SVOAX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Fidelity Asset Manager 70% Fund (FASGX).
SVOAX is managed by BlackRock. It was launched on Oct 28, 2004. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
SVOAX vs. FASGX - Performance Comparison
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SVOAX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 0.30% | 10.47% | 15.46% | 3.68% | -1.10% | 19.77% | -2.15% | 24.17% | -2.75% | 14.04% |
FASGX Fidelity Asset Manager 70% Fund | -0.70% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, SVOAX achieves a 0.30% return, which is significantly higher than FASGX's -0.70% return. Over the past 10 years, SVOAX has underperformed FASGX with an annualized return of 8.43%, while FASGX has yielded a comparatively higher 8.96% annualized return.
SVOAX
- 1D
- 1.23%
- 1M
- -3.87%
- YTD
- 0.30%
- 6M
- 0.64%
- 1Y
- 6.59%
- 3Y*
- 10.07%
- 5Y*
- 7.72%
- 10Y*
- 8.43%
FASGX
- 1D
- 2.36%
- 1M
- -4.75%
- YTD
- -0.70%
- 6M
- 1.92%
- 1Y
- 17.75%
- 3Y*
- 12.59%
- 5Y*
- 6.64%
- 10Y*
- 8.96%
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SVOAX vs. FASGX - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
SVOAX vs. FASGX — Risk / Return Rank
SVOAX
FASGX
SVOAX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Fidelity Asset Manager 70% Fund (FASGX). 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.
| SVOAX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.41 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.83 | 2.01 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.30 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.00 | -1.23 |
Martin ratioReturn relative to average drawdown | 3.73 | 8.74 | -5.01 |
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
| SVOAX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.41 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.55 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.71 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.60 | -0.06 |
Correlation
The correlation between SVOAX and FASGX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SVOAX vs. FASGX - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.90%, more than FASGX's 7.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 16.90% | 16.95% | 17.05% | 13.66% | 11.01% | 18.42% | 1.47% | 4.66% | 13.86% | 9.21% | 4.35% | 6.58% |
FASGX Fidelity Asset Manager 70% Fund | 7.39% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
SVOAX vs. FASGX - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, roughly equal to the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for SVOAX and FASGX.
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Drawdown Indicators
| SVOAX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -47.35% | +0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -9.07% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -23.54% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -27.20% | -6.89% |
Current DrawdownCurrent decline from peak | -5.84% | -5.77% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -6.74% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.07% | -0.01% |
Volatility
SVOAX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.98%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOAX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 5.30% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 8.12% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 13.00% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 12.18% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 12.58% | +3.58% |