TRMVX vs. SHXPX

Last updated Jun 5, 2026

TRMVX (SEI Institutional Managed Trust Large Cap Value Fund) and SHXPX (American Beacon Shapiro Equity Opportunities Fund) are both Large Cap Value Equities funds. At a 0.20 correlation, their price movements are largely independent. TRMVX charges 0.89%/yr vs 1.21%/yr for SHXPX.

Performance

TRMVX vs. SHXPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) and American Beacon Shapiro Equity Opportunities Fund (SHXPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TRMVX

• 1D: -0.48%
• 1M: 2.27%
• YTD: 10.04%
• 6M: 11.89%
• 1Y: 26.89%
• 3Y*: 17.22%
• 5Y*: 9.56%
• 10Y*: 10.73%

SHXPX

• 1D: -0.13%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRMVX vs. SHXPX - Yearly Performance Comparison

	2026 (YTD)
TRMVX SEI Institutional Managed Trust Large Cap Value Fund	0.35%
SHXPX American Beacon Shapiro Equity Opportunities Fund	0.32%

Correlation

The correlation between TRMVX and SHXPX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.20

Return for Risk

TRMVX vs. SHXPX — Risk / Return Rank

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

TRMVX

TRMVX Risk / Return Rank: 76
TRMVX Sharpe Ratio Rank: 70
TRMVX Sortino Ratio Rank: 72
TRMVX Omega Ratio Rank: 62
TRMVX Calmar Ratio Rank: 88
TRMVX Martin Ratio Rank: 85

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.

TRMVX vs. SHXPX - 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 American Beacon Shapiro Equity Opportunities Fund (SHXPX). 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	SHXPX	Difference
Sharpe ratio: Return per unit of total volatility	2.41	—	—
Sortino ratio: Return per unit of downside risk	3.49	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	4.31	—	—
Martin ratio: Return relative to average drawdown	15.70	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TRMVX	SHXPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	8.85	-8.38

Drawdowns

TRMVX vs. SHXPX - Drawdown Comparison

The maximum TRMVX drawdown since its inception was -60.36%, which is greater than SHXPX's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for TRMVX and SHXPX.

Drawdown Indicators

	TRMVX	SHXPX	Difference
Max Drawdown Largest peak-to-trough decline	-60.36%	-0.13%	-60.23%
Max Drawdown (1Y) Largest decline over 1 year	-6.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.45%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.41%	—	—
Current Drawdown Current decline from peak	-0.48%	-0.13%	-0.35%
Average Drawdown Average peak-to-trough decline	-8.57%	-0.03%	-8.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	—	—

Volatility

Volatility by Period

	TRMVX	SHXPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.94%	2.95%	+7.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.04%	2.95%	+12.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	2.95%	+15.00%

TRMVX vs. SHXPX - Expense Ratio Comparison

TRMVX has a 0.89% expense ratio, which is lower than SHXPX's 1.21% expense ratio.

Dividends

TRMVX vs. SHXPX - Dividend Comparison

TRMVX's dividend yield for the trailing twelve months is around 13.32%, while SHXPX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SHXPX American Beacon Shapiro Equity Opportunities Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRMVX SEI Institutional Managed Trust Large Cap Value Fund	13.32%	14.68%	8.65%	6.93%	9.82%	5.93%	2.03%	3.61%	12.12%	4.84%	1.44%	16.14%

Frequently Asked Questions

Can I hold both TRMVX and SHXPX in my portfolio?

TRMVX and SHXPX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.