SSCGX vs. VTMFX
Compare and contrast key facts about SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
SSCGX is managed by BlackRock. It was launched on Apr 20, 1992. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
SSCGX vs. VTMFX - Performance Comparison
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SSCGX vs. VTMFX - 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% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
In the year-to-date period, SSCGX achieves a -4.55% return, which is significantly lower than VTMFX's -3.56% return. Over the past 10 years, SSCGX has underperformed VTMFX with an annualized return of 5.83%, while VTMFX has yielded a comparatively higher 7.82% 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%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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SSCGX vs. VTMFX - Expense Ratio Comparison
SSCGX has a 1.11% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
SSCGX vs. VTMFX — Risk / Return Rank
SSCGX
VTMFX
SSCGX vs. VTMFX - 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 Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.21 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.75 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.36 | -0.66 |
Martin ratioReturn relative to average drawdown | 2.55 | 6.49 | -3.93 |
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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.21 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.71 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.86 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.82 | -0.57 |
Correlation
The correlation between SSCGX and VTMFX is 0.85, 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. VTMFX - Dividend Comparison
SSCGX's dividend yield for the trailing twelve months is around 10.97%, more than VTMFX's 2.31% 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% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
SSCGX vs. VTMFX - Drawdown Comparison
The maximum SSCGX drawdown since its inception was -71.03%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for SSCGX and VTMFX.
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Drawdown Indicators
| SSCGX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.03% | -28.49% | -42.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -6.82% | -6.27% |
Max Drawdown (5Y)Largest decline over 5 years | -46.84% | -17.40% | -29.44% |
Max Drawdown (10Y)Largest decline over 10 years | -46.84% | -21.87% | -24.97% |
Current DrawdownCurrent decline from peak | -24.24% | -5.38% | -18.86% |
Average DrawdownAverage peak-to-trough decline | -25.19% | -3.56% | -21.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 1.43% | +2.15% |
Volatility
SSCGX vs. VTMFX - Volatility Comparison
SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) has a higher volatility of 7.88% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.30%. This indicates that SSCGX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSCGX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 2.30% | +5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 4.60% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 8.45% | +14.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.47% | 8.49% | +14.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 9.09% | +14.51% |