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TMMAX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMMAX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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TMMAX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
-0.07%11.03%17.07%7.32%-3.11%24.10%1.32%24.00%-2.84%15.19%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, TMMAX achieves a -0.07% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, TMMAX has outperformed ACIIX with an annualized return of 9.51%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


TMMAX

1D
0.40%
1M
-5.40%
YTD
-0.07%
6M
0.57%
1Y
6.09%
3Y*
11.46%
5Y*
9.81%
10Y*
9.51%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMMAX vs. ACIIX - Expense Ratio Comparison

TMMAX has a 1.00% expense ratio, which is higher than ACIIX's 0.72% expense ratio.


Return for Risk

TMMAX vs. ACIIX — Risk / Return Rank

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

TMMAX
TMMAX Risk / Return Rank: 2525
Overall Rank
TMMAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TMMAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
TMMAX Omega Ratio Rank: 2222
Omega Ratio Rank
TMMAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMMAX Martin Ratio Rank: 3232
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

TMMAX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) and American Century Equity Income Fund Class I (ACIIX). 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.


TMMAXACIIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.93

-0.33

Sortino ratio

Return per unit of downside risk

0.90

1.35

-0.45

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.72

1.11

-0.39

Martin ratio

Return relative to average drawdown

3.46

4.37

-0.90

TMMAX vs. ACIIX - Sharpe Ratio Comparison

The current TMMAX Sharpe Ratio is 0.59, which is lower than the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TMMAX and ACIIX, 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


TMMAXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.93

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.70

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.67

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.53

0.00

Correlation

The correlation between TMMAX and ACIIX is 0.91, 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

TMMAX vs. ACIIX - Dividend Comparison

TMMAX's dividend yield for the trailing twelve months is around 25.20%, more than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
25.20%25.19%23.39%15.23%6.54%4.73%2.15%3.67%4.91%4.10%4.17%5.57%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

TMMAX vs. ACIIX - Drawdown Comparison

The maximum TMMAX drawdown since its inception was -41.50%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for TMMAX and ACIIX.


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Drawdown Indicators


TMMAXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.50%

-39.16%

-2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.96%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-13.49%

-9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-32.76%

-0.65%

Current Drawdown

Current decline from peak

-10.87%

-5.73%

-5.14%

Average Drawdown

Average peak-to-trough decline

-5.55%

-5.26%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.30%

-0.47%

Volatility

TMMAX vs. ACIIX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) is 2.50%, while American Century Equity Income Fund Class I (ACIIX) has a volatility of 2.76%. This indicates that TMMAX experiences smaller price fluctuations and is considered to be less risky than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMMAXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.76%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

6.05%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

11.61%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

10.74%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

13.37%

+4.44%