SVYAX vs. FASGX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and Fidelity Asset Manager 70% Fund (FASGX).
SVYAX is managed by BlackRock. It was launched on Dec 31, 2008. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
SVYAX vs. FASGX - Performance Comparison
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SVYAX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVYAX SEI Institutional Investments Trust U.S. Managed Volatility Fund | 0.00% | 10.79% | 15.71% | 3.99% | -0.50% | 20.55% | -1.88% | 23.91% | -2.43% | 15.25% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
Both investments have delivered pretty close results over the past 10 years, with SVYAX having a 8.88% annualized return and FASGX not far behind at 8.70%.
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%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
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SVYAX vs. FASGX - Expense Ratio Comparison
SVYAX has a 0.72% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
SVYAX vs. FASGX — Risk / Return Rank
SVYAX
FASGX
SVYAX vs. FASGX - 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 Fidelity Asset Manager 70% Fund (FASGX). 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.
| SVYAX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.21 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.73 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.55 | -0.89 |
Martin ratioReturn relative to average drawdown | 3.25 | 6.89 | -3.63 |
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
| SVYAX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.21 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.70 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.60 | +0.07 |
Correlation
The correlation between SVYAX and FASGX 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
SVYAX vs. FASGX - Dividend Comparison
SVYAX's dividend yield for the trailing twelve months is around 94.03%, more than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
SVYAX vs. FASGX - Drawdown Comparison
The maximum SVYAX drawdown since its inception was -33.99%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for SVYAX and FASGX.
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Drawdown Indicators
| SVYAX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -47.35% | +13.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -9.07% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.07% | -23.54% | +7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -27.20% | -6.79% |
Current DrawdownCurrent decline from peak | -4.64% | -7.95% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -6.74% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.04% | -0.01% |
Volatility
SVYAX vs. FASGX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) is 2.53%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that SVYAX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVYAX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.57% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.33% | 7.78% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 12.82% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 12.14% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 12.56% | +3.15% |