SVOAX vs. BND
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Vanguard Total Bond Market ETF (BND).
SVOAX is managed by Blackrock. It was launched on Oct 28, 2004. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVOAX or BND.
Correlation
The correlation between SVOAX and BND is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SVOAX vs. BND - Performance Comparison
Key characteristics
SVOAX:
0.19
BND:
0.76
SVOAX:
0.30
BND:
1.11
SVOAX:
1.07
BND:
1.13
SVOAX:
0.15
BND:
0.29
SVOAX:
0.45
BND:
1.89
SVOAX:
6.90%
BND:
2.07%
SVOAX:
16.32%
BND:
5.17%
SVOAX:
-49.24%
BND:
-18.84%
SVOAX:
-16.63%
BND:
-8.49%
Returns By Period
In the year-to-date period, SVOAX achieves a 5.10% return, which is significantly higher than BND's 0.95% return. Over the past 10 years, SVOAX has underperformed BND with an annualized return of 0.06%, while BND has yielded a comparatively higher 1.35% annualized return.
SVOAX
5.10%
2.96%
-6.51%
3.39%
-2.73%
0.06%
BND
0.95%
0.90%
-1.34%
4.12%
-0.70%
1.35%
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SVOAX vs. BND - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
SVOAX vs. BND — Risk-Adjusted Performance Rank
SVOAX
BND
SVOAX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
SVOAX vs. BND - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 1.72%, less than BND's 3.68% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 1.72% | 1.81% | 1.96% | 1.73% | 1.78% | 1.44% | 1.75% | 1.87% | 1.52% | 1.48% | 1.55% | 1.46% |
BND Vanguard Total Bond Market ETF | 3.68% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
SVOAX vs. BND - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -49.24%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SVOAX and BND. For additional features, visit the drawdowns tool.
Volatility
SVOAX vs. BND - Volatility Comparison
SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) has a higher volatility of 2.26% compared to Vanguard Total Bond Market ETF (BND) at 1.36%. This indicates that SVOAX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.