SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX) belongs to the Global Equities category. Below you'll find alternative mutual funds from the same category, ranked by key criteria, plus funds that investors commonly compare with SGMAX. Use the tables to find lower-cost options, better risk-adjusted returns, or a closer substitute for your current allocation.
Cheapest Alternatives to SGMAX
SGMAX charges 0.25% annually. There are 10 mutual funds in the Global Equities category with lower expense ratios, going as low as 0.01%.
| Symbol | Name | Expense Ratio | AUM | Inception | |
|---|---|---|---|---|---|
| GMO Global Developed Equity Allocation Fund | 0.01% | — | Jun 2005 | SGMAX vs GWOAX | |
| GMO Global Equity Allocation Fund | 0.01% | — | Nov 1996 | SGMAX vs GMGEX | |
| State Street Global All Cap Equity ex-U.S. Index F... | 0.07% | — | Sep 2014 | SGMAX vs SSGLX | |
| Vanguard Total World Stock Index Fund Admiral Shar... | 0.09% | 97.00B | Feb 2019 | SGMAX vs VTWAX | |
| USAA Cornerstone Equity Fund | 0.09% | — | Jun 2012 | SGMAX vs UCEQX |
Best Risk-Adjusted Alternatives to SGMAX
SGMAX has a PortfoliosLab risk / return rank of 93. There are 9 mutual funds in the Global Equities category with higher risk-adjusted ranks, going as high as 97.
| Symbol | Name | Risk / Return Rank | AUM | Inception | |
|---|---|---|---|---|---|
| LSV Global Managed Volatility Fund | 97 | — | Jun 2014 | SGMAX vs LVAFX | |
| Wasatch Global Value Fund Investor Class Shares | 97 | — | Sep 1996 | SGMAX vs FMIEX | |
| LSV Global Value Fund | 97 | — | Jun 2014 | SGMAX vs LVAGX | |
| MainStay Epoch Global Equity Yield Fund | 96 | — | Dec 2005 | SGMAX vs EPSYX | |
| Polaris Global Value Fund | 95 | — | May 1998 | SGMAX vs PGVFX |
Top Performing SGMAX Alternatives (YTD)
SGMAX is at 12.48% YTD. There are 65 mutual funds in the Global Equities category with higher YTD returns, going as high as 24.97%.
| Symbol | Name | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|
| AMG Yacktman Global Fund | 24.97% | — | Jan 2017 | SGMAX vs YFSIX | |
| AMG Yacktman Global Fund Class N | 24.78% | — | — | SGMAX vs YFSNX | |
| LSV Global Value Fund | 24.67% | — | Jun 2014 | SGMAX vs LVAGX | |
| T. Rowe Price Global Technology Fund I Class | 23.72% | — | Nov 2016 | SGMAX vs PGTIX | |
| MainStay Epoch Global Equity Yield Fund | 21.42% | — | Dec 2005 | SGMAX vs EPSYX |
Lowest Volatility Alternatives to SGMAX
SGMAX has 7.56% 1-year volatility. There are 6 mutual funds in the Global Equities category with lower 1-year volatility, going as low as 6.87%.
| Symbol | Name | Volatility 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| Catalyst/Millburn Hedge Strategy Fund | 6.87% | — | Dec 2015 | SGMAX vs MBXAX | |
| Catalyst/Millburn Hedge Strategy Fund Class I | 6.90% | — | Dec 1996 | SGMAX vs MBXIX | |
| Vanguard Global Minimum Volatility Fund Investor S... | 6.99% | 2.00B | Dec 2013 | SGMAX vs VMVFX | |
| Vanguard Global Minimum Volatility Fund Admiral Sh... | 7.01% | 2.00B | Dec 2013 | SGMAX vs VMNVX | |
| SEI Institutional Managed Trust Global Managed Vol... | 7.42% | — | Jul 2006 | SGMAX vs SVTAX |
Lowest Drawdown Alternatives to SGMAX
SGMAX has a 1-year max drawdown of -5.88%. There are 4 mutual funds in the Global Equities category with shallower 1-year drawdowns, going as shallow as -3.85%.
| Symbol | Name | Max Drawdown 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| Catalyst/Millburn Hedge Strategy Fund Class I | -3.85% | — | Dec 1996 | SGMAX vs MBXIX | |
| Catalyst/Millburn Hedge Strategy Fund | -3.89% | — | Dec 2015 | SGMAX vs MBXAX | |
| Russell Investment Tax-Managed Real Assets Fund | -5.21% | — | Jun 2019 | SGMAX vs RTXAX | |
| LSV Global Managed Volatility Fund | -5.76% | — | Jun 2014 | SGMAX vs LVAFX | |
| SEI Institutional Managed Trust Global Managed Vol... | -5.99% | — | Jul 2006 | SGMAX vs SVTAX |
Other Mutual Funds from BlackRock
The 10 most viewed BlackRock mutual funds shown here include ECAT, WFSPX, BDMIX and span 10 categories. AUM among these funds goes as high as $12B.
Often Compared With SGMAX
Investors most often compare SGMAX with HLMGX, GWPFX, GQRPX. These 20 comparison targets span 5 categories, based on PortfoliosLab usage data.
Compare SGMAX with Any Fund or Stock
Compare SGMAX with any ETF, mutual fund, or stock using PortfoliosLab's comparison tool.
Pair SGMAX with funds that move differently
SEI Institutional Investments Trust Global Managed Volatility Fund alternatives help with substitution. Diversifiers are the next step when you want funds with lower historical correlation to SGMAX.
Explore SGMAX Diversifiers