TRLVX vs. UMMGX
Compare and contrast key facts about SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) and Columbia Bond Fund (UMMGX).
TRLVX is managed by BlackRock. It was launched on May 4, 1987. UMMGX is managed by Columbia. It was launched on Jan 9, 1986.
Performance
TRLVX vs. UMMGX - Performance Comparison
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TRLVX vs. UMMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | -0.45% | 7.06% | 0.83% | 5.92% | -15.66% | -1.63% | 9.04% | 9.25% | -0.47% | 4.15% |
UMMGX Columbia Bond Fund | 0.03% | 8.03% | 2.06% | 6.73% | -15.66% | -0.79% | 9.10% | 9.23% | -0.50% | 3.73% |
Returns By Period
In the year-to-date period, TRLVX achieves a -0.45% return, which is significantly lower than UMMGX's 0.03% return. Over the past 10 years, TRLVX has underperformed UMMGX with an annualized return of 1.61%, while UMMGX has yielded a comparatively higher 2.07% annualized return.
TRLVX
- 1D
- 0.21%
- 1M
- -1.84%
- YTD
- -0.45%
- 6M
- 0.18%
- 1Y
- 3.38%
- 3Y*
- 3.25%
- 5Y*
- -0.48%
- 10Y*
- 1.61%
UMMGX
- 1D
- 0.00%
- 1M
- -1.43%
- YTD
- 0.03%
- 6M
- 0.77%
- 1Y
- 4.54%
- 3Y*
- 4.20%
- 5Y*
- 0.12%
- 10Y*
- 2.07%
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TRLVX vs. UMMGX - Expense Ratio Comparison
TRLVX has a 0.66% expense ratio, which is higher than UMMGX's 0.52% expense ratio.
Return for Risk
TRLVX vs. UMMGX — Risk / Return Rank
TRLVX
UMMGX
TRLVX vs. UMMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) and Columbia Bond Fund (UMMGX). 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.
| TRLVX | UMMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.31 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.95 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.09 | -0.73 |
Martin ratioReturn relative to average drawdown | 3.96 | 6.63 | -2.68 |
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
| TRLVX | UMMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.31 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.02 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.40 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.94 | +0.08 |
Correlation
The correlation between TRLVX and UMMGX is 0.88, 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
TRLVX vs. UMMGX - Dividend Comparison
TRLVX's dividend yield for the trailing twelve months is around 3.24%, less than UMMGX's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLVX SEI Institutional Managed Trust Core Fixed Income Fund | 3.24% | 3.52% | 4.01% | 3.38% | 1.80% | 1.90% | 5.98% | 3.73% | 2.77% | 2.36% | 4.46% | 3.64% |
UMMGX Columbia Bond Fund | 4.08% | 4.20% | 3.70% | 3.73% | 2.73% | 1.76% | 4.77% | 4.21% | 2.71% | 1.88% | 4.66% | 3.56% |
Drawdowns
TRLVX vs. UMMGX - Drawdown Comparison
The maximum TRLVX drawdown since its inception was -20.98%, roughly equal to the maximum UMMGX drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for TRLVX and UMMGX.
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Drawdown Indicators
| TRLVX | UMMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -20.86% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -2.76% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -20.86% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -20.98% | -20.86% | -0.12% |
Current DrawdownCurrent decline from peak | -5.56% | -2.58% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -2.73% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.87% | +0.18% |
Volatility
TRLVX vs. UMMGX - Volatility Comparison
SEI Institutional Managed Trust Core Fixed Income Fund (TRLVX) has a higher volatility of 1.59% compared to Columbia Bond Fund (UMMGX) at 1.05%. This indicates that TRLVX's price experiences larger fluctuations and is considered to be riskier than UMMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLVX | UMMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 1.05% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 2.35% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.54% | 4.43% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 6.31% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 5.18% | +0.04% |