SVTAX vs. CSUAX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. CSUAX is a passively managed fund by Cohen & Steers that tracks the performance of the FTSE Global Core Infrastructure 50/50 Index. It was launched on Aug 28, 2017.
Performance
SVTAX vs. CSUAX - Performance Comparison
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SVTAX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 0.38% | 13.44% | 12.77% | 7.77% | -7.80% | 18.18% | -2.68% | 19.81% | -6.47% | 17.19% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 8.35% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Returns By Period
In the year-to-date period, SVTAX achieves a 0.38% return, which is significantly lower than CSUAX's 8.35% return. Over the past 10 years, SVTAX has underperformed CSUAX with an annualized return of 7.12%, while CSUAX has yielded a comparatively higher 7.48% annualized return.
SVTAX
- 1D
- 0.38%
- 1M
- -5.63%
- YTD
- 0.38%
- 6M
- 1.32%
- 1Y
- 7.89%
- 3Y*
- 10.59%
- 5Y*
- 7.76%
- 10Y*
- 7.12%
CSUAX
- 1D
- 0.34%
- 1M
- -4.38%
- YTD
- 8.35%
- 6M
- 8.97%
- 1Y
- 17.98%
- 3Y*
- 10.78%
- 5Y*
- 7.79%
- 10Y*
- 7.48%
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SVTAX vs. CSUAX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Return for Risk
SVTAX vs. CSUAX — Risk / Return Rank
SVTAX
CSUAX
SVTAX vs. CSUAX - 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 Cohen & Steers Global Infrastructure Fund Class A (CSUAX). 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 | CSUAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.63 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.17 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.36 | -1.45 |
Martin ratioReturn relative to average drawdown | 4.44 | 10.32 | -5.88 |
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 | CSUAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.63 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.61 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.50 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.55 | -0.06 |
Correlation
The correlation between SVTAX and CSUAX is 0.75, 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
SVTAX vs. CSUAX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.73%, more than CSUAX's 7.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 8.73% | 8.77% | 8.68% | 5.76% | 10.62% | 11.81% | 1.00% | 5.39% | 10.70% | 7.90% | 5.97% | 6.45% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.46% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
Drawdowns
SVTAX vs. CSUAX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for SVTAX and CSUAX.
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Drawdown Indicators
| SVTAX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -52.20% | +8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -7.98% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -20.45% | +3.93% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -35.05% | +4.03% |
Current DrawdownCurrent decline from peak | -5.63% | -4.38% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -8.49% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.83% | -0.12% |
Volatility
SVTAX vs. CSUAX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.53%, while Cohen & Steers Global Infrastructure Fund Class A (CSUAX) has a volatility of 3.26%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than CSUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVTAX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.26% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.20% | 6.89% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 11.48% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 12.89% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.27% | 14.89% | -2.62% |