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SVOAX vs. PSECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVOAX vs. PSECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and 1789 Growth and Income Fund (PSECX). The values are adjusted to include any dividend payments, if applicable.

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SVOAX vs. PSECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PSECX
1789 Growth and Income Fund
-0.58%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%

Returns By Period

In the year-to-date period, SVOAX achieves a 0.30% return, which is significantly higher than PSECX's -0.58% return. Over the past 10 years, SVOAX has outperformed PSECX with an annualized return of 8.43%, while PSECX has yielded a comparatively lower 7.01% 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%

PSECX

1D
1.46%
1M
-5.95%
YTD
-0.58%
6M
-1.96%
1Y
8.21%
3Y*
10.31%
5Y*
7.34%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SVOAX vs. PSECX - Expense Ratio Comparison

SVOAX has a 0.90% expense ratio, which is lower than PSECX's 2.02% expense ratio.


Return for Risk

SVOAX vs. PSECX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVOAX
SVOAX Risk / Return Rank: 2020
Overall Rank
SVOAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SVOAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
SVOAX Omega Ratio Rank: 1616
Omega Ratio Rank
SVOAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SVOAX Martin Ratio Rank: 3131
Martin Ratio Rank

PSECX
PSECX Risk / Return Rank: 2424
Overall Rank
PSECX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PSECX Omega Ratio Rank: 1717
Omega Ratio Rank
PSECX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PSECX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVOAX vs. PSECX - 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 1789 Growth and Income Fund (PSECX). 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.


SVOAXPSECXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.63

-0.10

Sortino ratio

Return per unit of downside risk

0.83

1.00

-0.16

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.77

1.11

-0.34

Martin ratio

Return relative to average drawdown

3.73

4.41

-0.67

SVOAX vs. PSECX - Sharpe Ratio Comparison

The current SVOAX Sharpe Ratio is 0.53, which is comparable to the PSECX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SVOAX and PSECX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SVOAXPSECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.63

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.62

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.54

+0.01

Correlation

The correlation between SVOAX and PSECX is 0.88, 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. PSECX - Dividend Comparison

SVOAX's dividend yield for the trailing twelve months is around 16.90%, more than PSECX's 0.85% yield.


TTM20252024202320222021202020192018201720162015
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%
PSECX
1789 Growth and Income Fund
0.85%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%

Drawdowns

SVOAX vs. PSECX - Drawdown Comparison

The maximum SVOAX drawdown since its inception was -47.22%, which is greater than PSECX's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for SVOAX and PSECX.


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Drawdown Indicators


SVOAXPSECXDifference

Max Drawdown

Largest peak-to-trough decline

-47.22%

-31.13%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-8.36%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-18.47%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-34.09%

-31.13%

-2.96%

Current Drawdown

Current decline from peak

-5.84%

-6.09%

+0.25%

Average Drawdown

Average peak-to-trough decline

-5.94%

-3.90%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.10%

-0.04%

Volatility

SVOAX vs. PSECX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.98%, while 1789 Growth and Income Fund (PSECX) has a volatility of 3.54%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than PSECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVOAXPSECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

3.54%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

7.74%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

13.18%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

11.92%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

13.18%

+2.98%