LSV U.S. Managed Volatility Fund (LVAMX)
Under normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities of U.S. companies. Although it may invest in securities of companies of any size, the fund generally invests in companies with market capitalizations of $100 million or more at the time of purchase.
Fund Info
US00769G3948
00769G394
Jun 25, 2014
$1,000
Large-Cap
Value
Expense Ratio
LVAMX has a high expense ratio of 0.94%, 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 U.S. Managed Volatility Fund (LVAMX) returned 6.45% year-to-date (YTD) and 16.66% over the past 12 months. Over the past 10 years, LVAMX returned 7.77% annually, underperforming the S&P 500 benchmark at 10.85%.
LVAMX
6.45%
2.93%
1.01%
16.66%
7.69%
10.61%
7.77%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of LVAMX, 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 | 3.32% | 2.93% | -1.01% | -1.76% | 2.93% | 6.45% | |||||||
| 2024 | 1.84% | 1.90% | 5.12% | -4.78% | 3.07% | -1.26% | 5.30% | 3.65% | 2.34% | -1.39% | 5.14% | -5.11% | 16.16% |
| 2023 | 2.06% | -3.03% | 1.30% | 0.51% | -3.92% | 5.06% | 1.18% | -1.25% | -2.79% | -2.61% | 4.37% | 3.71% | 4.15% |
| 2022 | -1.21% | -1.76% | 4.28% | -3.21% | 2.47% | -5.87% | 3.04% | -4.34% | -7.79% | 10.38% | 5.58% | -2.73% | -2.66% |
| 2021 | -0.51% | 1.38% | 7.98% | 2.67% | 3.29% | -0.89% | 1.20% | 1.77% | -4.14% | 2.65% | -2.58% | 7.04% | 20.97% |
| 2020 | -2.16% | -9.48% | -13.87% | 9.22% | 2.41% | -1.81% | 2.77% | 2.60% | -2.71% | -3.87% | 10.10% | 2.40% | -6.86% |
| 2019 | 5.73% | 3.20% | 1.35% | 0.94% | -4.51% | 5.62% | 0.15% | -0.31% | 3.01% | 1.50% | 2.66% | 1.87% | 22.91% |
| 2018 | 2.86% | -4.09% | -0.88% | 0.24% | 0.32% | 0.65% | 3.93% | 3.24% | 0.75% | -3.19% | 2.07% | -7.46% | -2.17% |
| 2017 | -0.09% | 4.08% | 0.08% | -0.08% | 0.67% | 0.08% | 2.15% | -0.24% | 0.98% | 1.13% | 3.98% | 0.13% | 13.52% |
| 2016 | -1.54% | 2.35% | 6.03% | -0.18% | 0.90% | 2.96% | 2.00% | -1.19% | -0.69% | -2.26% | 1.96% | 2.51% | 13.29% |
| 2015 | -1.77% | 3.51% | -0.37% | 0.37% | 0.74% | -2.19% | 2.33% | -5.46% | -1.15% | 5.16% | -1.11% | -0.76% | -1.13% |
| 2014 | 0.40% | -1.39% | 4.14% | -1.45% | 3.15% | 2.48% | 0.25% | 7.66% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, LVAMX is among the top 15% 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 U.S. Managed Volatility Fund (LVAMX) 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 U.S. Managed Volatility Fund provided a 16.50% dividend yield over the last twelve months, with an annual payout of $1.80 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.80 | $1.80 | $1.76 | $1.25 | $0.88 | $0.37 | $1.21 | $0.80 | $0.48 | $0.23 | $0.23 | $0.05 |
Dividend yield | 16.50% | 17.57% | 17.00% | 10.70% | 6.62% | 3.15% | 9.37% | 6.98% | 3.79% | 1.98% | 2.23% | 0.44% |
Monthly Dividends
The table displays the monthly dividend distributions for LSV U.S. 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 | $1.80 | $1.80 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.76 | $1.76 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 | $1.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.88 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $1.21 |
| 2018 | $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 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.48 |
| 2016 | $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 |
| 2015 | $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 |
| 2014 | $0.05 | $0.05 |
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 U.S. 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 U.S. Managed Volatility Fund was 33.38%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.
The current LSV U.S. Managed Volatility Fund drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.38% | Jan 24, 2020 | 41 | Mar 23, 2020 | 255 | Mar 26, 2021 | 296 |
| -17.97% | Apr 21, 2022 | 113 | Sep 30, 2022 | 349 | Feb 22, 2024 | 462 |
| -13.97% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -10.91% | Feb 26, 2025 | 30 | Apr 8, 2025 | 27 | May 16, 2025 | 57 |
| -10.86% | May 22, 2015 | 167 | Jan 20, 2016 | 36 | Mar 11, 2016 | 203 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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