SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX)
The fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in equity securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, interests in real estate investment trusts, ETFs and warrants. It may also invest in ADRs and securities of non-U.S. companies. The fund uses a multi-manager approach, relying on a number of Sub-Advisers with differing investment philosophies to manage portions of the fund's portfolio under the general supervision of SIMC.
Fund Info
US7839807259
Dec 31, 2008
$100,000
Large-Cap
Value
Expense Ratio
SVYAX has an expense ratio of 0.72%, 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 Investments Trust U.S. Managed Volatility Fund (SVYAX) returned 5.42% year-to-date (YTD) and 14.92% over the past 12 months. Over the past 10 years, SVYAX returned 8.87% annually, underperforming the S&P 500 benchmark at 10.85%.
SVYAX
5.42%
3.17%
-0.75%
14.92%
8.49%
11.50%
8.87%
^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 SVYAX, 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 | 3.49% | 1.73% | -1.11% | -1.86% | 3.17% | 5.42% | |||||||
| 2024 | 1.57% | 2.63% | 4.78% | -4.18% | 2.57% | -0.52% | 5.16% | 3.66% | 1.20% | -1.35% | 5.74% | -5.85% | 15.71% |
| 2023 | 2.04% | -2.83% | 0.52% | 0.69% | -4.18% | 4.72% | 1.54% | -1.09% | -2.98% | -1.97% | 4.96% | 3.72% | 4.70% |
| 2022 | -1.35% | -0.84% | 3.85% | -3.59% | 1.62% | -5.10% | 3.30% | -3.20% | -7.18% | 10.54% | 5.93% | -3.08% | -0.50% |
| 2021 | -0.74% | 1.72% | 7.21% | 2.84% | 2.69% | -0.46% | 1.16% | 1.57% | -4.37% | 3.03% | -2.50% | 7.34% | 20.55% |
| 2020 | -0.85% | -9.40% | -14.49% | 9.40% | 3.84% | -0.74% | 4.04% | 3.12% | -2.87% | -3.01% | 9.59% | 2.31% | -1.84% |
| 2019 | 5.79% | 3.44% | 1.36% | 1.73% | -3.91% | 5.38% | 0.62% | 0.00% | 2.19% | 1.05% | 2.56% | 1.77% | 23.90% |
| 2018 | 3.02% | -4.26% | -0.42% | 0.24% | 0.56% | 1.18% | 3.29% | 2.82% | 0.52% | -3.25% | 2.23% | -7.74% | -2.43% |
| 2017 | 0.43% | 4.04% | 0.00% | 0.46% | 0.89% | 0.07% | 1.89% | -0.13% | 1.06% | 1.56% | 3.92% | 0.22% | 15.26% |
| 2016 | -1.88% | 1.92% | 5.65% | -1.28% | 1.38% | 3.23% | 2.19% | -1.09% | -0.76% | -1.63% | 2.92% | 2.63% | 13.78% |
| 2015 | -0.28% | 2.89% | 0.14% | -0.72% | 1.32% | -1.50% | 2.88% | -5.01% | -1.28% | 4.26% | -0.28% | -0.80% | 1.27% |
| 2014 | -2.68% | 4.53% | 2.61% | 1.04% | 1.59% | 1.63% | -2.28% | 4.46% | -1.58% | 3.98% | 3.10% | -10.15% | 5.40% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, SVYAX 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 Investments Trust U.S. Managed Volatility Fund (SVYAX) 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 Investments Trust U.S. Managed Volatility Fund provided a 11.81% dividend yield over the last twelve months, with an annual payout of $1.38 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.38 | $1.39 | $1.45 | $1.45 | $2.87 | $0.30 | $0.89 | $2.24 | $1.61 | $1.03 | $1.16 | $0.32 |
Dividend yield | 11.81% | 12.41% | 13.39% | 12.35% | 21.57% | 2.24% | 6.33% | 18.50% | 11.03% | 7.35% | 8.75% | 2.26% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments 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 | $0.07 | $0.00 | $0.07 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $1.17 | $1.39 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $1.23 | $1.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $1.22 | $1.45 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $2.60 | $2.87 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.10 | $0.30 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.62 | $0.89 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $1.99 | $2.24 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $1.39 | $1.61 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.76 | $1.03 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.92 | $1.16 |
| 2014 | $0.07 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.08 | $0.32 |
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 Investments 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 Investments Trust U.S. Managed Volatility Fund was 33.99%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The current SEI Institutional Investments Trust U.S. Managed Volatility Fund drawdown is 0.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.99% | Jan 24, 2020 | 41 | Mar 23, 2020 | 226 | Feb 12, 2021 | 267 |
| -20.51% | Jan 12, 2009 | 39 | Mar 9, 2009 | 59 | Jun 2, 2009 | 98 |
| -16.07% | Apr 21, 2022 | 113 | Sep 30, 2022 | 314 | Jan 2, 2024 | 427 |
| -15.35% | Jul 8, 2011 | 22 | Aug 8, 2011 | 117 | Jan 25, 2012 | 139 |
| -14.67% | Dec 4, 2014 | 283 | Jan 20, 2016 | 118 | Jul 8, 2016 | 401 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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