SVOAX vs. ROAM
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Hartford Multifactor Emerging Markets ETF (ROAM).
SVOAX is managed by Blackrock. It was launched on Oct 28, 2004. ROAM is a passively managed fund by The Hartford that tracks the performance of the Hartford Multifactor Emerging Markets Equity Index. It was launched on Feb 26, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVOAX or ROAM.
Correlation
The correlation between SVOAX and ROAM is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SVOAX vs. ROAM - Performance Comparison
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Key characteristics
SVOAX:
1.01
ROAM:
0.44
SVOAX:
1.50
ROAM:
0.86
SVOAX:
1.21
ROAM:
1.11
SVOAX:
1.20
ROAM:
0.51
SVOAX:
4.69
ROAM:
1.51
SVOAX:
2.98%
ROAM:
5.69%
SVOAX:
13.59%
ROAM:
16.18%
SVOAX:
-47.22%
ROAM:
-45.46%
SVOAX:
-1.10%
ROAM:
-0.28%
Returns By Period
In the year-to-date period, SVOAX achieves a 5.11% return, which is significantly lower than ROAM's 9.81% return. Over the past 10 years, SVOAX has outperformed ROAM with an annualized return of 8.17%, while ROAM has yielded a comparatively lower 3.22% annualized return.
SVOAX
5.11%
5.43%
1.47%
13.64%
12.16%
8.17%
ROAM
9.81%
9.26%
9.34%
7.11%
12.01%
3.22%
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SVOAX vs. ROAM - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than ROAM's 0.44% expense ratio.
Risk-Adjusted Performance
SVOAX vs. ROAM — Risk-Adjusted Performance Rank
SVOAX
ROAM
SVOAX vs. ROAM - 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 Hartford Multifactor Emerging Markets ETF (ROAM). 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.
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Dividends
SVOAX vs. ROAM - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.18%, more than ROAM's 3.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 16.18% | 17.05% | 13.66% | 11.01% | 18.42% | 1.47% | 4.66% | 13.86% | 9.21% | 4.35% | 6.58% | 12.65% |
ROAM Hartford Multifactor Emerging Markets ETF | 3.78% | 4.15% | 5.40% | 5.24% | 4.22% | 3.04% | 3.55% | 2.54% | 1.84% | 1.89% | 2.24% | 0.00% |
Drawdowns
SVOAX vs. ROAM - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, roughly equal to the maximum ROAM drawdown of -45.46%. Use the drawdown chart below to compare losses from any high point for SVOAX and ROAM. For additional features, visit the drawdowns tool.
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Volatility
SVOAX vs. ROAM - Volatility Comparison
SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) has a higher volatility of 4.15% compared to Hartford Multifactor Emerging Markets ETF (ROAM) at 3.39%. This indicates that SVOAX's price experiences larger fluctuations and is considered to be riskier than ROAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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