SVOAX vs. LIVIX
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and BlackRock LifePath Index 2055 Fund (LIVIX).
SVOAX is managed by BlackRock. It was launched on Oct 28, 2004. LIVIX is managed by BlackRock. It was launched on May 30, 2011.
Performance
SVOAX vs. LIVIX - Performance Comparison
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SVOAX vs. LIVIX - 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% |
LIVIX BlackRock LifePath Index 2055 Fund | -1.33% | 21.57% | 13.60% | 21.62% | -18.38% | 18.75% | 14.99% | 26.76% | -7.83% | 21.38% |
Returns By Period
In the year-to-date period, SVOAX achieves a 0.30% return, which is significantly higher than LIVIX's -1.33% return. Over the past 10 years, SVOAX has underperformed LIVIX with an annualized return of 8.43%, while LIVIX has yielded a comparatively higher 10.77% 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%
LIVIX
- 1D
- 3.07%
- 1M
- -5.50%
- YTD
- -1.33%
- 6M
- 1.19%
- 1Y
- 20.91%
- 3Y*
- 15.72%
- 5Y*
- 8.52%
- 10Y*
- 10.77%
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SVOAX vs. LIVIX - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than LIVIX's 0.10% expense ratio.
Return for Risk
SVOAX vs. LIVIX — Risk / Return Rank
SVOAX
LIVIX
SVOAX vs. LIVIX - 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 BlackRock LifePath Index 2055 Fund (LIVIX). 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 | LIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.25 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.85 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.81 | -1.04 |
Martin ratioReturn relative to average drawdown | 3.73 | 8.47 | -4.74 |
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 | LIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.25 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.54 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.65 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.04 |
Correlation
The correlation between SVOAX and LIVIX is 0.83, 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. LIVIX - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.90%, more than LIVIX's 2.52% 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% |
LIVIX BlackRock LifePath Index 2055 Fund | 2.52% | 2.48% | 0.01% | 2.04% | 1.96% | 2.04% | 1.56% | 2.95% | 2.35% | 2.27% | 1.54% | 2.88% |
Drawdowns
SVOAX vs. LIVIX - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, which is greater than LIVIX's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for SVOAX and LIVIX.
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Drawdown Indicators
| SVOAX | LIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -34.44% | -12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -11.82% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -26.45% | +6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -34.44% | +0.35% |
Current DrawdownCurrent decline from peak | -5.84% | -6.66% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -4.56% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.53% | -0.47% |
Volatility
SVOAX vs. LIVIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.98%, while BlackRock LifePath Index 2055 Fund (LIVIX) has a volatility of 6.29%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than LIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOAX | LIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 6.29% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 9.78% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 17.10% | -4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 15.77% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 16.67% | -0.51% |