TMLCX vs. NASDX
Compare and contrast key facts about SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
TMLCX is managed by BlackRock. It was launched on Mar 5, 1998. 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
TMLCX vs. NASDX - Performance Comparison
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TMLCX vs. NASDX - 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% |
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% | 31.27% |
Returns By Period
In the year-to-date period, TMLCX achieves a -4.96% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, TMLCX has underperformed NASDX with an annualized return of 11.50%, while NASDX has yielded a comparatively higher 19.08% 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%
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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TMLCX vs. NASDX - Expense Ratio Comparison
TMLCX has a 0.89% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
TMLCX vs. NASDX — Risk / Return Rank
TMLCX
NASDX
TMLCX vs. NASDX - 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 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.
| TMLCX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.88 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.40 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.31 | -0.28 |
Martin ratioReturn relative to average drawdown | 4.91 | 5.01 | -0.11 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.88 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.63 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.85 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.29 | +0.08 |
Correlation
The correlation between TMLCX and NASDX is 0.86, 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. NASDX - Dividend Comparison
TMLCX's dividend yield for the trailing twelve months is around 1.62%, less than NASDX's 3.93% 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% |
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
TMLCX vs. NASDX - Drawdown Comparison
The maximum TMLCX drawdown since its inception was -56.64%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TMLCX and NASDX.
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Drawdown Indicators
| TMLCX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -83.16% | +26.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -12.70% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -35.33% | +12.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -35.33% | +0.46% |
Current DrawdownCurrent decline from peak | -8.12% | -11.90% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -34.59% | +22.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.32% | -0.90% |
Volatility
TMLCX vs. NASDX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Tax Managed Large Cap Fund (TMLCX) is 3.65%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that TMLCX 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
| TMLCX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 5.38% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 12.45% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 22.55% | -6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 23.03% | -6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 22.61% | -4.62% |