SVOAX vs. SVOL
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Simplify Volatility Premium ETF (SVOL).
SVOAX is managed by Blackrock. It was launched on Oct 28, 2004. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVOAX or SVOL.
Correlation
The correlation between SVOAX and SVOL is 0.54, 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. SVOL - Performance Comparison
Key characteristics
SVOAX:
0.19
SVOL:
0.73
SVOAX:
0.30
SVOL:
1.06
SVOAX:
1.07
SVOL:
1.18
SVOAX:
0.15
SVOL:
0.98
SVOAX:
0.45
SVOL:
5.26
SVOAX:
6.90%
SVOL:
2.03%
SVOAX:
16.32%
SVOL:
14.57%
SVOAX:
-49.24%
SVOL:
-15.62%
SVOAX:
-16.63%
SVOL:
0.00%
Returns By Period
The year-to-date returns for both investments are quite close, with SVOAX having a 5.10% return and SVOL slightly higher at 5.13%.
SVOAX
5.10%
2.96%
-6.51%
3.39%
-2.73%
0.06%
SVOL
5.13%
2.90%
3.83%
11.07%
N/A
N/A
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SVOAX vs. SVOL - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
SVOAX vs. SVOL — Risk-Adjusted Performance Rank
SVOAX
SVOL
SVOAX vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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.
Dividends
SVOAX vs. SVOL - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 1.72%, less than SVOL's 16.03% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 1.72% | 1.81% | 1.96% | 1.73% | 1.78% | 1.44% | 1.75% | 1.87% | 1.52% | 1.48% | 1.55% | 1.46% |
SVOL Simplify Volatility Premium ETF | 16.03% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVOAX vs. SVOL - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -49.24%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for SVOAX and SVOL. For additional features, visit the drawdowns tool.
Volatility
SVOAX vs. SVOL - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.26%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.21%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.