SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) Sharpe Ratio: 1.47

SVOAX's Sharpe Ratio of 1.47 indicates that for each unit of volatility, it generates 1.47 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SVOAX Sharpe Ratio Rank

Average

SVOAX ranks above 58.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

SVOAX Sharpe Ratio Market Positioning

The chart shows SVOAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.93 or lower
Yellow zone (middle 50%): 0.93 to 1.81
Green zone (top 25%): 1.81 or higher
Top 1%: 3.74+
Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares SEI Institutional Managed Trust U.S. Managed Volatility Fund's Sharpe Ratio with other mutual funds in the Low Volatility category across multiple time periods, showing how SVOAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

Symbol	Name	1Y Sharpe Ratio
LVAFX	LSV Global Managed Volatility Fund	3.40
SGMAX	SEI Institutional Investments Trust Global Managed Volatility Fund	2.68
LVAMX	LSV U.S. Managed Volatility Fund	2.44
IFTIX	Voya International High Dividend Low Volatility Portfolio	2.41
IGHAX	Voya Global High Dividend Low Volatility Portfolio	2.11
VMNVX	Vanguard Global Minimum Volatility Fund Admiral Shares	2.09
VMVFX	Vanguard Global Minimum Volatility Fund Investor Shares	2.08
SIMYX	SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	2.08
SVYAX	SEI Institutional Investments Trust U.S. Managed Volatility Fund	1.82
FSKLX	Fidelity SAI International Low Volatility Index Fund	1.75
SVOAX	SEI Institutional Managed Trust U.S. Managed Volatility Fund	1.47

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Historical Sharpe Ratio

The chart shows SVOAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SVOAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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