SVYAX vs. WFSPX
Compare and contrast key facts about SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) and iShares S&P 500 Index Fund (WFSPX).
SVYAX is managed by BlackRock. It was launched on Dec 31, 2008. 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
SVYAX vs. WFSPX - Performance Comparison
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SVYAX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
Over the past 10 years, SVYAX has underperformed WFSPX with an annualized return of 8.88%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
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%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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SVYAX vs. WFSPX - Expense Ratio Comparison
SVYAX has a 0.72% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
SVYAX vs. WFSPX — Risk / Return Rank
SVYAX
WFSPX
SVYAX vs. WFSPX - 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 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.
| SVYAX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.84 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.30 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.06 | -0.39 |
Martin ratioReturn relative to average drawdown | 3.25 | 5.13 | -1.88 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.68 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.76 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.13 | +0.54 |
Correlation
The correlation between SVYAX and WFSPX is 0.86, 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. WFSPX - Dividend Comparison
SVYAX's dividend yield for the trailing twelve months is around 94.03%, more than WFSPX's 1.58% 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% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
SVYAX vs. WFSPX - Drawdown Comparison
The maximum SVYAX drawdown since its inception was -33.99%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for SVYAX and WFSPX.
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Drawdown Indicators
| SVYAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -58.21% | +24.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -12.11% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -16.07% | -24.51% | +8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -33.74% | -0.25% |
Current DrawdownCurrent decline from peak | -4.64% | -8.90% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -12.84% | +9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.49% | -0.46% |
Volatility
SVYAX vs. WFSPX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX) is 2.53%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.24%. This indicates that SVYAX 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
| SVYAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.24% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.33% | 9.08% | -2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 18.06% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 16.84% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 17.98% | -2.27% |