SVTAX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and S&P 500 Index (^GSPC).

SVTAX is managed by BlackRock. It was launched on Jul 26, 2006.

Performance

SVTAX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

SVTAX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund	1.52%	13.44%	12.77%	7.77%	-7.80%	18.18%	-2.68%	19.81%	-6.47%	17.19%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, SVTAX has underperformed ^GSPC with an annualized return of 7.24%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

SVTAX

• 1D: 1.14%
• 1M: -4.04%
• YTD: 1.52%
• 6M: 2.56%
• 1Y: 8.91%
• 3Y*: 11.01%
• 5Y*: 7.85%
• 10Y*: 7.24%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SVTAX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVTAX

SVTAX Risk / Return Rank: 37
SVTAX Sharpe Ratio Rank: 34
SVTAX Sortino Ratio Rank: 33
SVTAX Omega Ratio Rank: 33
SVTAX Calmar Ratio Rank: 36
SVTAX Martin Ratio Rank: 49

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVTAX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and S&P 500 Index (^GSPC). 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.

	SVTAX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.85	0.92	-0.07
Sortino ratio Return per unit of downside risk	1.26	1.41	-0.16
Omega ratio Gain probability vs. loss probability	1.18	1.21	-0.03
Calmar ratio Return relative to maximum drawdown	1.14	1.41	-0.27
Martin ratio Return relative to average drawdown	5.50	6.61	-1.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVTAX vs. ^GSPC - Sharpe Ratio Comparison

The current SVTAX Sharpe Ratio is 0.85, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SVTAX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SVTAX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	0.92	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.61	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.68	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.46	+0.04

Correlation

The correlation between SVTAX and ^GSPC is 0.82, 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.

Drawdowns

SVTAX vs. ^GSPC - Drawdown Comparison

The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SVTAX and ^GSPC.

Drawdown Indicators

	SVTAX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-43.81%	-56.78%	+12.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.34%	-12.14%	+3.80%
Max Drawdown (5Y) Largest decline over 5 years	-16.52%	-25.43%	+8.91%
Max Drawdown (10Y) Largest decline over 10 years	-31.02%	-33.92%	+2.90%
Current Drawdown Current decline from peak	-4.56%	-5.78%	+1.22%
Average Drawdown Average peak-to-trough decline	-8.10%	-10.75%	+2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.73%	2.60%	-0.87%

Volatility

SVTAX vs. ^GSPC - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SVTAX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	5.37%	-2.50%
Volatility (6M) Calculated over the trailing 6-month period	5.32%	9.55%	-4.23%
Volatility (1Y) Calculated over the trailing 1-year period	10.79%	18.33%	-7.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.65%	16.90%	-6.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.28%	18.05%	-5.77%