SVOAX's Sortino Ratio of 2.25 indicates that for each unit of downside volatility, it generates 2.25 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
SVOAX Sortino Ratio Rank
SVOAX ranks above 64.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
SVOAX Sortino Ratio Market Positioning
The chart shows SVOAX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.38 or lower
- Yellow zone (middle 50%): 1.38 to 2.62
- Green zone (top 25%): 2.62 or higher
- Top 1%: 7.99+
- Median: 2.08 — 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 Sortino 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 Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVAFX | LSV Global Managed Volatility Fund | 4.99 | |||
| SGMAX | SEI Institutional Investments Trust Global Managed Volatility Fund | 3.96 | |||
| LVAMX | LSV U.S. Managed Volatility Fund | 3.55 | |||
| IFTIX | Voya International High Dividend Low Volatility Portfolio | 3.39 | |||
| IGHAX | Voya Global High Dividend Low Volatility Portfolio | 3.10 | |||
| SIMYX | SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.05 | |||
| VMNVX | Vanguard Global Minimum Volatility Fund Admiral Shares | 3.02 | |||
| VMVFX | Vanguard Global Minimum Volatility Fund Investor Shares | 2.99 | |||
| SVYAX | SEI Institutional Investments Trust U.S. Managed Volatility Fund | 2.70 | |||
| FSKLX | Fidelity SAI International Low Volatility Index Fund | 2.57 | |||
| SVOAX | SEI Institutional Managed Trust U.S. Managed Volatility Fund | 2.25 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows SVOAX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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