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SSCGX vs. DMCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCGX vs. DMCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) and Driehaus Micro Cap Growth Fund (DMCRX). The values are adjusted to include any dividend payments, if applicable.

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SSCGX vs. DMCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCGX
SEI Institutional Managed Trust Small Cap Growth Fund
-0.80%4.30%16.63%13.71%-23.11%-9.33%22.69%21.23%-5.23%18.38%
DMCRX
Driehaus Micro Cap Growth Fund
2.25%31.17%30.58%11.47%-33.54%22.23%86.43%34.03%2.52%24.35%

Returns By Period

In the year-to-date period, SSCGX achieves a -0.80% return, which is significantly lower than DMCRX's 2.25% return. Over the past 10 years, SSCGX has underperformed DMCRX with an annualized return of 6.24%, while DMCRX has yielded a comparatively higher 20.60% annualized return.


SSCGX

1D
3.93%
1M
-7.20%
YTD
-0.80%
6M
-1.25%
1Y
14.65%
3Y*
9.91%
5Y*
-2.74%
10Y*
6.24%

DMCRX

1D
5.47%
1M
-7.35%
YTD
2.25%
6M
10.59%
1Y
65.25%
3Y*
24.24%
5Y*
6.42%
10Y*
20.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCGX vs. DMCRX - Expense Ratio Comparison

SSCGX has a 1.11% expense ratio, which is lower than DMCRX's 1.38% expense ratio.


Return for Risk

SSCGX vs. DMCRX — Risk / Return Rank

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

SSCGX
SSCGX Risk / Return Rank: 2727
Overall Rank
SSCGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SSCGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SSCGX Omega Ratio Rank: 1919
Omega Ratio Rank
SSCGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SSCGX Martin Ratio Rank: 3535
Martin Ratio Rank

DMCRX
DMCRX Risk / Return Rank: 9191
Overall Rank
DMCRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DMCRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DMCRX Omega Ratio Rank: 8282
Omega Ratio Rank
DMCRX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DMCRX Martin Ratio Rank: 9494
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.

SSCGX vs. DMCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) and Driehaus Micro Cap Growth Fund (DMCRX). 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.


SSCGXDMCRXDifference

Sharpe ratio

Return per unit of total volatility

0.64

2.06

-1.42

Sortino ratio

Return per unit of downside risk

1.05

2.60

-1.56

Omega ratio

Gain probability vs. loss probability

1.14

1.34

-0.20

Calmar ratio

Return relative to maximum drawdown

1.20

3.73

-2.53

Martin ratio

Return relative to average drawdown

4.35

12.46

-8.12

SSCGX vs. DMCRX - Sharpe Ratio Comparison

The current SSCGX Sharpe Ratio is 0.64, which is lower than the DMCRX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SSCGX and DMCRX, 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


SSCGXDMCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

2.06

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.16

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.61

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.54

-0.29

Correlation

The correlation between SSCGX and DMCRX is 0.92, 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

SSCGX vs. DMCRX - Dividend Comparison

SSCGX's dividend yield for the trailing twelve months is around 10.55%, less than DMCRX's 13.42% yield.


TTM20252024202320222021202020192018201720162015
SSCGX
SEI Institutional Managed Trust Small Cap Growth Fund
10.55%10.47%7.05%0.00%0.05%1.75%0.00%3.29%17.03%0.34%0.00%0.00%
DMCRX
Driehaus Micro Cap Growth Fund
13.42%13.72%3.86%0.87%8.20%48.23%19.79%14.70%33.22%8.91%0.00%4.20%

Drawdowns

SSCGX vs. DMCRX - Drawdown Comparison

The maximum SSCGX drawdown since its inception was -71.03%, which is greater than DMCRX's maximum drawdown of -59.16%. Use the drawdown chart below to compare losses from any high point for SSCGX and DMCRX.


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Drawdown Indicators


SSCGXDMCRXDifference

Max Drawdown

Largest peak-to-trough decline

-71.03%

-59.16%

-11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-15.46%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-46.84%

-59.16%

+12.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.84%

-59.16%

+12.32%

Current Drawdown

Current decline from peak

-21.27%

-10.79%

-10.48%

Average Drawdown

Average peak-to-trough decline

-25.19%

-20.35%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.62%

-1.01%

Volatility

SSCGX vs. DMCRX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) is 8.87%, while Driehaus Micro Cap Growth Fund (DMCRX) has a volatility of 12.40%. This indicates that SSCGX experiences smaller price fluctuations and is considered to be less risky than DMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCGXDMCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.87%

12.40%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

23.15%

-7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

31.42%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

39.55%

-16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

33.88%

-10.25%