CCGSX vs. SVTAX
CCGSX (Chautauqua Global Growth Fund) and SVTAX (SEI Institutional Managed Trust Global Managed Volatility Fund) are both Global Equities funds. Over the past 5 years, CCGSX returned 6.92%/yr vs 7.63%/yr for SVTAX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. CCGSX charges 1.05%/yr vs 1.11%/yr for SVTAX.
Performance
CCGSX vs. SVTAX - Performance Comparison
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Returns By Period
In the year-to-date period, CCGSX achieves a 4.19% return, which is significantly lower than SVTAX's 7.32% return.
CCGSX
- 1D
- 1.66%
- 1M
- 2.41%
- 6M
- 1.76%
- YTD
- 4.19%
- 1Y
- 17.15%
- 3Y*
- 13.76%
- 5Y*
- 6.92%
- 10Y*
- —
- ALL TIME*
- 12.83%
SVTAX
- 1D
- -0.44%
- 1M
- 3.20%
- 6M
- 5.02%
- YTD
- 7.32%
- 1Y
- 11.57%
- 3Y*
- 11.84%
- 5Y*
- 7.63%
- 10Y*
- 7.24%
- ALL TIME*
- 6.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CCGSX vs. SVTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCGSX Chautauqua Global Growth Fund | 4.19% | 22.12% | 16.07% | 16.01% | -20.32% | 12.64% | 37.94% | 29.74% | -14.81% | 35.42% |
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 7.32% | 13.44% | 12.77% | 7.77% | -7.80% | 18.18% | -2.68% | 19.81% | -6.47% | 17.19% |
Correlation
The correlation between CCGSX and SVTAX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.69 |
Over the past year, the correlation between CCGSX and SVTAX has dropped to 0.43 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
CCGSX vs. SVTAX — Risk / Return Rank
CCGSX
SVTAX
CCGSX vs. SVTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chautauqua Global Growth Fund (CCGSX) and SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCGSX | SVTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.81 | -0.94 |
| Martin ratioReturn relative to average drawdown | 2.73 | 4.98 | -2.25 |
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Drawdowns
CCGSX vs. SVTAX - Drawdown Comparison
The maximum CCGSX drawdown since its inception was -32.68%, smaller than the maximum SVTAX drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for CCGSX and SVTAX.
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Drawdown Indicators
| CCGSX | SVTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -43.81% | +11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -16.92% | -5.99% | -10.93% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -10.37% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -16.52% | -16.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.02% | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.44% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -8.01% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 2.17% | +3.19% |
Volatility
CCGSX vs. SVTAX - Volatility Comparison
Chautauqua Global Growth Fund (CCGSX) has a higher volatility of 3.88% compared to SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) at 2.81%. This indicates that CCGSX's price experiences larger fluctuations and is considered to be riskier than SVTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCGSX | SVTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 2.81% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 5.73% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 7.42% | +8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 10.64% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.58% | 12.24% | +6.34% |
CCGSX vs. SVTAX - Expense Ratio Comparison
CCGSX has a 1.05% expense ratio, which is lower than SVTAX's 1.11% expense ratio.
Dividends
CCGSX vs. SVTAX - Dividend Comparison
CCGSX's dividend yield for the trailing twelve months is around 2.82%, less than SVTAX's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCGSX Chautauqua Global Growth Fund | 2.82% | 2.93% | 1.73% | 0.17% | 0.13% | 0.35% | 0.24% | 1.37% | 1.44% | 3.52% | 0.00% | 0.00% |
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 8.17% | 8.77% | 8.68% | 5.76% | 10.62% | 11.81% | 1.00% | 5.39% | 10.70% | 7.90% | 5.97% | 6.45% |
Frequently Asked Questions
CCGSX and SVTAX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCGSX has higher volatility (3.88%) compared to SVTAX (2.81%). In terms of maximum drawdown, CCGSX dropped -32.68% vs SVTAX's -43.81%.
SVTAX currently has the higher Sharpe Ratio (1.46 vs 0.92), 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.
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