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SSCGX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCGX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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SSCGX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WFSPX
iShares S&P 500 Index Fund
-7.06%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Returns By Period

In the year-to-date period, SSCGX achieves a -4.55% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, SSCGX has underperformed WFSPX with an annualized return of 5.83%, while WFSPX has yielded a comparatively higher 13.63% 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%

WFSPX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.63%
1Y
14.40%
3Y*
17.13%
5Y*
11.37%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCGX vs. WFSPX - Expense Ratio Comparison

SSCGX has a 1.11% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

SSCGX vs. WFSPX — Risk / Return Rank

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

SSCGX
SSCGX Risk / Return Rank: 2020
Overall Rank
SSCGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SSCGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SSCGX Omega Ratio Rank: 1818
Omega Ratio Rank
SSCGX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SSCGX Martin Ratio Rank: 2424
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 4646
Overall Rank
WFSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5050
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 5353
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. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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.


SSCGXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.84

-0.34

Sortino ratio

Return per unit of downside risk

0.85

1.30

-0.45

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.70

1.06

-0.36

Martin ratio

Return relative to average drawdown

2.55

5.13

-2.58

SSCGX vs. WFSPX - Sharpe Ratio Comparison

The current SSCGX Sharpe Ratio is 0.50, which is lower than the WFSPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SSCGX and WFSPX, 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


SSCGXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.84

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.68

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.76

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.13

+0.11

Correlation

The correlation between SSCGX and WFSPX 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. WFSPX - Dividend Comparison

SSCGX's dividend yield for the trailing twelve months is around 10.97%, more than WFSPX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
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%
WFSPX
iShares S&P 500 Index Fund
1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Drawdowns

SSCGX vs. WFSPX - Drawdown Comparison

The maximum SSCGX drawdown since its inception was -71.03%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SSCGX and WFSPX.


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Drawdown Indicators


SSCGXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-71.03%

-58.21%

-12.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-12.11%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-46.84%

-24.51%

-22.33%

Max Drawdown (10Y)

Largest decline over 10 years

-46.84%

-33.74%

-13.10%

Current Drawdown

Current decline from peak

-24.24%

-8.90%

-15.34%

Average Drawdown

Average peak-to-trough decline

-25.19%

-12.84%

-12.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.49%

+1.09%

Volatility

SSCGX vs. WFSPX - Volatility Comparison

SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) has a higher volatility of 7.88% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that SSCGX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCGXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

4.24%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

9.08%

+5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

18.06%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.47%

16.84%

+6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

17.98%

+5.62%