SVTAX vs. VT
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and Vanguard Total World Stock ETF (VT).
SVTAX is managed by Blackrock. It was launched on Jul 26, 2006. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVTAX or VT.
Correlation
The correlation between SVTAX and VT is 0.83, 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. VT - Performance Comparison
Key characteristics
SVTAX:
0.98
VT:
1.56
SVTAX:
1.17
VT:
2.13
SVTAX:
1.23
VT:
1.28
SVTAX:
0.66
VT:
2.33
SVTAX:
2.71
VT:
9.25
SVTAX:
3.53%
VT:
2.04%
SVTAX:
9.77%
VT:
12.02%
SVTAX:
-43.81%
VT:
-50.27%
SVTAX:
-5.81%
VT:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with SVTAX having a 5.25% return and VT slightly lower at 5.01%. Over the past 10 years, SVTAX has underperformed VT with an annualized return of 2.17%, while VT has yielded a comparatively higher 9.53% annualized return.
SVTAX
5.25%
5.88%
0.30%
9.89%
0.52%
2.17%
VT
5.01%
5.80%
8.72%
19.48%
10.54%
9.53%
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SVTAX vs. VT - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
SVTAX vs. VT — Risk-Adjusted Performance Rank
SVTAX
VT
SVTAX vs. VT - 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 Total World Stock ETF (VT). 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. VT - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 1.74%, less than VT's 1.86% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund | 1.74% | 1.83% | 1.74% | 5.55% | 1.09% | 0.83% | 2.45% | 2.95% | 1.51% | 2.98% | 5.13% | 5.29% |
VT Vanguard Total World Stock ETF | 1.86% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
Drawdowns
SVTAX vs. VT - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SVTAX and VT. For additional features, visit the drawdowns tool.
Volatility
SVTAX vs. VT - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.06%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.31%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.