SVOAX vs. VOO
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and Vanguard S&P 500 ETF (VOO).
SVOAX is managed by Blackrock. It was launched on Oct 28, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVOAX or VOO.
Correlation
The correlation between SVOAX and VOO is 0.86, 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.
Performance
SVOAX vs. VOO - Performance Comparison
Key characteristics
SVOAX:
0.24
VOO:
1.98
SVOAX:
0.36
VOO:
2.65
SVOAX:
1.09
VOO:
1.36
SVOAX:
0.18
VOO:
2.98
SVOAX:
0.58
VOO:
12.44
SVOAX:
6.78%
VOO:
2.02%
SVOAX:
16.35%
VOO:
12.69%
SVOAX:
-49.24%
VOO:
-33.99%
SVOAX:
-17.37%
VOO:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with SVOAX having a 4.17% return and VOO slightly lower at 4.06%. Over the past 10 years, SVOAX has underperformed VOO with an annualized return of 0.03%, while VOO has yielded a comparatively higher 13.30% annualized return.
SVOAX
4.17%
2.91%
-6.33%
2.19%
-3.01%
0.03%
VOO
4.06%
2.87%
10.75%
23.12%
14.36%
13.30%
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SVOAX vs. VOO - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SVOAX vs. VOO — Risk-Adjusted Performance Rank
SVOAX
VOO
SVOAX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 1.74%, more than VOO's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 1.74% | 1.81% | 1.96% | 1.73% | 1.78% | 1.44% | 1.75% | 1.87% | 1.52% | 1.48% | 1.55% | 1.46% |
VOO Vanguard S&P 500 ETF | 1.20% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SVOAX vs. VOO - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -49.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SVOAX and VOO. For additional features, visit the drawdowns tool.
Volatility
SVOAX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.13%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.