SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX)
Under normal circumstances, the fund will invest at least 80% of its net assets in non-U.S. equity securities. It will invest primarily in companies located in developed countries. Each Sub-Adviser and Adviser seeks to achieve lower volatility by constructing a portfolio of securities that primarily exhibit a more stable historical or predicted price and earnings behavior (i.e. absolute risk), but also take into consideration low correlation attributes and expected returns.
Fund Info
US78413L6130
Oct 16, 2016
$100,000
Large-Cap
Value
Expense Ratio
SIMYX has an expense ratio of 0.86%, placing it in the medium range.
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 Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) returned 18.14% year-to-date (YTD) and 19.96% over the past 12 months.
SIMYX
18.14%
3.20%
15.45%
19.96%
10.26%
9.23%
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of SIMYX, 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 | 3.20% | 3.28% | 2.82% | 5.40% | 2.28% | 18.14% | |||||||
| 2024 | 0.66% | 0.28% | 2.63% | -1.47% | 4.00% | -1.88% | 4.64% | 4.00% | 0.67% | -5.07% | 0.88% | -2.78% | 6.26% |
| 2023 | 4.87% | -1.88% | 2.42% | 3.83% | -5.30% | 3.70% | 2.89% | -2.25% | -2.01% | -2.54% | 5.42% | 3.96% | 13.11% |
| 2022 | -1.33% | -1.35% | -0.64% | -4.23% | 0.48% | -6.60% | 2.35% | -4.80% | -8.51% | 4.13% | 8.60% | 1.13% | -11.38% |
| 2021 | -0.84% | -0.56% | 3.67% | 1.72% | 3.66% | -1.38% | 1.13% | 1.47% | -3.74% | 1.68% | -4.00% | 5.19% | 7.83% |
| 2020 | -1.08% | -8.08% | -12.34% | 5.07% | 2.79% | 2.29% | 2.55% | 3.38% | -2.21% | -3.93% | 8.80% | 3.41% | -1.33% |
| 2019 | 5.75% | 1.33% | 1.80% | 0.75% | -3.16% | 4.03% | -1.47% | -1.50% | 2.47% | 3.24% | 0.63% | 2.45% | 17.19% |
| 2018 | 3.95% | -3.89% | -0.77% | 0.95% | -1.80% | -1.49% | 2.22% | -1.04% | 0.09% | -6.58% | -0.00% | -4.03% | -12.12% |
| 2017 | 2.94% | 1.57% | 1.94% | 2.19% | 4.47% | -0.44% | 2.15% | 0.61% | 0.78% | 0.35% | 1.55% | 1.28% | 21.09% |
| 2016 | 0.00% | -3.20% | 2.05% | -1.21% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, SIMYX is among the top 13% 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 Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) 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 Managed Trust Tax-Managed International Managed Volatility Fund provided a 4.46% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.56 | $0.56 | $0.38 | $0.30 | $0.38 | $0.21 | $0.47 | $0.30 | $0.32 | $0.01 |
Dividend yield | 4.46% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 4.25% | 3.00% | 2.73% | 0.09% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Tax-Managed International 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 | $0.56 | $0.56 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2019 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.47 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2016 | $0.01 | $0.01 |
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 Managed Trust Tax-Managed International 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 Managed Trust Tax-Managed International Managed Volatility Fund was 31.30%, occurring on Mar 23, 2020. Recovery took 262 trading sessions.
The current SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund drawdown is 0.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.3% | Jan 29, 2018 | 541 | Mar 23, 2020 | 262 | Apr 7, 2021 | 803 |
| -25.06% | Sep 8, 2021 | 277 | Oct 12, 2022 | 351 | Mar 7, 2024 | 628 |
| -9.47% | Sep 30, 2024 | 72 | Jan 13, 2025 | 35 | Mar 5, 2025 | 107 |
| -8.57% | Mar 20, 2025 | 13 | Apr 7, 2025 | 8 | Apr 17, 2025 | 21 |
| -5.74% | Aug 1, 2024 | 3 | Aug 5, 2024 | 9 | Aug 16, 2024 | 12 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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