SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX)
The investment seeks capital appreciation with less volatility than the broad U.S. equity markets. The fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, exchange-traded funds (ETFs) and warrants. It may also, to a lesser extent, invest in American Depositary Receipts (ADRs), real estate investment trusts (REITs), and securities of non-U.S. companies.
Fund Info
US7839254809
783925480
Oct 28, 2004
$100,000
Large-Cap
Value
Expense Ratio
SVOAX has an expense ratio of 0.90%, 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 U.S. Managed Volatility Fund (SVOAX) returned 3.53% year-to-date (YTD) and 12.22% over the past 12 months. Over the past 10 years, SVOAX returned 8.03% annually, underperforming the S&P 500 benchmark at 10.78%.
SVOAX
3.53%
3.61%
-1.14%
12.22%
11.83%
8.03%
^GSPC (Benchmark)
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
Monthly Returns
The table below presents the monthly returns of SVOAX, 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 | 3.45% | 1.74% | -1.37% | -1.39% | 1.13% | 3.53% | |||||||
| 2024 | 1.78% | 1.96% | 4.52% | -4.43% | 2.62% | -0.34% | 5.13% | 3.54% | 1.49% | -1.20% | 6.04% | -5.91% | 15.46% |
| 2023 | 2.07% | -3.05% | 0.52% | 0.60% | -4.36% | 4.69% | 1.47% | -1.22% | -3.19% | -1.92% | 4.89% | 3.65% | 3.68% |
| 2022 | -1.45% | -0.70% | 3.96% | -3.54% | 1.42% | -5.13% | 3.36% | -3.34% | -7.35% | 10.46% | 5.76% | -3.13% | -1.10% |
| 2021 | -0.87% | 1.34% | 7.09% | 3.07% | 2.61% | -0.50% | 1.28% | 1.65% | -4.60% | 3.15% | -2.65% | 7.25% | 19.76% |
| 2020 | -0.67% | -9.38% | -14.66% | 9.26% | 4.06% | -0.70% | 4.28% | 2.91% | -2.89% | -2.96% | 9.09% | 2.28% | -2.15% |
| 2019 | 5.78% | 3.48% | 1.38% | 2.11% | -3.73% | 5.26% | 0.76% | 0.06% | 1.83% | 0.95% | 2.46% | 1.82% | 24.17% |
| 2018 | 2.88% | -4.33% | -0.29% | 0.21% | 0.40% | 1.38% | 3.03% | 2.54% | 0.48% | -3.30% | 2.39% | -7.56% | -2.75% |
| 2017 | 0.35% | 4.11% | -0.06% | 0.42% | 1.07% | -0.06% | 1.55% | -0.22% | 0.94% | 1.25% | 4.02% | -0.05% | 14.04% |
| 2016 | -1.90% | 1.55% | 5.33% | -1.17% | 1.35% | 3.38% | 2.13% | -1.20% | -0.99% | -1.96% | 2.88% | 2.33% | 12.03% |
| 2015 | -0.30% | 2.88% | -0.12% | -0.70% | 1.18% | -1.58% | 2.83% | -4.98% | -1.16% | 4.15% | -0.36% | -0.55% | 0.99% |
| 2014 | -2.48% | 4.38% | 2.29% | 0.95% | 1.65% | 1.63% | -2.31% | 4.34% | -1.63% | 3.88% | 3.04% | -0.08% | 16.45% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, SVOAX is among the top 19% 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 U.S. Managed Volatility Fund (SVOAX) 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 U.S. Managed Volatility Fund provided a 1.65% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.25 | $0.28 | $0.27 | $0.31 | $0.25 | $0.32 | $0.28 | $0.27 | $0.25 | $0.25 | $0.24 |
Dividend yield | 1.65% | 1.81% | 1.96% | 1.73% | 1.78% | 1.44% | 1.75% | 1.87% | 1.52% | 1.48% | 1.55% | 1.46% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust U.S. 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 | $0.06 | $0.00 | $0.06 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.05 | $0.25 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.06 | $0.27 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.11 | $0.31 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.07 | $0.25 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.08 | $0.32 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.09 | $0.28 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 | $0.27 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.07 | $0.25 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.07 | $0.25 |
| 2014 | $0.05 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.06 | $0.24 |
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 U.S. 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 U.S. Managed Volatility Fund was 47.22%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.
The current SEI Institutional Managed Trust U.S. Managed Volatility Fund drawdown is 2.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.22% | Jul 16, 2007 | 415 | Mar 9, 2009 | 538 | Apr 26, 2011 | 953 |
| -34.09% | Feb 18, 2020 | 25 | Mar 23, 2020 | 243 | Mar 10, 2021 | 268 |
| -18.91% | Dec 14, 2018 | 7 | Dec 24, 2018 | 138 | Jul 15, 2019 | 145 |
| -16.53% | Apr 21, 2022 | 113 | Sep 30, 2022 | 331 | Jan 26, 2024 | 444 |
| -15.52% | Jul 8, 2011 | 22 | Aug 8, 2011 | 124 | Feb 3, 2012 | 146 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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