TRMVX vs. WFSPX
Compare and contrast key facts about SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) and iShares S&P 500 Index Fund (WFSPX).
TRMVX is managed by BlackRock. It was launched on Apr 20, 1987. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
TRMVX vs. WFSPX - Performance Comparison
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TRMVX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, TRMVX achieves a 2.62% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, TRMVX has underperformed WFSPX with an annualized return of 10.17%, while WFSPX has yielded a comparatively higher 13.92% 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%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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TRMVX vs. WFSPX - Expense Ratio Comparison
TRMVX has a 0.89% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
TRMVX vs. WFSPX — Risk / Return Rank
TRMVX
WFSPX
TRMVX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.96 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.47 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.49 | +0.21 |
Martin ratioReturn relative to average drawdown | 7.90 | 7.15 | +0.75 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.96 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.70 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.13 | +0.33 |
Correlation
The correlation between TRMVX and WFSPX is 0.90, 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. WFSPX - Dividend Comparison
TRMVX's dividend yield for the trailing twelve months is around 14.30%, more than WFSPX's 1.54% 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% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
TRMVX vs. WFSPX - Drawdown Comparison
The maximum TRMVX drawdown since its inception was -60.36%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for TRMVX and WFSPX.
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Drawdown Indicators
| TRMVX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -58.21% | -2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.11% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -24.51% | +5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -33.74% | -6.67% |
Current DrawdownCurrent decline from peak | -3.88% | -6.51% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -12.84% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.53% | +0.09% |
Volatility
TRMVX vs. WFSPX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Large Cap Value Fund (TRMVX) is 3.63%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that TRMVX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRMVX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.17% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 9.44% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 18.21% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 16.88% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 18.00% | -0.02% |