LSV Global Managed Volatility Fund (LVAFX)
The fund invests primarily in equity securities of companies located throughout the world. Normally, it will invest in at least three countries, including the United States, and at least 40% of its assets will be invested in non-U.S. companies, in both developed and emerging market countries. Although the fund may invest in securities of companies of any size, it generally invests in companies with market capitalizations of $100 million or more at the time of purchase.
Fund Info
US00769G3781
00769G378
Jun 24, 2014
$1,000
Large-Cap
Value
Expense Ratio
LVAFX has a high expense ratio of 1.00%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LSV Global Managed Volatility Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
LSV Global Managed Volatility Fund had a return of 5.95% year-to-date (YTD) and 4.35% in the last 12 months. Over the past 10 years, LSV Global Managed Volatility Fund had an annualized return of 3.29%, while the S&P 500 had an annualized return of 11.26%, indicating that LSV Global Managed Volatility Fund did not perform as well as the benchmark.
LVAFX
5.95%
4.50%
-5.70%
4.35%
2.69%
3.29%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of LVAFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.08% | 5.95% | |||||||||||
| 2024 | 0.77% | 2.21% | 4.32% | -3.87% | 3.28% | -0.73% | 4.66% | 3.32% | 1.77% | -2.08% | 3.39% | -15.16% | 0.10% |
| 2023 | 3.21% | -2.76% | 1.46% | 1.62% | -3.99% | 4.53% | 1.85% | -1.39% | -1.41% | -2.32% | 4.84% | -4.77% | 0.30% |
| 2022 | 0.17% | -1.71% | 2.09% | -3.40% | 1.94% | -6.57% | 2.50% | -3.61% | -7.87% | 8.74% | 7.01% | -2.66% | -4.66% |
| 2021 | -0.20% | 1.17% | 6.86% | 2.08% | 3.63% | -0.60% | 0.60% | 1.54% | -3.03% | 1.82% | -3.24% | 5.98% | 17.35% |
| 2020 | -1.90% | -8.68% | -14.36% | 7.79% | 2.41% | 0.21% | 2.03% | 3.77% | -2.92% | -4.05% | 10.39% | 2.65% | -5.16% |
| 2019 | 5.34% | 2.16% | 0.92% | 0.73% | -4.43% | 5.11% | -1.17% | -0.64% | 2.57% | 1.70% | 1.93% | -1.25% | 13.30% |
| 2018 | 3.57% | -3.53% | -0.63% | 0.45% | -1.16% | -0.91% | 3.02% | 1.06% | 1.14% | -4.86% | 1.46% | -6.99% | -7.66% |
| 2017 | 1.38% | 3.42% | 0.47% | 0.75% | 1.58% | 0.28% | 2.38% | -0.09% | 1.07% | 1.59% | 3.05% | -2.97% | 13.54% |
| 2016 | -2.58% | 1.00% | 7.44% | 0.61% | -0.20% | 1.72% | 2.89% | -0.58% | 0.19% | -2.14% | 0.40% | 1.77% | 10.64% |
| 2015 | -0.61% | 3.15% | -1.18% | 3.19% | -0.29% | -1.94% | 0.20% | -6.31% | -2.53% | 5.29% | -1.64% | -1.54% | -4.62% |
| 2014 | 0.60% | -0.79% | 2.50% | -3.23% | 1.52% | 1.29% | -1.91% | -0.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LVAFX is 16, meaning it’s performing worse than 84% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
LSV Global Managed Volatility Fund provided a 2.56% dividend yield over the last twelve months, with an annual payout of $0.27 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.27 | $0.59 | $0.24 | $0.34 | $0.22 | $0.42 | $0.23 | $0.28 | $0.17 | $0.16 | $0.09 |
Dividend yield | 2.56% | 2.71% | 5.73% | 2.24% | 2.90% | 2.14% | 3.76% | 2.27% | 2.48% | 1.66% | 1.67% | 0.88% |
Monthly Dividends
The table displays the monthly dividend distributions for LSV Global Managed Volatility Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.59 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2014 | $0.09 | $0.09 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the LSV Global Managed Volatility Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the LSV Global Managed Volatility Fund was 34.99%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.
The current LSV Global Managed Volatility Fund drawdown is 10.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.99% | Dec 19, 2019 | 64 | Mar 23, 2020 | 255 | Mar 26, 2021 | 319 |
| -18.34% | Jan 18, 2022 | 178 | Sep 30, 2022 | 302 | Dec 13, 2023 | 480 |
| -17.23% | Apr 29, 2015 | 184 | Jan 20, 2016 | 140 | Aug 9, 2016 | 324 |
| -16.08% | Dec 2, 2024 | 27 | Jan 10, 2025 | — | — | — |
| -15.78% | Jan 29, 2018 | 229 | Dec 24, 2018 | 220 | Nov 7, 2019 | 449 |
Volatility
Volatility Chart
The current LSV Global Managed Volatility Fund volatility is 2.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.