SVTAX vs. VFAIX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. VFAIX is managed by BlackRock. It was launched on Feb 4, 2004.
Performance
SVTAX vs. VFAIX - Performance Comparison
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SVTAX vs. VFAIX - 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -9.18% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
Returns By Period
In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly higher than VFAIX's -9.18% return. Over the past 10 years, SVTAX has underperformed VFAIX with an annualized return of 7.24%, while VFAIX has yielded a comparatively higher 12.36% 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%
VFAIX
- 1D
- 2.18%
- 1M
- -3.59%
- YTD
- -9.18%
- 6M
- -6.35%
- 1Y
- 2.77%
- 3Y*
- 17.93%
- 5Y*
- 9.49%
- 10Y*
- 12.36%
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SVTAX vs. VFAIX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Return for Risk
SVTAX vs. VFAIX — Risk / Return Rank
SVTAX
VFAIX
SVTAX vs. VFAIX - 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 Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.14 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.32 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.05 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.26 | +0.88 |
Martin ratioReturn relative to average drawdown | 5.50 | 0.78 | +4.72 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.14 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.49 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.23 | +0.27 |
Correlation
The correlation between SVTAX and VFAIX is 0.70, 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. VFAIX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.64%, more than VFAIX's 1.61% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.61% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Drawdowns
SVTAX vs. VFAIX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for SVTAX and VFAIX.
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Drawdown Indicators
| SVTAX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -78.64% | +34.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -14.72% | +6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -25.71% | +9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -44.37% | +13.35% |
Current DrawdownCurrent decline from peak | -4.56% | -11.94% | +7.38% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -18.69% | +10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 4.92% | -3.19% |
Volatility
SVTAX vs. VFAIX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 4.84%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVTAX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 4.84% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 11.74% | -6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 19.94% | -9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 19.42% | -8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 22.63% | -10.35% |