SVOAX vs. WFSPX
Compare and contrast key facts about SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and iShares S&P 500 Index Fund (WFSPX).
SVOAX is managed by BlackRock. It was launched on Oct 28, 2004. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
SVOAX vs. WFSPX - Performance Comparison
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SVOAX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 0.30% | 10.47% | 15.46% | 3.68% | -1.10% | 19.77% | -2.15% | 24.17% | -2.75% | 14.04% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, SVOAX achieves a 0.30% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, SVOAX has underperformed WFSPX with an annualized return of 8.43%, while WFSPX has yielded a comparatively higher 13.92% annualized return.
SVOAX
- 1D
- 1.23%
- 1M
- -3.87%
- YTD
- 0.30%
- 6M
- 0.64%
- 1Y
- 6.59%
- 3Y*
- 10.07%
- 5Y*
- 7.72%
- 10Y*
- 8.43%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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SVOAX vs. WFSPX - Expense Ratio Comparison
SVOAX has a 0.90% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
SVOAX vs. WFSPX — Risk / Return Rank
SVOAX
WFSPX
SVOAX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.96 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.47 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.49 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.73 | 7.15 | -3.42 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.96 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.78 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.13 | +0.42 |
Correlation
The correlation between SVOAX and WFSPX is 0.88, 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.
Dividends
SVOAX vs. WFSPX - Dividend Comparison
SVOAX's dividend yield for the trailing twelve months is around 16.90%, more than WFSPX's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOAX SEI Institutional Managed Trust U.S. Managed Volatility Fund | 16.90% | 16.95% | 17.05% | 13.66% | 11.01% | 18.42% | 1.47% | 4.66% | 13.86% | 9.21% | 4.35% | 6.58% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
SVOAX vs. WFSPX - Drawdown Comparison
The maximum SVOAX drawdown since its inception was -47.22%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SVOAX and WFSPX.
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Drawdown Indicators
| SVOAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.22% | -58.21% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -12.11% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -24.51% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -33.74% | -0.35% |
Current DrawdownCurrent decline from peak | -5.84% | -6.51% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -12.84% | +6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.53% | -0.47% |
Volatility
SVOAX vs. WFSPX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) is 2.98%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that SVOAX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 5.17% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 9.44% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 18.21% | -5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 16.88% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 18.00% | -1.84% |