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 | |
| USAA Cornerstone Equity Fund | 0.09% | — | Jun 2012 | SGMAX vs UCEQX | |
| Vanguard Total World Stock Index Fund Admiral Shar... | 0.09% | 95.30B | Feb 2019 | SGMAX vs VTWAX |
Best Risk-Adjusted Alternatives to SGMAX
SGMAX has a PortfoliosLab risk / return rank of 79. There are 27 mutual funds in the Global Equities category with higher risk-adjusted ranks, going as high as 94.
| Symbol | Name | Risk / Return Rank | AUM | Inception | |
|---|---|---|---|---|---|
| LSV Global Value Fund | 94 | — | Jun 2014 | SGMAX vs LVAGX | |
| MainStay Epoch Global Equity Yield Fund | 93 | — | Dec 2005 | SGMAX vs EPSYX | |
| John Hancock Global Shareholder Yield Fund | 92 | — | Feb 2007 | SGMAX vs JGYIX | |
| Wasatch Global Value Fund Investor Class Shares | 91 | — | Sep 1996 | SGMAX vs FMIEX | |
| Vanguard Global Capital Cycles Fund | 91 | 3.90B | May 1984 | SGMAX vs VGPMX |
Top Performing SGMAX Alternatives (YTD)
SGMAX is at 9.58% YTD. There are 135 mutual funds in the Global Equities category with higher YTD returns, going as high as 34.74%.
| Symbol | Name | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|
| T. Rowe Price Global Technology Fund I Class | 34.74% | — | Nov 2016 | SGMAX vs PGTIX | |
| Oberweis Global Opportunities Fund | 26.27% | — | Jan 1987 | SGMAX vs OBEGX | |
| LSV Global Value Fund | 23.68% | — | Jun 2014 | SGMAX vs LVAGX | |
| Ariel Global Fund | 22.71% | — | Dec 2011 | SGMAX vs AGLOX | |
| AMG Yacktman Global Fund Class N | 21.13% | — | — | SGMAX vs YFSNX |
Lowest Volatility Alternatives to SGMAX
SGMAX has 7.60% 1-year volatility. There are 4 mutual funds in the Global Equities category with lower 1-year volatility, going as low as 6.99%.
| Symbol | Name | Volatility 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| Vanguard Global Minimum Volatility Fund Investor S... | 6.99% | 2.00B | Dec 2013 | SGMAX vs VMVFX | |
| Vanguard Global Minimum Volatility Fund Admiral Sh... | 7.00% | 2.00B | Dec 2013 | SGMAX vs VMNVX | |
| SEI Institutional Managed Trust Global Managed Vol... | 7.23% | — | Jul 2006 | SGMAX vs SVTAX | |
| MFS Global Total Return Fund Class I | 7.54% | — | Sep 1990 | SGMAX vs MFWIX | |
| MFS Low Volatility Global Equity Fund | 8.31% | — | Dec 2013 | SGMAX vs MVGIX |
Lowest Drawdown Alternatives to SGMAX
SGMAX has a 1-year max drawdown of -5.88%. There are 2 mutual funds in the Global Equities category with shallower 1-year drawdowns, going as shallow as -5.21%.
| Symbol | Name | Max Drawdown 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| 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 | |
| Cohen & Steers Global Infrastructure Fund Class A | -5.99% | — | Aug 2017 | SGMAX vs CSUAX | |
| SEI Institutional Managed Trust Global Managed Vol... | -5.99% | — | Jul 2006 | SGMAX vs SVTAX | |
| Nuveen Global Infrastructure Fund Class A | -6.04% | — | Dec 2007 | SGMAX vs FGIAX |
Other Mutual Funds from BlackRock
The 10 most viewed BlackRock mutual funds shown here include ECAT, WFSPX, BDMIX and span 9 categories.
| Symbol | Name | Category | Risk / Return Rank | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|---|---|
| BlackRock ESG Capital Allocation Term Trust | Tactical Allocation, Derivative Income, ESG | 39 | 15.10% | — | Sep 2021 | SGMAX vs ECAT | |
| iShares S&P 500 Index Fund Class K | S&P 500 | 65 | 11.33% | — | Jul 1993 | SGMAX vs WFSPX | |
| BlackRock Global Equity Market Neutral Fund Class ... | Equity Market Neutral | 96 | 11.25% | — | Dec 2012 | SGMAX vs BDMIX | |
| BlackRock LifePath Index 2055 Fund | Target Retirement Date | 64 | 12.43% | — | May 2011 | SGMAX vs LIVIX | |
| Fidelity Asset Manager 70% Fund | Diversified Portfolio | 73 | 11.70% | — | Dec 1991 | SGMAX vs FASGX | |
| AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 51 | 9.56% | — | Jul 2010 | SGMAX vs ASFYX | |
| BlackRock Enhanced Equity Dividend Fund | Derivative Income | 41 | 5.97% | — | Aug 2005 | SGMAX vs BDJ | |
| BlackRock Technology Opportunities Fund Investor A | Technology Equities | 50 | 34.57% | — | Apr 2000 | SGMAX vs BGSAX | |
| Fidelity Asset Manager 40% Fund | Diversified Portfolio | 72 | 6.74% | — | Oct 2007 | SGMAX vs FFANX | |
| Fidelity Asset Manager 85% Fund | Diversified Portfolio | 72 | 13.91% | — | Sep 1999 | SGMAX vs FAMRX |
Often Compared With SGMAX
Investors most often compare SGMAX with HLMGX, GWPFX, GQRPX. These 20 comparison targets span 2 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