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 Hartford that tracks the performance of the Hartford Multifactor Emerging Markets Equity Index. It was launched on Feb 26, 2015.
Performance
SVOAX vs. ROAM - Performance Comparison
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SVOAX vs. ROAM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | -0.91% | 10.47% | 15.46% | 3.68% | -1.10% | 19.77% | -2.15% | 24.17% | -2.75% | 14.04% |
ROAM Hartford Multifactor Emerging Markets ETF | 6.43% | 32.08% | 6.21% | 21.28% | -14.78% | 9.32% | 2.24% | 8.89% | -12.24% | 27.69% |
Returns By Period
In the year-to-date period, SVOAX achieves a -0.91% return, which is significantly lower than ROAM's 6.43% return. Over the past 10 years, SVOAX has outperformed ROAM with an annualized return of 8.30%, while ROAM has yielded a comparatively lower 7.63% annualized return.
SVOAX
- 1D
- 0.23%
- 1M
- -5.17%
- YTD
- -0.91%
- 6M
- -0.51%
- 1Y
- 5.44%
- 3Y*
- 9.62%
- 5Y*
- 7.61%
- 10Y*
- 8.30%
ROAM
- 1D
- 2.47%
- 1M
- -7.36%
- YTD
- 6.43%
- 6M
- 13.25%
- 1Y
- 36.19%
- 3Y*
- 19.94%
- 5Y*
- 9.67%
- 10Y*
- 7.63%
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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.
Return for Risk
SVOAX vs. ROAM — Risk / Return Rank
SVOAX
ROAM
SVOAX vs. ROAM - 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 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.
| SVOAX | ROAM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 2.24 | -1.74 |
Sortino ratioReturn per unit of downside risk | 0.79 | 2.93 | -2.13 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.44 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 3.09 | -2.55 |
Martin ratioReturn relative to average drawdown | 2.66 | 13.21 | -10.56 |
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 | ROAM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 2.24 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.65 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.43 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.29 | +0.25 |
Correlation
The correlation between SVOAX and ROAM is 0.51, 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.
Dividends
SVOAX vs. ROAM - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 17.11%, more than ROAM's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 17.11% | 16.95% | 17.05% | 13.66% | 11.01% | 18.42% | 1.47% | 4.66% | 13.86% | 9.21% | 4.35% | 6.58% |
ROAM Hartford Multifactor Emerging Markets ETF | 2.98% | 3.17% | 4.15% | 5.40% | 5.23% | 4.22% | 3.04% | 3.55% | 2.54% | 1.84% | 1.89% | 2.25% |
Drawdowns
SVOAX vs. ROAM - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, roughly equal to the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for SVOAX and ROAM.
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Drawdown Indicators
| SVOAX | ROAM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -45.47% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -11.63% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -27.07% | +6.88% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -45.47% | +11.38% |
Current DrawdownCurrent decline from peak | -6.98% | -7.69% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -11.28% | +5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.72% | -0.67% |
Volatility
SVOAX vs. ROAM - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.59%, while Hartford Multifactor Emerging Markets ETF (ROAM) has a volatility of 7.59%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than ROAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOAX | ROAM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 7.59% | -5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 11.01% | -4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 16.22% | -3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 15.03% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.83% | -1.67% |