SVOAX vs. GQHPX
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and GQG Partners US Quality Dividend Income Fund (GQHPX).
SVOAX is managed by BlackRock. It was launched on Oct 28, 2004. GQHPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
SVOAX vs. GQHPX - Performance Comparison
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SVOAX vs. GQHPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 0.30% | 10.47% | 15.46% | 3.68% | -1.10% | 5.78% |
GQHPX GQG Partners US Quality Dividend Income Fund | 10.42% | 7.53% | 12.69% | 3.94% | 6.73% | 10.34% |
Returns By Period
In the year-to-date period, SVOAX achieves a 0.30% return, which is significantly lower than GQHPX's 10.42% return.
SVOAX
- 1D
- 0.00%
- 1M
- -3.52%
- YTD
- 0.30%
- 6M
- 0.91%
- 1Y
- 6.15%
- 3Y*
- 10.07%
- 5Y*
- 7.72%
- 10Y*
- 8.43%
GQHPX
- 1D
- -1.23%
- 1M
- -2.57%
- YTD
- 10.42%
- 6M
- 10.57%
- 1Y
- 10.19%
- 3Y*
- 12.24%
- 5Y*
- —
- 10Y*
- —
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SVOAX vs. GQHPX - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than GQHPX's 0.57% expense ratio.
Return for Risk
SVOAX vs. GQHPX — Risk / Return Rank
SVOAX
GQHPX
SVOAX vs. GQHPX - 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 GQG Partners US Quality Dividend Income Fund (GQHPX). 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 | GQHPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.82 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.14 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.17 | -0.50 |
Martin ratioReturn relative to average drawdown | 3.24 | 3.84 | -0.60 |
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 | GQHPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.82 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.87 | -0.33 |
Correlation
The correlation between SVOAX and GQHPX is 0.74, 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. GQHPX - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.90%, more than GQHPX's 2.70% 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% |
GQHPX GQG Partners US Quality Dividend Income Fund | 2.70% | 2.98% | 3.14% | 2.64% | 3.24% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVOAX vs. GQHPX - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for SVOAX and GQHPX.
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Drawdown Indicators
| SVOAX | GQHPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -17.26% | -29.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -8.17% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | — | — |
Current DrawdownCurrent decline from peak | -5.84% | -3.35% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -3.36% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.65% | -0.57% |
Volatility
SVOAX vs. GQHPX - Volatility Comparison
SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and GQG Partners US Quality Dividend Income Fund (GQHPX) have volatilities of 2.98% and 2.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOAX | GQHPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 2.84% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 7.09% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 11.93% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 12.68% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 12.68% | +3.48% |