SSCGX vs. NASDX
Compare and contrast key facts about SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SSCGX is managed by BlackRock. It was launched on Apr 20, 1992. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
SSCGX vs. NASDX - Performance Comparison
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SSCGX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSCGX SEI Institutional Managed Trust Small Cap Growth Fund | -4.55% | 4.30% | 16.63% | 13.71% | -23.11% | -9.33% | 22.69% | 21.23% | -5.23% | 18.38% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, SSCGX achieves a -4.55% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, SSCGX has underperformed NASDX with an annualized return of 5.83%, while NASDX has yielded a comparatively higher 19.08% annualized return.
SSCGX
- 1D
- -2.22%
- 1M
- -9.68%
- YTD
- -4.55%
- 6M
- -5.16%
- 1Y
- 10.39%
- 3Y*
- 8.50%
- 5Y*
- -3.20%
- 10Y*
- 5.83%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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SSCGX vs. NASDX - Expense Ratio Comparison
SSCGX has a 1.11% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
SSCGX vs. NASDX — Risk / Return Rank
SSCGX
NASDX
SSCGX vs. NASDX - 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
| SSCGX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.88 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.40 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.31 | -0.61 |
Martin ratioReturn relative to average drawdown | 2.55 | 5.01 | -2.46 |
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
| SSCGX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.88 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.63 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.85 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.29 | -0.04 |
Correlation
The correlation between SSCGX and NASDX is 0.81, 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. NASDX - Dividend Comparison
SSCGX's dividend yield for the trailing twelve months is around 10.97%, more than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSCGX SEI Institutional Managed Trust Small Cap Growth Fund | 10.97% | 10.47% | 7.05% | 0.00% | 0.05% | 1.75% | 0.00% | 3.29% | 17.03% | 0.34% | 0.00% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
SSCGX vs. NASDX - Drawdown Comparison
The maximum SSCGX drawdown since its inception was -71.03%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SSCGX and NASDX.
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Drawdown Indicators
| SSCGX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.03% | -83.16% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -12.70% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -46.84% | -35.33% | -11.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.84% | -35.33% | -11.51% |
Current DrawdownCurrent decline from peak | -24.24% | -11.90% | -12.34% |
Average DrawdownAverage peak-to-trough decline | -25.19% | -34.59% | +9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 3.32% | +0.26% |
Volatility
SSCGX vs. NASDX - Volatility Comparison
SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) has a higher volatility of 7.88% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that SSCGX's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSCGX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 5.38% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 12.45% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 22.55% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.47% | 23.03% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 22.61% | +0.99% |