SVTAX vs. FASGX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and Fidelity Asset Manager 70% Fund (FASGX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
SVTAX vs. FASGX - Performance Comparison
Loading graphics...
SVTAX vs. FASGX - 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% |
FASGX Fidelity Asset Manager 70% Fund | -0.70% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly higher than FASGX's -0.70% return. Over the past 10 years, SVTAX has underperformed FASGX with an annualized return of 7.24%, while FASGX has yielded a comparatively higher 8.96% 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%
FASGX
- 1D
- 2.36%
- 1M
- -4.75%
- YTD
- -0.70%
- 6M
- 1.92%
- 1Y
- 17.75%
- 3Y*
- 12.59%
- 5Y*
- 6.64%
- 10Y*
- 8.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SVTAX vs. FASGX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
SVTAX vs. FASGX — Risk / Return Rank
SVTAX
FASGX
SVTAX vs. FASGX - 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 Fidelity Asset Manager 70% Fund (FASGX). 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 | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.41 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.01 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.00 | -0.86 |
Martin ratioReturn relative to average drawdown | 5.50 | 8.74 | -3.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SVTAX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.41 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.55 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.60 | -0.11 |
Correlation
The correlation between SVTAX and FASGX 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.
Dividends
SVTAX vs. FASGX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.64%, more than FASGX's 7.39% 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% |
FASGX Fidelity Asset Manager 70% Fund | 7.39% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
SVTAX vs. FASGX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for SVTAX and FASGX.
Loading graphics...
Drawdown Indicators
| SVTAX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -47.35% | +3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -9.07% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -23.54% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -27.20% | -3.82% |
Current DrawdownCurrent decline from peak | -4.56% | -5.77% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -6.74% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.07% | -0.34% |
Volatility
SVTAX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SVTAX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.30% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 8.12% | -2.80% |
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% | 12.18% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 12.58% | -0.30% |