Correlation
The correlation between SVYAX and SWLGX is 0.81, 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.
SVYAX vs. SWLGX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SVYAX is managed by Blackrock. It was launched on Dec 31, 2008. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVYAX or SWLGX.
Performance
SVYAX vs. SWLGX - Performance Comparison
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Key characteristics
SVYAX:
1.11
SWLGX:
0.71
SVYAX:
1.59
SWLGX:
1.02
SVYAX:
1.22
SWLGX:
1.14
SVYAX:
1.28
SWLGX:
0.67
SVYAX:
4.93
SWLGX:
2.23
SVYAX:
3.01%
SWLGX:
7.04%
SVYAX:
13.50%
SWLGX:
25.49%
SVYAX:
-33.99%
SWLGX:
-33.28%
SVYAX:
-0.90%
SWLGX:
-4.29%
Returns By Period
In the year-to-date period, SVYAX achieves a 5.42% return, which is significantly higher than SWLGX's -0.25% return.
SVYAX
5.42%
3.17%
-0.75%
14.92%
8.49%
11.50%
8.87%
SWLGX
-0.25%
8.84%
0.61%
17.86%
19.82%
17.38%
N/A
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SVYAX vs. SWLGX - Expense Ratio Comparison
SVYAX has a 0.72% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Risk-Adjusted Performance
SVYAX vs. SWLGX — Risk-Adjusted Performance Rank
SVYAX
SWLGX
SVYAX vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
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Dividends
SVYAX vs. SWLGX - Dividend Comparison
SVYAX's dividend yield for the trailing twelve months is around 11.81%, more than SWLGX's 0.52% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVYAX SEI Institutional Investments Trust U.S. Managed Volatility Fund | 11.81% | 12.41% | 13.39% | 12.35% | 21.57% | 2.24% | 6.33% | 18.50% | 11.03% | 7.35% | 8.75% | 2.26% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVYAX vs. SWLGX - Drawdown Comparison
The maximum SVYAX drawdown since its inception was -33.99%, roughly equal to the maximum SWLGX drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for SVYAX and SWLGX.
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Volatility
SVYAX vs. SWLGX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) is 3.57%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.87%. This indicates that SVYAX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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