SSCGX vs. RYWCX
SSCGX (SEI Institutional Managed Trust Small Cap Growth Fund) and RYWCX (Rydex S&P SmallCap 600 Pure Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, SSCGX returned 6.83%/yr vs 7.43%/yr for RYWCX. Their 0.95 correlation means they have historically moved very closely together. SSCGX charges 1.11%/yr vs 2.26%/yr for RYWCX.
Performance
SSCGX vs. RYWCX - Performance Comparison
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Returns By Period
In the year-to-date period, SSCGX achieves a 12.70% return, which is significantly lower than RYWCX's 24.92% return. Over the past 10 years, SSCGX has underperformed RYWCX with an annualized return of 6.83%, while RYWCX has yielded a comparatively higher 7.43% annualized return.
SSCGX
- 1D
- -0.32%
- 1M
- -3.81%
- 6M
- 6.43%
- YTD
- 12.70%
- 1Y
- 23.12%
- 3Y*
- 11.47%
- 5Y*
- -0.30%
- 10Y*
- 6.83%
- ALL TIME*
- 6.58%
RYWCX
- 1D
- -0.65%
- 1M
- -4.12%
- 6M
- 17.03%
- YTD
- 24.92%
- 1Y
- 33.98%
- 3Y*
- 14.19%
- 5Y*
- 3.37%
- 10Y*
- 7.43%
- ALL TIME*
- 6.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSCGX vs. RYWCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSCGX SEI Institutional Managed Trust Small Cap Growth Fund | 12.70% | 4.30% | 16.63% | 13.71% | -23.11% | -9.33% | 22.69% | 21.23% | -5.23% | 18.38% |
RYWCX Rydex S&P SmallCap 600 Pure Growth Fund | 24.92% | 7.76% | 7.20% | 17.03% | -30.33% | 16.37% | 15.23% | 11.58% | -9.55% | 15.23% |
Correlation
The correlation between SSCGX and RYWCX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.95 |
The correlation between SSCGX and RYWCX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
SSCGX vs. RYWCX — Risk / Return Rank
SSCGX
RYWCX
SSCGX vs. RYWCX - 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 Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSCGX | RYWCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.77 | -1.94 |
| Martin ratioReturn relative to average drawdown | 6.07 | 11.51 | -5.44 |
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Drawdowns
SSCGX vs. RYWCX - Drawdown Comparison
The maximum SSCGX drawdown since its inception was -71.03%, which is greater than RYWCX's maximum drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for SSCGX and RYWCX.
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Drawdown Indicators
| SSCGX | RYWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.03% | -60.64% | -10.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -8.49% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -27.27% | -26.39% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -46.84% | -40.28% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -46.84% | -54.65% | +7.81% |
Current DrawdownCurrent decline from peak | -10.55% | -5.64% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -25.02% | -13.37% | -11.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.78% | +0.71% |
Volatility
SSCGX vs. RYWCX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) is 5.01%, while Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) has a volatility of 5.64%. This indicates that SSCGX experiences smaller price fluctuations and is considered to be less risky than RYWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSCGX | RYWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.64% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 14.49% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.73% | 18.98% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 22.92% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 24.72% | -0.99% |
SSCGX vs. RYWCX - Expense Ratio Comparison
SSCGX has a 1.11% expense ratio, which is lower than RYWCX's 2.26% expense ratio.
Dividends
SSCGX vs. RYWCX - Dividend Comparison
SSCGX's dividend yield for the trailing twelve months is around 9.29%, while RYWCX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
RYWCX Rydex S&P SmallCap 600 Pure Growth Fund | 0.00% | 0.00% | 14.52% | 0.00% | 0.00% | 59.93% | 0.00% | 0.00% | 9.26% | 3.92% |
SSCGX SEI Institutional Managed Trust Small Cap Growth Fund | 9.29% | 10.47% | 7.05% | 0.00% | 0.05% | 1.75% | 0.00% | 3.29% | 17.03% | 0.34% |
Frequently Asked Questions
With a correlation of 0.92, SSCGX and RYWCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RYWCX has higher volatility (5.64%) compared to SSCGX (5.01%). In terms of maximum drawdown, SSCGX dropped -71.03% vs RYWCX's -60.64%.
RYWCX currently has the higher Sharpe Ratio (1.69 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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