than TRBCX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
SPINX
SEI Institutional Investments Trust S&P 500 Index Fund
12.81%11.90%26.02%9.77%9.59%6.58%3.58%3.01%4.94%2.32%1.97%2.29%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

SPINX vs. TRBCX - Drawdown Comparison

The maximum SPINX drawdown since its inception was -33.82%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SPINX and TRBCX.


Loading graphics...

Drawdown Indicators


SPINXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-54.56%

+20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-17.01%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-32.91%

-43.63%

+10.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-43.63%

+9.81%

Current Drawdown

Current decline from peak

-13.57%

-17.01%

+3.44%

Average Drawdown

Average peak-to-trough decline

-5.25%

-11.35%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.86%

-2.36%

Volatility

SPINX vs. TRBCX - Volatility Comparison

The current volatility for SEI Institutional Investments Trust S&P 500 Index Fund (SPINX) is 4.25%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.58%. This indicates that SPINX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPINXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.58%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

13.15%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

23.22%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

24.00%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

22.73%

-1.81%