SVTAX vs. WFSPX
Compare and contrast key facts about SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) and iShares S&P 500 Index Fund (WFSPX).
SVTAX is managed by BlackRock. It was launched on Jul 26, 2006. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
SVTAX vs. WFSPX - Performance Comparison
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SVTAX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, SVTAX achieves a 1.52% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, SVTAX has underperformed WFSPX with an annualized return of 7.24%, while WFSPX has yielded a comparatively higher 13.92% 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%
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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SVTAX vs. WFSPX - Expense Ratio Comparison
SVTAX has a 1.11% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
SVTAX vs. WFSPX — Risk / Return Rank
SVTAX
WFSPX
SVTAX vs. WFSPX - 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 iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.96 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.47 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.49 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.50 | 7.15 | -1.65 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.96 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.70 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.78 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.13 | +0.37 |
Correlation
The correlation between SVTAX and WFSPX 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.
Dividends
SVTAX vs. WFSPX - Dividend Comparison
SVTAX's dividend yield for the trailing twelve months is around 8.64%, more than WFSPX's 1.54% 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% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
SVTAX vs. WFSPX - Drawdown Comparison
The maximum SVTAX drawdown since its inception was -43.81%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SVTAX and WFSPX.
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Drawdown Indicators
| SVTAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -58.21% | +14.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -12.11% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -24.51% | +7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -31.02% | -33.74% | +2.72% |
Current DrawdownCurrent decline from peak | -4.56% | -6.51% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -12.84% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.53% | -0.80% |
Volatility
SVTAX vs. WFSPX - Volatility Comparison
The current volatility for SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) is 2.87%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that SVTAX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVTAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.17% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 9.44% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 18.21% | -7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 16.88% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.28% | 18.00% | -5.72% |