TFCYX vs. NASDX
Compare and contrast key facts about SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
TFCYX is managed by BlackRock. It was launched on Apr 21, 2016. 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
TFCYX vs. NASDX - Performance Comparison
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TFCYX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFCYX SEI Institutional Managed Trust Tax-Free Conservative Income Fund | 0.32% | 2.71% | 3.24% | 2.77% | 0.72% | 0.10% | 0.46% | 1.40% | 1.25% | 0.69% |
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% | 30.11% |
Returns By Period
In the year-to-date period, TFCYX achieves a 0.32% return, which is significantly higher than NASDX's -9.12% return.
TFCYX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.32%
- 6M
- 0.99%
- 1Y
- 2.34%
- 3Y*
- 2.75%
- 5Y*
- 1.95%
- 10Y*
- —
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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TFCYX vs. NASDX - Expense Ratio Comparison
TFCYX has a 0.13% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
TFCYX vs. NASDX — Risk / Return Rank
TFCYX
NASDX
TFCYX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) 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.
| TFCYX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.20 | 0.88 | +2.32 |
Sortino ratioReturn per unit of downside risk | 9.75 | 1.40 | +8.34 |
Omega ratioGain probability vs. loss probability | 4.68 | 1.20 | +3.48 |
Calmar ratioReturn relative to maximum drawdown | 26.02 | 1.31 | +24.70 |
Martin ratioReturn relative to average drawdown | 69.86 | 5.01 | +64.85 |
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
| TFCYX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.20 | 0.88 | +2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.61 | 0.63 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.61 | 0.29 | +1.33 |
Correlation
The correlation between TFCYX and NASDX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TFCYX vs. NASDX - Dividend Comparison
TFCYX's dividend yield for the trailing twelve months is around 2.31%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFCYX SEI Institutional Managed Trust Tax-Free Conservative Income Fund | 2.31% | 2.68% | 3.19% | 2.63% | 0.72% | 0.00% | 0.46% | 1.39% | 1.24% | 0.68% | 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
TFCYX vs. NASDX - Drawdown Comparison
The maximum TFCYX drawdown since its inception was -1.10%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TFCYX and NASDX.
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Drawdown Indicators
| TFCYX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.10% | -83.16% | +82.06% |
Max Drawdown (1Y)Largest decline over 1 year | -0.10% | -12.70% | +12.60% |
Max Drawdown (5Y)Largest decline over 5 years | -1.10% | -35.33% | +34.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.33% | — |
Current DrawdownCurrent decline from peak | -0.10% | -11.90% | +11.80% |
Average DrawdownAverage peak-to-trough decline | -0.02% | -34.59% | +34.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 3.32% | -3.28% |
Volatility
TFCYX vs. NASDX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) is 0.14%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that TFCYX experiences smaller price fluctuations and is considered to be less risky 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
| TFCYX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.14% | 5.38% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 0.56% | 12.45% | -11.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.82% | 22.55% | -21.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.21% | 23.03% | -21.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.92% | 22.61% | -21.69% |