SVTAX vs. VOO
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and Vanguard S&P 500 ETF (VOO).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SVTAX vs. VOO - Performance Comparison
Loading graphics...
SVTAX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, SVTAX has underperformed VOO with an annualized return of 7.24%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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. VOO - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SVTAX vs. VOO — Risk / Return Rank
SVTAX
VOO
SVTAX vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.01 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.53 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.55 | -0.41 |
Martin ratioReturn relative to average drawdown | 5.50 | 7.31 | -1.81 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.01 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.71 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.79 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.34 |
Correlation
The correlation between SVTAX and VOO 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. VOO - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.64%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SVTAX vs. VOO - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SVTAX and VOO.
Loading graphics...
Drawdown Indicators
| SVTAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -33.99% | -9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -11.98% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -24.52% | +8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -33.99% | +2.97% |
Current DrawdownCurrent decline from peak | -4.56% | -5.55% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -3.72% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.55% | -0.82% |
Volatility
SVTAX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SVTAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.34% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 9.47% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 18.11% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 16.82% | -6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 17.99% | -5.71% |