SIMYX vs. QFVOX

Last updated Aug 4, 2026

SIMYX (SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund) and QFVOX (Pear Tree Polaris Foreign Value Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, SIMYX returned 9.09%/yr vs 11.83%/yr for QFVOX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. SIMYX charges 0.86%/yr vs 1.40%/yr for QFVOX.

Performance

SIMYX vs. QFVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Pear Tree Polaris Foreign Value Fund (QFVOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIMYX achieves a 11.18% return, which is significantly lower than QFVOX's 21.28% return.

SIMYX

• 1D: -0.86%
• 1M: 3.68%
• 6M: 6.42%
• YTD: 11.18%
• 1Y: 20.49%
• 3Y*: 16.57%
• 5Y*: 9.09%
• 10Y*: —
• ALL TIME*: 7.66%

QFVOX

• 1D: 1.71%
• 1M: 3.79%
• 6M: 13.92%
• YTD: 21.28%
• 1Y: 39.79%
• 3Y*: 19.09%
• 5Y*: 11.83%
• 10Y*: 10.51%
• ALL TIME*: 7.27%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QFVOX Pear Tree Polaris Foreign Value Fund	$0.00	$0.00	$0.00
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	$0.00	$0.00	$0.00

SIMYX vs. QFVOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	11.18%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%
QFVOX Pear Tree Polaris Foreign Value Fund	21.28%	33.85%	-0.70%	19.88%	-17.14%	19.44%	2.65%	17.93%	-13.28%	25.24%

Correlation

The correlation between SIMYX and QFVOX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.77

The correlation between SIMYX and QFVOX shifts across timeframes, from 0.57 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SIMYX vs. QFVOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SIMYX

SIMYX Risk / Return Rank: 73
SIMYX Sharpe Ratio Rank: 83
SIMYX Sortino Ratio Rank: 83
SIMYX Omega Ratio Rank: 80
SIMYX Calmar Ratio Rank: 73
SIMYX Martin Ratio Rank: 48

QFVOX

QFVOX Risk / Return Rank: 91
QFVOX Sharpe Ratio Rank: 94
QFVOX Sortino Ratio Rank: 91
QFVOX Omega Ratio Rank: 89
QFVOX Calmar Ratio Rank: 90
QFVOX Martin Ratio Rank: 89

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SIMYX vs. QFVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) and Pear Tree Polaris Foreign Value Fund (QFVOX). 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.

	SIMYX	QFVOX	Difference
Sharpe ratio: Return per unit of total volatility	2.05	2.52	-0.47
Sortino ratio: Return per unit of downside risk	3.00	3.44	-0.44
Omega ratio: Gain probability vs. loss probability	1.38	1.47	-0.09
Calmar ratio: Return relative to maximum drawdown	2.47	3.54	-1.07
Martin ratio: Return relative to average drawdown	7.13	12.57	-5.44

SIMYX vs. QFVOX - Sharpe Ratio Comparison

The current SIMYX Sharpe Ratio is 2.05, which is comparable to the QFVOX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of SIMYX and QFVOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SIMYX vs. QFVOX - Drawdown Comparison

The maximum SIMYX drawdown since its inception was -32.14%, smaller than the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for SIMYX and QFVOX.

Drawdown Indicators

	SIMYX	QFVOX	Difference
Max Drawdown Largest peak-to-trough decline	-32.14%	-70.51%	+38.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-11.02%	+2.47%
Max Drawdown (3Y) Largest decline over 3 years	-9.47%	-14.92%	+5.45%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	-32.90%	+7.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.52%	—
Current Drawdown Current decline from peak	-0.86%	0.00%	-0.86%
Average Drawdown Average peak-to-trough decline	-6.05%	-15.22%	+9.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	3.09%	-0.13%

Volatility

SIMYX vs. QFVOX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) is 3.33%, while Pear Tree Polaris Foreign Value Fund (QFVOX) has a volatility of 4.42%. This indicates that SIMYX experiences smaller price fluctuations and is considered to be less risky than QFVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIMYX	QFVOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	4.42%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	13.92%	-5.23%
Volatility (1Y) Calculated over the trailing 1-year period	10.34%	15.51%	-5.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.45%	15.59%	-4.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.21%	16.37%	-4.16%

SIMYX vs. QFVOX - Expense Ratio Comparison

SIMYX has a 0.86% expense ratio, which is lower than QFVOX's 1.40% expense ratio.

Dividends

SIMYX vs. QFVOX - Dividend Comparison

SIMYX's dividend yield for the trailing twelve months is around 2.82%, less than QFVOX's 4.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QFVOX Pear Tree Polaris Foreign Value Fund	4.66%	5.66%	1.95%	1.88%	1.43%	10.11%	1.58%	1.14%	0.98%	0.60%	1.02%	1.58%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	2.82%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIMYX and QFVOX in my portfolio?

SIMYX and QFVOX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIMYX or QFVOX?

QFVOX has higher volatility (4.42%) compared to SIMYX (3.33%). In terms of maximum drawdown, SIMYX dropped -32.14% vs QFVOX's -70.51%.

Which has better risk-adjusted returns?

QFVOX currently has the higher Sharpe Ratio (2.52 vs 2.05), 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.