SGARX vs. SVTAX
SGARX (Virtus SGA Global Growth Fund) and SVTAX (SEI Institutional Managed Trust Global Managed Volatility Fund) are both Global Equities funds. Over the past 5 years, SGARX returned -0.01%/yr vs 7.63%/yr for SVTAX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 1.11%/yr for SVTAX.
Performance
SGARX vs. SVTAX - Performance Comparison
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Returns By Period
In the year-to-date period, SGARX achieves a -6.28% return, which is significantly lower than SVTAX's 7.32% return.
SGARX
- 1D
- 1.61%
- 1M
- -0.52%
- 6M
- -3.82%
- YTD
- -6.28%
- 1Y
- -6.13%
- 3Y*
- 4.28%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 6.72%
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 |
SGARX vs. SVTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGARX Virtus SGA Global Growth Fund | -6.28% | 3.75% | 9.88% | 27.17% | -25.69% | 8.31% | 31.26% | 11.44% |
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 7.32% | 13.44% | 12.77% | 7.77% | -7.80% | 18.18% | -2.68% | 9.22% |
Correlation
The correlation between SGARX and SVTAX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.70 |
Over the past year, the correlation between SGARX and SVTAX has dropped to 0.47 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
SGARX vs. SVTAX — Risk / Return Rank
SGARX
SVTAX
SGARX vs. SVTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) 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.
| SGARX | SVTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.81 | -2.26 |
| Martin ratioReturn relative to average drawdown | -1.14 | 4.98 | -6.11 |
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Drawdowns
SGARX vs. SVTAX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, smaller than the maximum SVTAX drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for SGARX and SVTAX.
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Drawdown Indicators
| SGARX | SVTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -43.81% | +6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -5.99% | -13.20% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -10.37% | -23.49% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -16.52% | -20.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.02% | — |
Current DrawdownCurrent decline from peak | -25.00% | -0.44% | -24.56% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -8.01% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 2.17% | +5.49% |
Volatility
SGARX vs. SVTAX - Volatility Comparison
Virtus SGA Global Growth Fund (SGARX) has a higher volatility of 4.12% compared to SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) at 2.81%. This indicates that SGARX'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
| SGARX | SVTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.81% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 5.73% | +6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 7.42% | +7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 10.64% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 12.24% | +11.05% |
SGARX vs. SVTAX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than SVTAX's 1.11% expense ratio.
Dividends
SGARX vs. SVTAX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, more than SVTAX's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGARX Virtus SGA Global Growth Fund | 13.62% | 12.76% | 25.64% | 0.00% | 2.52% | 6.86% | 3.18% | 0.05% | 0.00% | 0.00% | 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
SGARX and SVTAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGARX has higher volatility (4.12%) compared to SVTAX (2.81%). In terms of maximum drawdown, SGARX dropped -37.07% vs SVTAX's -43.81%.
SVTAX currently has the higher Sharpe Ratio (1.46 vs -0.58), 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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