SVTAX vs. FMIEX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
SVTAX vs. FMIEX - Performance Comparison
Loading graphics...
SVTAX vs. FMIEX - 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% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 6.04% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
Returns By Period
In the year-to-date period, SVTAX achieves a 0.38% return, which is significantly lower than FMIEX's 6.04% return. Over the past 10 years, SVTAX has underperformed FMIEX with an annualized return of 7.12%, while FMIEX has yielded a comparatively higher 11.03% 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%
FMIEX
- 1D
- 0.60%
- 1M
- -5.84%
- YTD
- 6.04%
- 6M
- 10.61%
- 1Y
- 24.34%
- 3Y*
- 16.68%
- 5Y*
- 11.63%
- 10Y*
- 11.03%
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. FMIEX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than FMIEX's 1.10% expense ratio.
Return for Risk
SVTAX vs. FMIEX — Risk / Return Rank
SVTAX
FMIEX
SVTAX vs. FMIEX - 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 Wasatch Global Value Fund Investor Class Shares (FMIEX). 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 | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 2.14 | -1.36 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.85 | -1.70 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.57 | -1.66 |
Martin ratioReturn relative to average drawdown | 4.44 | 11.99 | -7.55 |
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 | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.14 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.92 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.09 |
Correlation
The correlation between SVTAX and FMIEX is 0.79, 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. FMIEX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.73%, more than FMIEX's 4.95% 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% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.95% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
SVTAX vs. FMIEX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for SVTAX and FMIEX.
Loading graphics...
Drawdown Indicators
| SVTAX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -49.85% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -9.34% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -18.63% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -39.33% | +8.31% |
Current DrawdownCurrent decline from peak | -5.63% | -5.84% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -6.61% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.04% | -0.33% |
Volatility
SVTAX vs. FMIEX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.53%, while Wasatch Global Value Fund Investor Class Shares (FMIEX) has a volatility of 3.51%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SVTAX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.51% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.20% | 6.70% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 11.81% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 12.77% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.27% | 15.73% | -3.46% |