SRAAX vs. VOO
Compare and contrast key facts about SEI Institutional Managed Trust Real Return Fund (SRAAX) and Vanguard S&P 500 ETF (VOO).
SRAAX is managed by SEI. It was launched on Jul 1, 2009. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SRAAX vs. VOO - Performance Comparison
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SRAAX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRAAX SEI Institutional Managed Trust Real Return Fund | 0.72% | 6.05% | 4.05% | 4.07% | -4.43% | 6.98% | 5.08% | 4.59% | -0.03% | 0.42% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SRAAX achieves a 0.72% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SRAAX has underperformed VOO with an annualized return of 2.77%, while VOO has yielded a comparatively higher 14.14% annualized return.
SRAAX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.72%
- 6M
- 0.78%
- 1Y
- 3.35%
- 3Y*
- 4.20%
- 5Y*
- 3.18%
- 10Y*
- 2.77%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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SRAAX vs. VOO - Expense Ratio Comparison
SRAAX has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SRAAX vs. VOO — Risk / Return Rank
SRAAX
VOO
SRAAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Real Return Fund (SRAAX) and Vanguard S&P 500 ETF (VOO). 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.
| SRAAX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.01 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.53 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.55 | +1.13 |
Martin ratioReturn relative to average drawdown | 8.72 | 7.31 | +1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRAAX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.01 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.71 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.79 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.83 | +0.13 |
Correlation
The correlation between SRAAX and VOO is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SRAAX vs. VOO - Dividend Comparison
SRAAX's dividend yield for the trailing twelve months is around 4.22%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRAAX SEI Institutional Managed Trust Real Return Fund | 4.22% | 4.25% | 3.35% | 2.58% | 7.65% | 6.49% | 0.56% | 1.75% | 2.63% | 1.12% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SRAAX vs. VOO - Drawdown Comparison
The maximum SRAAX drawdown since its inception was -6.72%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SRAAX and VOO.
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Drawdown Indicators
| SRAAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.72% | -33.99% | +27.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -11.98% | +10.66% |
Max Drawdown (5Y)Largest decline over 5 years | -6.72% | -24.52% | +17.80% |
Max Drawdown (10Y)Largest decline over 10 years | -6.72% | -33.99% | +27.27% |
Current DrawdownCurrent decline from peak | -0.41% | -5.55% | +5.14% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -3.72% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 2.55% | -2.14% |
Volatility
SRAAX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Real Return Fund (SRAAX) is 0.67%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SRAAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRAAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 5.34% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 9.47% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.27% | 18.11% | -15.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.31% | 16.82% | -13.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.75% | 17.99% | -15.24% |