TMLCX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) and Fidelity Asset Manager 70% Fund (FASGX).
TMLCX is managed by BlackRock. It was launched on Mar 5, 1998. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
TMLCX vs. FASGX - Performance Comparison
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TMLCX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMLCX SEI Institutional Managed Trust Tax Managed Large Cap Fund | -4.96% | 16.92% | 14.52% | 17.40% | -13.36% | 28.49% | 12.19% | 28.39% | -6.25% | 21.17% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, TMLCX achieves a -4.96% return, which is significantly lower than FASGX's -2.99% return. Over the past 10 years, TMLCX has outperformed FASGX with an annualized return of 11.50%, while FASGX has yielded a comparatively lower 8.70% annualized return.
TMLCX
- 1D
- -0.23%
- 1M
- -7.66%
- YTD
- -4.96%
- 6M
- -2.65%
- 1Y
- 13.04%
- 3Y*
- 12.93%
- 5Y*
- 8.92%
- 10Y*
- 11.50%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
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TMLCX vs. FASGX - Expense Ratio Comparison
TMLCX has a 0.89% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
TMLCX vs. FASGX — Risk / Return Rank
TMLCX
FASGX
TMLCX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) and Fidelity Asset Manager 70% Fund (FASGX). 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.
| TMLCX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.21 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.73 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.55 | -0.52 |
Martin ratioReturn relative to average drawdown | 4.91 | 6.89 | -1.98 |
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
| TMLCX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.21 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.53 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.70 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.60 | -0.24 |
Correlation
The correlation between TMLCX and FASGX is 0.95, 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
TMLCX vs. FASGX - Dividend Comparison
TMLCX's dividend yield for the trailing twelve months is around 1.62%, less than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMLCX SEI Institutional Managed Trust Tax Managed Large Cap Fund | 1.62% | 1.54% | 8.85% | 5.10% | 6.70% | 4.90% | 2.40% | 8.58% | 1.81% | 1.92% | 0.86% | 0.79% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
TMLCX vs. FASGX - Drawdown Comparison
The maximum TMLCX drawdown since its inception was -56.64%, which is greater than FASGX's maximum drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for TMLCX and FASGX.
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Drawdown Indicators
| TMLCX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -47.35% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -9.07% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -23.54% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -27.20% | -7.67% |
Current DrawdownCurrent decline from peak | -8.12% | -7.95% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -6.74% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.04% | +0.38% |
Volatility
TMLCX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) is 3.65%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that TMLCX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMLCX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 4.57% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 7.78% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 12.82% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 12.14% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 12.56% | +5.43% |