TRMVX vs. FXAIX
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) and Fidelity 500 Index Fund (FXAIX).
TRMVX is managed by Blackrock. It was launched on Apr 20, 1987. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRMVX or FXAIX.
Correlation
The correlation between TRMVX and FXAIX 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.
Performance
TRMVX vs. FXAIX - Performance Comparison
Key characteristics
TRMVX:
0.68
FXAIX:
1.82
TRMVX:
0.93
FXAIX:
2.45
TRMVX:
1.14
FXAIX:
1.33
TRMVX:
0.69
FXAIX:
2.78
TRMVX:
2.04
FXAIX:
11.50
TRMVX:
4.39%
FXAIX:
2.04%
TRMVX:
13.16%
FXAIX:
12.82%
TRMVX:
-64.04%
FXAIX:
-33.79%
TRMVX:
-8.06%
FXAIX:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with TRMVX having a 4.17% return and FXAIX slightly lower at 4.09%. Over the past 10 years, TRMVX has underperformed FXAIX with an annualized return of 2.30%, while FXAIX has yielded a comparatively higher 13.15% annualized return.
TRMVX
4.17%
3.19%
0.37%
10.02%
3.92%
2.30%
FXAIX
4.09%
4.74%
11.02%
23.93%
14.40%
13.15%
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TRMVX vs. FXAIX - Expense Ratio Comparison
TRMVX has a 0.89% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
TRMVX vs. FXAIX — Risk-Adjusted Performance Rank
TRMVX
FXAIX
TRMVX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
TRMVX vs. FXAIX - Dividend Comparison
TRMVX's dividend yield for the trailing twelve months is around 1.95%, more than FXAIX's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMVX SEI Institutional Managed Trust Large Cap Value Fund | 1.95% | 2.03% | 1.76% | 2.48% | 1.65% | 2.03% | 1.86% | 2.14% | 1.30% | 1.44% | 1.50% | 1.19% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
TRMVX vs. FXAIX - Drawdown Comparison
The maximum TRMVX drawdown since its inception was -64.04%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRMVX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
TRMVX vs. FXAIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) is 2.84%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.62%. This indicates that TRMVX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.