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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVTAX or VOO.
Correlation
The correlation between SVTAX and VOO 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.
Performance
SVTAX vs. VOO - Performance Comparison
Key characteristics
SVTAX:
0.85
VOO:
1.76
SVTAX:
1.03
VOO:
2.37
SVTAX:
1.20
VOO:
1.32
SVTAX:
0.60
VOO:
2.66
SVTAX:
2.29
VOO:
11.10
SVTAX:
3.61%
VOO:
2.02%
SVTAX:
9.77%
VOO:
12.79%
SVTAX:
-43.81%
VOO:
-33.99%
SVTAX:
-6.34%
VOO:
-2.11%
Returns By Period
In the year-to-date period, SVTAX achieves a 4.66% return, which is significantly higher than VOO's 2.40% return. Over the past 10 years, SVTAX has underperformed VOO with an annualized return of 2.01%, while VOO has yielded a comparatively higher 13.03% annualized return.
SVTAX
4.66%
2.62%
-2.35%
7.52%
0.50%
2.01%
VOO
2.40%
-1.05%
7.47%
19.81%
14.27%
13.03%
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SVTAX vs. VOO - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SVTAX vs. VOO — Risk-Adjusted Performance Rank
SVTAX
VOO
SVTAX vs. VOO - Risk-Adjusted Performance 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.
Dividends
SVTAX vs. VOO - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 1.75%, more than VOO's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 1.75% | 1.83% | 1.74% | 5.55% | 1.09% | 0.83% | 2.45% | 2.95% | 1.51% | 2.98% | 5.13% | 5.29% |
VOO Vanguard S&P 500 ETF | 1.22% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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. For additional features, visit the drawdowns tool.
Volatility
SVTAX vs. VOO - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.08%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.38%. 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.