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
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Key characteristics
SVOAX:
1.00
VOO:
0.70
SVOAX:
1.57
VOO:
1.15
SVOAX:
1.22
VOO:
1.17
SVOAX:
1.25
VOO:
0.76
SVOAX:
4.90
VOO:
2.93
SVOAX:
2.97%
VOO:
4.86%
SVOAX:
13.49%
VOO:
19.43%
SVOAX:
-47.22%
VOO:
-33.99%
SVOAX:
-1.64%
VOO:
-4.59%
Returns By Period
In the year-to-date period, SVOAX achieves a 4.54% return, which is significantly higher than VOO's -0.19% return. Over the past 10 years, SVOAX has underperformed VOO with an annualized return of 8.14%, while VOO has yielded a comparatively higher 12.67% annualized return.
SVOAX
4.54%
5.77%
-0.64%
13.40%
12.31%
8.14%
VOO
-0.19%
9.25%
-1.98%
13.44%
17.53%
12.67%
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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.
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Dividends
SVOAX vs. VOO - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 1.63%, more than VOO's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 1.63% | 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 | 1.30% | 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 -47.22%, 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.
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Volatility
SVOAX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 4.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.36%. 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.
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