SVTAX vs. GAOAX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and JPMorgan Global Allocation Fund A (GAOAX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
SVTAX vs. GAOAX - Performance Comparison
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SVTAX vs. GAOAX - 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% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, SVTAX has outperformed GAOAX with an annualized return of 7.24%, while GAOAX has yielded a comparatively lower 5.74% 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%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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SVTAX vs. GAOAX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
SVTAX vs. GAOAX — Risk / Return Rank
SVTAX
GAOAX
SVTAX vs. GAOAX - 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 JPMorgan Global Allocation Fund A (GAOAX). 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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.86 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.24 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.10 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.50 | 4.47 | +1.03 |
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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.86 | -0.01 |
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 | 0.53 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.54 | -0.05 |
Correlation
The correlation between SVTAX and GAOAX is 0.81, 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. GAOAX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.64%, less than GAOAX's 10.04% 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% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
SVTAX vs. GAOAX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for SVTAX and GAOAX.
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Drawdown Indicators
| SVTAX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -29.02% | -14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -8.95% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -29.02% | +12.50% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -29.02% | -2.00% |
Current DrawdownCurrent decline from peak | -4.56% | -7.61% | +3.05% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -6.01% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.20% | -0.47% |
Volatility
SVTAX vs. GAOAX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.98%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVTAX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 4.98% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 7.55% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 11.53% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 11.03% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 10.81% | +1.47% |