SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX)
The investment seeks capital appreciation with less volatility than the broad global equity markets. The fund will typically invest in securities of U.S. and foreign companies of all capitalization ranges. These securities may include common stocks, preferred stocks, warrants, depositary receipts, exchange-traded funds (ETFs) and real estate investment trusts (REITs). It will invest in at least three countries outside of the U.S., but will typically invest much more broadly. The advisor expects that at least 40% of the fund's assets will be invested in non-U.S. securities.
Fund Info
US7839254155
783925415
Jul 26, 2006
$100,000
Large-Cap
Value
Expense Ratio
SVTAX has a high expense ratio of 1.11%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Institutional Managed Trust Global Managed Volatility Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SEI Institutional Managed Trust Global Managed Volatility Fund had a return of 5.35% year-to-date (YTD) and 8.99% in the last 12 months. Over the past 10 years, SEI Institutional Managed Trust Global Managed Volatility Fund had an annualized return of 2.13%, while the S&P 500 had an annualized return of 11.31%, indicating that SEI Institutional Managed Trust Global Managed Volatility Fund did not perform as well as the benchmark.
SVTAX
5.35%
4.22%
-1.16%
8.99%
0.63%
2.13%
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of SVTAX, 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 | 3.07% | 5.35% | |||||||||||
| 2024 | 1.65% | 1.32% | 2.70% | -2.53% | 2.70% | 0.88% | 3.66% | 3.53% | 0.63% | -2.05% | 3.55% | -9.57% | 5.80% |
| 2023 | 1.89% | -1.96% | 2.42% | 2.87% | -3.39% | 3.41% | 0.60% | -1.29% | -2.61% | -1.24% | 5.12% | -1.79% | 3.67% |
| 2022 | -3.94% | -1.00% | 2.58% | -2.87% | -0.55% | -4.55% | 3.70% | -2.82% | -7.73% | 7.02% | 5.68% | -6.89% | -11.95% |
| 2021 | -0.55% | -1.67% | 6.13% | 1.69% | 3.23% | 0.09% | 2.37% | 1.90% | -4.46% | 3.40% | -1.48% | -3.79% | 6.51% |
| 2020 | -0.09% | -8.27% | -11.93% | 7.71% | 2.86% | -0.10% | 3.88% | 2.11% | -2.44% | -3.17% | 6.16% | 2.25% | -2.84% |
| 2019 | 6.16% | 2.28% | 0.65% | 1.29% | -2.01% | 4.56% | 0.98% | -0.79% | 1.87% | 0.52% | 1.48% | -1.41% | 16.42% |
| 2018 | 2.31% | -4.26% | -0.70% | 0.44% | 0.26% | 0.61% | 3.04% | 1.26% | 0.50% | -5.30% | 1.66% | -12.33% | -12.78% |
| 2017 | 0.83% | 3.40% | 0.62% | 1.59% | 1.91% | 0.26% | 0.77% | 0.51% | 0.67% | 1.17% | 2.48% | -4.37% | 10.09% |
| 2016 | -1.97% | 0.77% | 5.03% | -0.09% | 1.27% | 2.32% | 2.18% | -1.97% | 0.35% | -2.87% | 0.18% | -0.89% | 4.13% |
| 2015 | 1.49% | 3.03% | -0.62% | 1.08% | 0.89% | -1.76% | 3.31% | -5.11% | -1.10% | 5.36% | 0.00% | -1.79% | 4.44% |
| 2014 | -1.71% | 3.67% | 1.21% | 1.10% | 2.00% | 0.53% | -0.09% | 2.49% | -1.13% | 2.72% | 2.82% | -6.29% | 7.13% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SVTAX is 49, indicating average performance compared to other mutual funds on our website. Here’s 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 Global Managed Volatility Fund (SVTAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SEI Institutional Managed Trust Global Managed Volatility Fund provided a 1.74% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.17 | $0.53 | $0.13 | $0.09 | $0.28 | $0.29 | $0.18 | $0.32 | $0.55 | $0.57 |
Dividend yield | 1.74% | 1.83% | 1.74% | 5.55% | 1.09% | 0.83% | 2.45% | 2.95% | 1.51% | 2.98% | 5.13% | 5.29% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Global 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 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2016 | $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 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2014 | $0.57 | $0.57 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Managed Trust Global 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 Global Managed Volatility Fund was 43.81%, occurring on Mar 9, 2009. Recovery took 1026 trading sessions.
The current SEI Institutional Managed Trust Global Managed Volatility Fund drawdown is 5.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.81% | Jun 5, 2007 | 442 | Mar 9, 2009 | 1026 | Apr 8, 2013 | 1468 |
| -31.41% | Dec 13, 2017 | 571 | Mar 23, 2020 | 268 | Apr 15, 2021 | 839 |
| -22.51% | Nov 16, 2021 | 220 | Sep 30, 2022 | — | — | — |
| -10.01% | Aug 6, 2015 | 115 | Jan 20, 2016 | 48 | Mar 30, 2016 | 163 |
| -9.05% | Dec 8, 2014 | 7 | Dec 16, 2014 | 88 | Apr 24, 2015 | 95 |
Volatility
Volatility Chart
The current SEI Institutional Managed Trust Global Managed Volatility Fund volatility is 2.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.