SVOAX vs. VIHAX
SVOAX (SEI Institutional Managed Trust U.S. Managed Volatility Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both Large Cap Value Equities funds. Over the past 10 years, SVOAX returned 8.77%/yr vs 10.73%/yr for VIHAX. A 0.67 correlation means they provide meaningful diversification when combined. SVOAX charges 0.90%/yr vs 0.22%/yr for VIHAX.
Performance
SVOAX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, SVOAX achieves a 3.97% return, which is significantly lower than VIHAX's 11.64% return. Over the past 10 years, SVOAX has underperformed VIHAX with an annualized return of 8.77%, while VIHAX has yielded a comparatively higher 10.73% annualized return.
SVOAX
- 1D
- -0.44%
- 1M
- 1.34%
- YTD
- 3.97%
- 6M
- 4.78%
- 1Y
- 8.89%
- 3Y*
- 12.05%
- 5Y*
- 7.15%
- 10Y*
- 8.77%
VIHAX
- 1D
- -0.82%
- 1M
- 1.22%
- YTD
- 11.64%
- 6M
- 14.70%
- 1Y
- 30.20%
- 3Y*
- 22.11%
- 5Y*
- 12.01%
- 10Y*
- 10.73%
SVOAX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 3.97% | 10.47% | 15.46% | 3.68% | -1.10% | 19.77% | -2.15% | 24.17% | -2.75% | 14.04% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 11.64% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between SVOAX and VIHAX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2016 | 0.67 |
The correlation between SVOAX and VIHAX shifts across timeframes, from 0.54 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SVOAX vs. VIHAX — Risk / Return Rank
SVOAX
VIHAX
SVOAX vs. VIHAX - 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 Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.47 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.22 | -1.63 |
| Martin ratioReturn relative to average drawdown | 5.08 | 12.29 | -7.21 |
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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.58 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.88 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.68 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.69 | -0.13 |
Drawdowns
SVOAX vs. VIHAX - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for SVOAX and VIHAX.
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Drawdown Indicators
| SVOAX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -38.80% | -8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -5.39% | -9.53% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.19% | -12.29% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -23.92% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -38.80% | +4.71% |
Current DrawdownCurrent decline from peak | -2.40% | -1.15% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -6.02% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.49% | -0.81% |
Volatility
SVOAX vs. VIHAX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.04%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 3.44%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOAX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 3.44% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 9.68% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 11.90% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 13.75% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 15.89% | +0.26% |
SVOAX vs. VIHAX - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than VIHAX's 0.22% expense ratio.
Dividends
SVOAX vs. VIHAX - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.36%, more than VIHAX's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 16.36% | 16.95% | 17.05% | 13.66% | 11.01% | 18.42% | 1.47% | 4.66% | 13.86% | 9.21% | 4.35% | 6.58% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.42% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
SVOAX and VIHAX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIHAX has higher volatility (3.44%) compared to SVOAX (2.04%). In terms of maximum drawdown, SVOAX dropped -47.22% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.58 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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