SVTAX vs. ASFYX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
SVTAX vs. ASFYX - Performance Comparison
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SVTAX vs. ASFYX - 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly lower than ASFYX's 6.72% return. Over the past 10 years, SVTAX has outperformed ASFYX with an annualized return of 7.24%, while ASFYX has yielded a comparatively lower 1.88% 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%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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SVTAX vs. ASFYX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
SVTAX vs. ASFYX — Risk / Return Rank
SVTAX
ASFYX
SVTAX vs. ASFYX - 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 AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.27 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.42 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.18 | +0.96 |
Martin ratioReturn relative to average drawdown | 5.50 | 0.29 | +5.21 |
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
| SVTAX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.27 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.17 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.15 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.31 | +0.18 |
Correlation
The correlation between SVTAX and ASFYX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SVTAX vs. ASFYX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.64%, more than ASFYX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 8.64% | 8.77% | 8.68% | 5.76% | 10.62% | 11.81% | 1.00% | 5.39% | 10.70% | 7.90% | 5.97% | 6.45% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
SVTAX vs. ASFYX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for SVTAX and ASFYX.
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Drawdown Indicators
| SVTAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -36.43% | -7.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -13.51% | +5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -36.43% | +19.91% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -36.43% | +5.41% |
Current DrawdownCurrent decline from peak | -4.56% | -24.28% | +19.72% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -13.10% | +5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 8.26% | -6.53% |
Volatility
SVTAX vs. ASFYX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVTAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.82% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 10.00% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 13.00% | -2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 13.67% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 12.68% | -0.40% |