- ISIN
- US7839807259
- Issuer
- BlackRock
- Inception Date
- Dec 31, 2008
- Category
- Large Cap Value Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SVYAX Performance Chart
SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) is up 7.0% since the beginning of the year. SVYAX is currently trading at $7 per share. Investors who bought $1,000 worth of SVYAX shares 5 years ago would now be looking at an investment worth $1,489.
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Returns By Period
SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) has returned 6.95% so far this year and 12.12% over the past 12 months. Over the last ten years, SVYAX has returned 9.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
SEI Institutional Investments Trust U.S. Managed Volatility Fund
- 1D
- 0.45%
- 1M
- 2.73%
- YTD
- 6.95%
- 6M
- 7.78%
- 1Y
- 12.12%
- 3Y*
- 13.23%
- 5Y*
- 8.29%
- 10Y*
- 9.56%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
SVYAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 9, 2009, SVYAX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Oct 2022 with a return of +10.6%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SVYAX closed higher 52% of trading days. The best single day was Dec 15, 2023 with a return of +11.7%, while the worst single day was Dec 6, 2010 at -14.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.20% | 2.61% | -3.44% | 3.29% | 1.81% | 0.45% | 6.95% | ||||||
| 2025 | 3.49% | 1.73% | -1.11% | -1.87% | 3.17% | 1.11% | -0.63% | 3.52% | 0.41% | -1.55% | 2.02% | 0.19% | 10.79% |
| 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% | 0.51% | 0.69% | -4.18% | 4.72% | 1.54% | -1.10% | -2.98% | -2.63% | 4.96% | 3.72% | 3.99% |
| 2022 | -1.35% | -0.84% | 3.85% | -3.58% | 1.62% | -5.10% | 3.29% | -3.20% | -7.18% | 10.55% | 5.93% | -3.07% | -0.50% |
| 2021 | -0.74% | 1.72% | 7.21% | 2.84% | 2.69% | -0.46% | 1.16% | 1.57% | -4.37% | 3.02% | -2.50% | 7.34% | 20.55% |
Benchmark Metrics
SEI Institutional Investments Trust U.S. Managed Volatility Fund has an annualized alpha of 1.40%, beta of 0.70, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 12, 2009.
- This fund participated in 71.73% of S&P 500 Index downside but only 69.36% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.40%
- Beta
- 0.70
- R²
- 0.68
- Upside Capture
- 69.36%
- Downside Capture
- 71.73%
Expense Ratio
SVYAX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SVYAX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and compare them to S&P 500 Index.
| SVYAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 2.24 | -0.81 |
Sortino ratioReturn per unit of downside risk | 2.11 | 3.07 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.93 | -0.48 |
Martin ratioReturn relative to average drawdown | 8.60 | 13.52 | -4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
SEI Institutional Investments Trust U.S. Managed Volatility Fund provided a 88.01% dividend yield over the last twelve months, with an annual payout of $5.96 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $5.96 | $5.99 | $1.39 | $1.38 | $1.45 | $2.87 | $0.30 | $0.89 | $2.24 | $1.61 | $1.03 | $1.16 |
Dividend yield | 88.01% | 94.03% | 12.40% | 12.69% | 12.35% | 21.57% | 2.24% | 6.34% | 18.49% | 11.02% | 7.34% | 8.75% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.06 | $0.00 | $5.75 | $5.99 |
| 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 | $0.00 | $0.00 | $1.23 | $1.38 |
| 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 |
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.99%Mar 2020 | 1mo 4d | 10mo 26d | 12moFeb 2020 - Feb 2021 |
Financial crisis2007–2009 | -20.51%Mar 2009 | 1mo 26d | 2mo 25d | 4mo 21dJan 2009 - Jun 2009 |
2011 correction2011 | -16.34%Aug 2011 | 8mo 5d | 6mo 5d | 1y 2moDec 2010 - Feb 2012 |
Bear market2022 | -16.07%Sep 2022 | 5mo 12d | 1y 2mo | 1y 7moApr 2022 - Dec 2023 |
2025 selloff2025 | -15.07%Apr 2025 | 3mo 20d | 8mo 7d | 11mo 27dDec 2024 - Dec 2025 |
Drawdown Indicators
| SVYAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -56.78% | +22.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.09% | -9.10% | +4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -18.90% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.07% | -25.43% | +9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -33.92% | -0.07% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -10.72% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.97% | -0.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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