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 above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
LSV Global Managed Volatility Fund (LVAFX) returned 9.42% year-to-date (YTD) and 17.57% over the past 12 months. Over the past 10 years, LVAFX returned 6.73% annually, underperforming the S&P 500 benchmark at 10.84%.
LVAFX
9.42%
3.08%
4.81%
17.57%
9.36%
11.30%
6.73%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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% | 3.08% | 0.75% | -0.46% | 2.70% | 9.42% | |||||||
| 2024 | 0.77% | 2.21% | 4.32% | -3.87% | 3.28% | -0.73% | 4.66% | 3.32% | 1.77% | -2.07% | 3.39% | -4.45% | 12.74% |
| 2023 | 3.21% | -2.76% | 1.46% | 1.62% | -3.99% | 4.53% | 1.85% | -1.39% | -1.41% | -2.32% | 4.84% | 4.26% | 9.81% |
| 2022 | 0.17% | -1.71% | 2.09% | -3.40% | 1.94% | -6.57% | 2.50% | -3.61% | -7.87% | 8.74% | 7.01% | -2.03% | -4.04% |
| 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% | 17.36% |
| 2020 | -1.90% | -8.68% | -14.36% | 7.79% | 2.41% | 0.21% | 2.03% | 3.77% | -2.92% | -4.05% | 10.39% | 2.64% | -5.17% |
| 2019 | 5.34% | 2.16% | 0.92% | 0.73% | -4.43% | 5.11% | -1.17% | -0.64% | 2.57% | 1.70% | 1.93% | 2.44% | 17.54% |
| 2018 | 3.57% | -3.53% | -0.63% | 0.45% | -1.16% | -0.91% | 3.02% | 1.06% | 1.14% | -4.86% | 1.46% | -5.79% | -6.47% |
| 2017 | 1.38% | 3.41% | 0.47% | 0.75% | 1.59% | 0.27% | 2.38% | -0.09% | 1.07% | 1.59% | 3.05% | 1.43% | 18.68% |
| 2016 | -2.58% | 1.00% | 7.44% | 0.61% | -0.20% | 1.72% | 2.89% | -0.58% | 0.20% | -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% | -1.47% | -4.56% |
| 2014 | 0.60% | -0.80% | 2.51% | -3.23% | 1.51% | 1.29% | -1.72% | 0.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, LVAFX is among the top 12% of 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.
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Dividends
Dividend History
LSV Global Managed Volatility Fund provided a 14.31% dividend yield over the last twelve months, with an annual payout of $1.58 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.58 | $1.58 | $1.62 | $0.32 | $0.34 | $0.22 | $0.84 | $0.36 | $0.80 | $0.17 | $0.16 | $0.11 |
Dividend yield | 14.31% | 15.65% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% | 1.07% |
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 | $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 | $1.58 | $1.58 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.62 | $1.62 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 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 | $0.84 | $0.84 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.80 |
| 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 | $0.11 | $0.11 |
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.
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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 33.69%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The current LSV Global Managed Volatility Fund drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.69% | Jan 21, 2020 | 44 | Mar 23, 2020 | 246 | Mar 15, 2021 | 290 |
| -18.34% | Jan 18, 2022 | 178 | Sep 30, 2022 | 302 | Dec 13, 2023 | 480 |
| -17.18% | Apr 29, 2015 | 184 | Jan 20, 2016 | 140 | Aug 9, 2016 | 324 |
| -14.69% | Jan 29, 2018 | 229 | Dec 24, 2018 | 214 | Oct 30, 2019 | 443 |
| -9.93% | Mar 10, 2025 | 22 | Apr 8, 2025 | 26 | May 15, 2025 | 48 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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