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SVYAX vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SVYAX vs. ECAT

Last updated Apr 1, 2026

Compare and contrast key facts about SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and BlackRock ESG Capital Allocation Term Trust (ECAT).

SVYAX is managed by BlackRock. It was launched on Dec 31, 2008. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.

Performance

SVYAX vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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SVYAX vs. ECAT - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SVYAX
SEI Institutional Investments Trust U.S. Managed Volatility Fund		0.00%10.79%15.71%3.99%-0.50%7.04%
ECAT
BlackRock ESG Capital Allocation Term Trust		-6.71%16.64%19.96%32.36%-21.90%-6.25%

Returns By Period

SVYAX

1D
0.16%
1M
-4.64%
YTD
0.00%
6M
0.63%
1Y
6.41%
3Y*
10.18%
5Y*
8.12%
10Y*
8.88%

ECAT

1D
1.49%
1M
-8.56%
YTD
-6.71%
6M
-7.80%
1Y
7.03%
3Y*
13.21%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Institutional Investments Trust U.S. Managed Volatility Fund

BlackRock ESG Capital Allocation Term Trust

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Often compared with ECAT:
ECAT vs. BCATECAT vs. BGTECAT vs. JQCECAT vs. JEPQECAT vs. QQQECAT vs. SPYECAT vs. SCHD

SVYAX vs. ECAT - Expense Ratio Comparison

SVYAX has a 0.72% expense ratio, which is lower than ECAT's 1.38% expense ratio.

ECAT
BlackRock ESG Capital Allocation Term Trust
SVYAX
SEI Institutional Investments Trust U.S. Managed Volatility Fund

Return for Risk

SVYAX vs. ECAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SVYAX
SVYAX Risk / Return Rank: 2323
Overall Rank
SVYAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SVYAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SVYAX Omega Ratio Rank: 2020
Omega Ratio Rank
SVYAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SVYAX Martin Ratio Rank: 3030
Martin Ratio Rank
ECAT
ECAT Risk / Return Rank: 1616
Overall Rank
ECAT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECAT Omega Ratio Rank: 1616
Omega Ratio Rank
ECAT Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECAT Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVYAX vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.

SVYAXECATDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.42

+0.16

Sortino ratio

Return per unit of downside risk

0.89

0.68

+0.21

Omega ratio

Gain probability vs. loss probability

1.12

1.09

+0.03

Calmar ratio

Return relative to maximum drawdown

0.66

0.47

+0.19

Martin ratio

Return relative to average drawdown

3.25

1.75

+1.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVYAX vs. ECAT - Sharpe Ratio Comparison

The current SVYAX Sharpe Ratio is 0.58, which is higher than the ECAT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SVYAX and ECAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SVYAXECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.42

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.32

+0.35

Correlation

The correlation between SVYAX and ECAT is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SVYAX vs. ECAT - Dividend Comparison

SVYAX's dividend yield for the trailing twelve months is around 94.03%, more than ECAT's 25.39% yield.

TTM20252024202320222021202020192018201720162015
SVYAX
SEI Institutional Investments Trust U.S. Managed Volatility Fund		94.03%94.03%12.40%12.69%12.35%21.57%2.24%6.34%18.49%11.02%7.34%8.75%
ECAT
BlackRock ESG Capital Allocation Term Trust		25.39%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SVYAX vs. ECAT - Drawdown Comparison

The maximum SVYAX drawdown since its inception was -33.99%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for SVYAX and ECAT.

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Drawdown Indicators

SVYAXECATDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-32.23%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-12.90%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.07%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

—

—

Current Drawdown

Current decline from peak

-4.64%

-10.48%

+5.84%

Average Drawdown

Average peak-to-trough decline

-3.45%

-9.41%

+5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.49%

-1.46%

Volatility

SVYAX vs. ECAT - Volatility Comparison

The current volatility for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) is 2.53%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that SVYAX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SVYAXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

5.97%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

10.34%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

16.97%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.95%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

16.95%

-1.24%