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LSV U.S. Managed Volatility Fund (LVAMX) Sharpe Ratio: 2.44

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

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.

LVAMX's Sharpe Ratio of 2.44 indicates that for each unit of volatility, it generates 2.44 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

LVAMX Sharpe Ratio Rank

LVAMX Sharpe Ratio Rank: 92.993
Exceptional

LVAMX ranks above 92.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

LVAMX Sharpe Ratio Market Positioning

The chart shows LVAMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.75+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares LSV U.S. Managed Volatility Fund's Sharpe Ratio with other mutual funds in the Low Volatility category across multiple time periods, showing how LVAMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAFXLSV Global Managed Volatility Fund3.40
SGMAXSEI Institutional Investments Trust Global Managed Volatility Fund2.68
LVAMXLSV U.S. Managed Volatility Fund2.44
IFTIXVoya International High Dividend Low Volatility Portfolio2.41
IGHAXVoya Global High Dividend Low Volatility Portfolio2.11
VMNVXVanguard Global Minimum Volatility Fund Admiral Shares2.09
VMVFXVanguard Global Minimum Volatility Fund Investor Shares2.08
SIMYXSEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund2.08
SVYAXSEI Institutional Investments Trust U.S. Managed Volatility Fund1.82
FSKLXFidelity SAI International Low Volatility Index Fund1.75
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows LVAMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LVAMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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