TRMVX vs. NASDX
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
TRMVX is managed by BlackRock. It was launched on Apr 20, 1987. 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
TRMVX vs. NASDX - Performance Comparison
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TRMVX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRMVX SEI Institutional Managed Trust Large Cap Value Fund | 0.84% | 18.89% | 12.67% | 8.82% | -5.15% | 27.72% | -2.40% | 22.70% | -9.74% | 17.38% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 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, TRMVX achieves a 0.84% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, TRMVX has underperformed NASDX with an annualized return of 9.97%, while NASDX has yielded a comparatively higher 19.48% annualized return.
TRMVX
- 1D
- -0.08%
- 1M
- -4.56%
- YTD
- 0.84%
- 6M
- 5.24%
- 1Y
- 17.58%
- 3Y*
- 13.48%
- 5Y*
- 9.34%
- 10Y*
- 9.97%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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TRMVX vs. NASDX - Expense Ratio Comparison
TRMVX has a 0.89% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
TRMVX vs. NASDX — Risk / Return Rank
TRMVX
NASDX
TRMVX vs. NASDX - 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 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.
| TRMVX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.04 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.63 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.87 | -0.46 |
Martin ratioReturn relative to average drawdown | 6.61 | 7.07 | -0.46 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.04 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.86 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.29 | +0.17 |
Correlation
The correlation between TRMVX and NASDX is 0.71, 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. NASDX - Dividend Comparison
TRMVX's dividend yield for the trailing twelve months is around 14.55%, more than NASDX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMVX SEI Institutional Managed Trust Large Cap Value Fund | 14.55% | 14.68% | 8.65% | 6.93% | 9.82% | 5.93% | 2.03% | 3.61% | 12.12% | 4.84% | 1.44% | 16.14% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
TRMVX vs. NASDX - Drawdown Comparison
The maximum TRMVX drawdown since its inception was -60.36%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TRMVX and NASDX.
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Drawdown Indicators
| TRMVX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -83.16% | +22.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.70% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -35.33% | +15.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -35.33% | -5.08% |
Current DrawdownCurrent decline from peak | -5.55% | -8.91% | +3.36% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -34.59% | +25.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.37% | -0.76% |
Volatility
TRMVX vs. NASDX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) is 3.06%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that TRMVX 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
| TRMVX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 6.54% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 12.89% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 22.75% | -6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 23.07% | -7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 22.63% | -4.66% |