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STMSX vs. BGSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STMSX vs. BGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund (STMSX) and BlackRock Technology Opportunities Fund Investor A (BGSAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STMSX achieves a 13.80% return, which is significantly lower than BGSAX's 40.25% return. Over the past 10 years, STMSX has underperformed BGSAX with an annualized return of 9.30%, while BGSAX has yielded a comparatively higher 25.45% annualized return.


STMSX

1D
1.00%
1M
0.55%
YTD
13.80%
6M
14.12%
1Y
27.87%
3Y*
16.26%
5Y*
6.46%
10Y*
9.30%

BGSAX

1D
-2.00%
1M
11.03%
YTD
40.25%
6M
37.20%
1Y
63.22%
3Y*
39.48%
5Y*
16.87%
10Y*
25.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STMSX vs. BGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STMSX
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund
13.80%8.67%13.34%12.97%-16.91%23.68%10.41%21.99%-12.34%15.89%
BGSAX
BlackRock Technology Opportunities Fund Investor A
40.25%19.63%40.56%49.09%-43.13%8.19%86.27%43.84%2.03%49.45%

Correlation

The correlation between STMSX and BGSAX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.79

Over the past year, the correlation between STMSX and BGSAX has dropped to 0.52 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

STMSX vs. BGSAX — Risk / Return Rank

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

STMSX
STMSX Risk / Return Rank: 4444
Overall Rank
STMSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
STMSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
STMSX Omega Ratio Rank: 3434
Omega Ratio Rank
STMSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
STMSX Martin Ratio Rank: 5050
Martin Ratio Rank

BGSAX
BGSAX Risk / Return Rank: 6666
Overall Rank
BGSAX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BGSAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
BGSAX Omega Ratio Rank: 6161
Omega Ratio Rank
BGSAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BGSAX Martin Ratio Rank: 5252
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.

STMSX vs. BGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund (STMSX) and BlackRock Technology Opportunities Fund Investor A (BGSAX). 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.


STMSXBGSAXDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.29

1.42

-0.12

Calmar ratioReturn relative to maximum drawdown

2.87

3.42

-0.55

Martin ratioReturn relative to average drawdown

10.03

10.27

-0.24

STMSX vs. BGSAX - Sharpe Ratio Comparison

The current STMSX Sharpe Ratio is 1.67, which is lower than the BGSAX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of STMSX and BGSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STMSXBGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.55

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.61

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.99

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.45

-0.10

Drawdowns

STMSX vs. BGSAX - Drawdown Comparison

The maximum STMSX drawdown since its inception was -60.78%, smaller than the maximum BGSAX drawdown of -73.75%. Use the drawdown chart below to compare losses from any high point for STMSX and BGSAX.


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Drawdown Indicators


STMSXBGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.78%

-73.75%

+12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-18.49%

+8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-34.36%

-27.75%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-49.22%

+14.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-49.22%

+6.06%

Current Drawdown

Current decline from peak

-1.81%

-2.59%

+0.78%

Average Drawdown

Average peak-to-trough decline

-10.61%

-26.36%

+15.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

6.15%

-3.38%

Volatility

STMSX vs. BGSAX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund (STMSX) is 4.38%, while BlackRock Technology Opportunities Fund Investor A (BGSAX) has a volatility of 9.56%. This indicates that STMSX experiences smaller price fluctuations and is considered to be less risky than BGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STMSXBGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

9.56%

-5.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

20.41%

-8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

24.84%

-8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.11%

27.76%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

25.88%

-3.00%

STMSX vs. BGSAX - Expense Ratio Comparison

STMSX has a 1.11% expense ratio, which is lower than BGSAX's 1.20% expense ratio.


Dividends

STMSX vs. BGSAX - Dividend Comparison

STMSX's dividend yield for the trailing twelve months is around 3.80%, less than BGSAX's 9.66% yield.


PositionTTM20252024202320222021202020192018201720162015
BGSAX
BlackRock Technology Opportunities Fund Investor A
9.66%13.55%8.68%0.00%0.00%7.66%4.86%1.50%1.24%8.01%1.17%0.00%
STMSX
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund
3.80%4.41%21.88%3.11%0.84%9.68%0.29%2.54%9.26%1.89%0.41%0.25%

Frequently Asked Questions


STMSX and BGSAX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGSAX has higher volatility (9.56%) compared to STMSX (4.38%). In terms of maximum drawdown, STMSX dropped -60.78% vs BGSAX's -73.75%.

BGSAX currently has the higher Sharpe Ratio (2.55 vs 1.67), 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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