AUXFX vs. SVYAX

Last updated Jun 4, 2026

AUXFX (Auxier Focus Fund) and SVYAX (SEI Institutional Investments Trust U.S. Managed Volatility Fund) are both Large Cap Value Equities funds. Over the past 10 years, AUXFX returned 9.95%/yr vs 9.59%/yr for SVYAX. Their correlation of 0.91 suggests significant overlap in exposure. AUXFX charges 0.92%/yr vs 0.72%/yr for SVYAX.

Performance

AUXFX vs. SVYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Auxier Focus Fund (AUXFX) and SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AUXFX achieves a 6.76% return, which is significantly lower than SVYAX's 7.27% return. Both investments have delivered pretty close results over the past 10 years, with AUXFX having a 9.95% annualized return and SVYAX not far behind at 9.59%.

AUXFX

• 1D: 0.14%
• 1M: 0.99%
• YTD: 6.76%
• 6M: 8.10%
• 1Y: 16.79%
• 3Y*: 13.62%
• 5Y*: 8.56%
• 10Y*: 9.95%

SVYAX

• 1D: 0.30%
• 1M: 3.03%
• YTD: 7.27%
• 6M: 8.10%
• 1Y: 12.45%
• 3Y*: 13.35%
• 5Y*: 8.31%
• 10Y*: 9.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AUXFX vs. SVYAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AUXFX Auxier Focus Fund	6.76%	15.23%	11.31%	9.76%	-4.52%	20.03%	6.04%	20.20%	-4.13%	17.75%
SVYAX SEI Institutional Investments Trust U.S. Managed Volatility Fund	7.27%	10.79%	15.71%	3.99%	-0.50%	20.55%	-1.88%	23.91%	-2.43%	15.25%

Correlation

The correlation between AUXFX and SVYAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 12, 2009	0.91

The correlation between AUXFX and SVYAX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

Return for Risk

AUXFX vs. SVYAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUXFX

AUXFX Risk / Return Rank: 51
AUXFX Sharpe Ratio Rank: 46
AUXFX Sortino Ratio Rank: 47
AUXFX Omega Ratio Rank: 42
AUXFX Calmar Ratio Rank: 65
AUXFX Martin Ratio Rank: 57

SVYAX

SVYAX Risk / Return Rank: 32
SVYAX Sharpe Ratio Rank: 26
SVYAX Sortino Ratio Rank: 27
SVYAX Omega Ratio Rank: 24
SVYAX Calmar Ratio Rank: 43
SVYAX Martin Ratio Rank: 41

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AUXFX vs. SVYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Auxier Focus Fund (AUXFX) and SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AUXFX	SVYAX	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.47	+0.51
Sortino ratio: Return per unit of downside risk	2.90	2.16	+0.75
Omega ratio: Gain probability vs. loss probability	1.35	1.26	+0.09
Calmar ratio: Return relative to maximum drawdown	3.13	2.51	+0.62
Martin ratio: Return relative to average drawdown	11.37	8.83	+2.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUXFX vs. SVYAX - Sharpe Ratio Comparison

The current AUXFX Sharpe Ratio is 1.98, which is higher than the SVYAX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AUXFX and SVYAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AUXFX	SVYAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	1.47	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.55	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.61	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.69	-0.11

Drawdowns

AUXFX vs. SVYAX - Drawdown Comparison

The maximum AUXFX drawdown since its inception was -39.82%, which is greater than SVYAX's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AUXFX and SVYAX.

Drawdown Indicators

	AUXFX	SVYAX	Difference
Max Drawdown Largest peak-to-trough decline	-39.82%	-33.99%	-5.83%
Max Drawdown (1Y) Largest decline over 1 year	-5.42%	-5.09%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-9.30%	-15.07%	+5.77%
Max Drawdown (5Y) Largest decline over 5 years	-15.73%	-16.07%	+0.34%
Max Drawdown (10Y) Largest decline over 10 years	-33.69%	-33.99%	+0.30%
Current Drawdown Current decline from peak	-1.98%	0.00%	-1.98%
Average Drawdown Average peak-to-trough decline	-4.42%	-3.43%	-0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	1.45%	+0.04%

Volatility

AUXFX vs. SVYAX - Volatility Comparison

Auxier Focus Fund (AUXFX) has a higher volatility of 2.27% compared to SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) at 1.86%. This indicates that AUXFX's price experiences larger fluctuations and is considered to be riskier than SVYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUXFX	SVYAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.27%	1.86%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	6.15%	5.83%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	8.57%	8.72%	-0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.17%	15.14%	-2.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.19%	15.70%	-0.51%

AUXFX vs. SVYAX - Expense Ratio Comparison

AUXFX has a 0.92% expense ratio, which is higher than SVYAX's 0.72% expense ratio.

Dividends

AUXFX vs. SVYAX - Dividend Comparison

AUXFX's dividend yield for the trailing twelve months is around 2.66%, less than SVYAX's 87.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUXFX Auxier Focus Fund	2.66%	2.84%	3.41%	4.38%	3.02%	2.49%	2.36%	6.03%	6.82%	5.52%	2.77%	5.76%
SVYAX SEI Institutional Investments Trust U.S. Managed Volatility Fund	87.75%	94.03%	12.40%	12.69%	12.35%	21.57%	2.24%	6.34%	18.49%	11.02%	7.34%	8.75%

Frequently Asked Questions

Can I hold both AUXFX and SVYAX in my portfolio?

AUXFX and SVYAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AUXFX or SVYAX?

AUXFX has higher volatility (2.27%) compared to SVYAX (1.86%). In terms of maximum drawdown, AUXFX dropped -39.82% vs SVYAX's -33.99%.

Which has better risk-adjusted returns?

AUXFX currently has the higher Sharpe Ratio (1.98 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.