TRMVX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) and Fidelity Asset Manager 70% Fund (FASGX).
TRMVX is managed by BlackRock. It was launched on Apr 20, 1987. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
TRMVX vs. FASGX - Performance Comparison
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TRMVX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRMVX SEI Institutional Managed Trust Large Cap Value Fund | 2.62% | 18.89% | 12.67% | 8.82% | -5.15% | 27.72% | -2.40% | 22.70% | -9.74% | 17.38% |
FASGX Fidelity Asset Manager 70% Fund | -0.70% | 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, TRMVX achieves a 2.62% return, which is significantly higher than FASGX's -0.70% return. Over the past 10 years, TRMVX has outperformed FASGX with an annualized return of 10.17%, while FASGX has yielded a comparatively lower 8.96% annualized return.
TRMVX
- 1D
- 1.77%
- 1M
- -2.98%
- YTD
- 2.62%
- 6M
- 7.14%
- 1Y
- 19.94%
- 3Y*
- 14.15%
- 5Y*
- 9.53%
- 10Y*
- 10.17%
FASGX
- 1D
- 2.36%
- 1M
- -4.75%
- YTD
- -0.70%
- 6M
- 1.92%
- 1Y
- 17.75%
- 3Y*
- 12.59%
- 5Y*
- 6.64%
- 10Y*
- 8.96%
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TRMVX vs. FASGX - Expense Ratio Comparison
TRMVX has a 0.89% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
TRMVX vs. FASGX — Risk / Return Rank
TRMVX
FASGX
TRMVX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) 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.
| TRMVX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.41 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.75 | 2.01 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.00 | -0.30 |
Martin ratioReturn relative to average drawdown | 7.90 | 8.74 | -0.84 |
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
| TRMVX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.41 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.55 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.60 | -0.14 |
Correlation
The correlation between TRMVX and FASGX 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
TRMVX vs. FASGX - Dividend Comparison
TRMVX's dividend yield for the trailing twelve months is around 14.30%, more than FASGX's 7.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMVX SEI Institutional Managed Trust Large Cap Value Fund | 14.30% | 14.68% | 8.65% | 6.93% | 9.82% | 5.93% | 2.03% | 3.61% | 12.12% | 4.84% | 1.44% | 16.14% |
FASGX Fidelity Asset Manager 70% Fund | 7.39% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
TRMVX vs. FASGX - Drawdown Comparison
The maximum TRMVX drawdown since its inception was -60.36%, which is greater than FASGX's maximum drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for TRMVX and FASGX.
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Drawdown Indicators
| TRMVX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -47.35% | -13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -9.07% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -23.54% | +4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -27.20% | -13.21% |
Current DrawdownCurrent decline from peak | -3.88% | -5.77% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -6.74% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.07% | +0.55% |
Volatility
TRMVX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) is 3.63%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that TRMVX 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
| TRMVX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.30% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 8.12% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 13.00% | +3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 12.18% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 12.58% | +5.40% |