SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX)
The investment seeks capital appreciation with less volatility than the broad global equity markets. The fund will typically invest in securities of U.S. and foreign companies of all capitalization ranges. Under normal circumstances, the fund will invest in at least three countries outside of the U.S., but will typically invest much more broadly. It is expected that at least 40% of the fund's assets will be invested in non-U.S. securities. The fund will invest primarily in companies located in developed countries, but may also invest in companies located in emerging markets.
Fund Info
US7839805766
Jan 31, 2016
$100,000
Large-Cap
Value
Expense Ratio
SGMAX has an expense ratio of 0.25%, which is considered low.
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
SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX) returned 9.04% year-to-date (YTD) and 18.78% over the past 12 months.
SGMAX
9.04%
2.90%
5.15%
18.78%
10.17%
11.72%
N/A
^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 SGMAX, 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 | 3.25% | 2.80% | 0.34% | 0.34% | 2.03% | 9.04% | |||||||
| 2024 | 1.94% | 1.45% | 3.85% | -2.84% | 2.93% | -0.17% | 4.49% | 3.31% | 1.28% | -1.42% | 3.61% | -3.79% | 15.18% |
| 2023 | 2.56% | -1.85% | 1.79% | 2.50% | -3.88% | 4.03% | 1.26% | -0.98% | -1.98% | -1.84% | 4.67% | 2.64% | 8.86% |
| 2022 | -1.48% | -1.34% | 2.71% | -2.64% | 0.93% | -4.95% | 2.74% | -3.09% | -7.09% | 8.21% | 5.82% | -2.20% | -3.41% |
| 2021 | -0.68% | -0.09% | 7.00% | 1.91% | 3.36% | -0.23% | 1.67% | 1.57% | -3.67% | 2.59% | -2.16% | 6.74% | 18.94% |
| 2020 | -0.73% | -8.54% | -12.45% | 7.51% | 2.74% | 0.00% | 3.03% | 2.68% | -2.43% | -3.47% | 8.58% | 2.41% | -2.71% |
| 2019 | 5.85% | 2.37% | 0.94% | 1.44% | -3.51% | 4.94% | 0.50% | -0.66% | 2.48% | 1.13% | 2.00% | 1.70% | 20.58% |
| 2018 | 2.72% | -3.61% | -0.83% | 0.84% | 0.25% | 0.33% | 3.31% | 1.44% | 0.63% | -4.39% | 1.64% | -6.34% | -4.41% |
| 2017 | 1.11% | 3.30% | 0.71% | 1.23% | 2.09% | -0.09% | 1.28% | 0.59% | 1.01% | 1.33% | 3.03% | 0.81% | 17.64% |
| 2016 | 0.70% | 5.33% | -0.19% | 1.22% | 1.85% | 2.46% | -1.33% | 0.36% | -1.98% | 0.64% | 2.41% | 11.88% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, SGMAX is among the top 10% 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 SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX) 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
SEI Institutional Investments Trust Global Managed Volatility Fund provided a 11.58% dividend yield over the last twelve months, with an annual payout of $1.40 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.40 | $1.40 | $0.69 | $1.17 | $1.87 | $0.24 | $0.60 | $0.85 | $0.54 | $0.47 |
Dividend yield | 11.58% | 12.63% | 6.41% | 11.12% | 15.39% | 2.06% | 4.80% | 7.86% | 4.45% | 4.40% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust 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 | $1.40 | $1.40 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $1.17 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.87 | $1.87 |
| 2020 | $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 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.60 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.85 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.54 |
| 2016 | $0.47 | $0.47 |
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 SEI Institutional Investments Trust 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 SEI Institutional Investments Trust Global Managed Volatility Fund was 31.27%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The current SEI Institutional Investments Trust Global Managed Volatility Fund drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.27% | Feb 18, 2020 | 25 | Mar 23, 2020 | 246 | Mar 15, 2021 | 271 |
| -15.48% | Apr 21, 2022 | 113 | Sep 30, 2022 | 199 | Jul 19, 2023 | 312 |
| -12.75% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -9.03% | Mar 10, 2025 | 22 | Apr 8, 2025 | 17 | May 2, 2025 | 39 |
| -8.04% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 29, 2018 | 149 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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