- ISIN
- US00769G3948
- CUSIP
- 00769G394
- Issuer
- BlackRock
- Inception Date
- Jun 25, 2014
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
LVAMX Performance Chart
LSV U.S. Managed Volatility Fund (LVAMX) is up 12.3% since the beginning of the year. LVAMX is currently trading at $11 per share. Investors who bought $1,000 worth of LVAMX shares 5 years ago would now be looking at an investment worth $1,393.
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Returns By Period
LSV U.S. Managed Volatility Fund (LVAMX) has returned 12.32% so far this year and 21.46% over the past 12 months. Over the last ten years, LVAMX has returned 7.95% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
LSV U.S. Managed Volatility Fund
- 1D
- 0.55%
- 1M
- 5.50%
- YTD
- 12.32%
- 6M
- 13.26%
- 1Y
- 21.46%
- 3Y*
- 11.74%
- 5Y*
- 6.85%
- 10Y*
- 7.95%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
LVAMX Monthly Returns History
Based on dividend-adjusted daily data since Jun 26, 2014, LVAMX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +10.4%, while the worst month was Dec 2024 at -16.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LVAMX closed higher 51% of trading days. The best single day was Dec 22, 2023 with a return of +15.1%, while the worst single day was Dec 26, 2023 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.87% | 2.59% | -2.53% | 4.39% | 3.15% | 1.39% | 12.32% | ||||||
| 2025 | 3.32% | 2.93% | -1.01% | -1.76% | 2.93% | 1.47% | -0.90% | 4.47% | 0.79% | -1.04% | 2.63% | 0.75% | 15.33% |
| 2024 | 1.84% | 1.90% | 5.12% | -4.78% | 3.07% | -1.26% | 5.30% | 3.65% | 2.35% | -1.39% | 5.15% | -16.62% | 2.07% |
| 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% | 4.16% |
| 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% |
Benchmark Metrics
LSV U.S. Managed Volatility Fund has an annualized alpha of -0.31%, beta of 0.71, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since June 27, 2014.
- This fund participated in 82.72% of S&P 500 Index downside but only 70.15% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.31%
- Beta
- 0.71
- R²
- 0.64
- Upside Capture
- 70.15%
- Downside Capture
- 82.72%
Expense Ratio
LVAMX has a high expense ratio of 0.94%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
LVAMX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for LSV U.S. Managed Volatility Fund (LVAMX) and compare them to S&P 500 Index.
| LVAMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 2.93 | +1.34 |
| Martin ratioReturn relative to average drawdown | 15.66 | 13.52 | +2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
LSV U.S. Managed Volatility Fund provided a 18.83% dividend yield over the last twelve months, with an annual payout of $2.06 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.06 | $2.06 | $0.34 | $1.76 | $1.25 | $0.88 | $0.37 | $1.21 | $0.80 | $0.48 | $0.23 | $0.23 |
Dividend yield | 18.83% | 21.15% | 3.30% | 17.00% | 10.71% | 6.62% | 3.15% | 9.37% | 6.98% | 3.79% | 1.98% | 2.22% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.06 | $2.06 |
| 2024 | $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 |
| 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 |
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.38%Mar 2020 | 1mo 29d | 1y 3d | 1y 2moJan 2020 - Mar 2021 |
2025 selloff2025 | -20.84%Apr 2025 | 4mo 12d | 10mo 2d | 1y 2moNov 2024 - Feb 2026 |
Bear market2022 | -17.97%Sep 2022 | 5mo 12d | 1y 2mo | 1y 8moApr 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -13.97%Dec 2018 | 3mo 1d | 2mo 27d | 5mo 28dSep 2018 - Mar 2019 |
2023 correction2023 | -12.41%Dec 2023 | 0s | 8mo 4d | 8mo 4dDec 2023 - Aug 2024 |
Drawdown Indicators
| LVAMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.38% | -56.78% | +23.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -9.10% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -18.90% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -25.43% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.38% | -33.92% | +0.54% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -10.72% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.97% | -0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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