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TMMAX vs. IFTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMMAX vs. IFTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMMAX achieves a 8.47% return, which is significantly lower than IFTIX's 14.35% return. Both investments have delivered pretty close results over the past 10 years, with TMMAX having a 10.01% annualized return and IFTIX not far behind at 9.64%.


TMMAX

1D
0.12%
1M
2.13%
6M
5.05%
YTD
8.47%
1Y
13.92%
3Y*
13.16%
5Y*
9.80%
10Y*
10.01%
ALL TIME*
9.47%

IFTIX

1D
-0.90%
1M
4.98%
6M
9.38%
YTD
14.35%
1Y
25.99%
3Y*
20.74%
5Y*
12.44%
10Y*
9.64%
ALL TIME*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TMMAX vs. IFTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
8.47%11.03%17.07%7.32%-3.11%24.10%1.32%24.00%-2.84%15.19%
IFTIX
Voya International High Dividend Low Volatility Portfolio
14.35%37.73%7.31%14.73%-8.89%12.10%-0.52%16.67%-14.95%22.34%

Correlation

The correlation between TMMAX and IFTIX is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.46

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.55

Correlation (10Y)
Provides a long-term view across more market conditions.

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2007

0.71

Over the past year, the correlation between TMMAX and IFTIX has dropped to 0.42 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

TMMAX vs. IFTIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMMAX
TMMAX Risk / Return Rank: 5858
Overall Rank
TMMAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TMMAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
TMMAX Omega Ratio Rank: 5252
Omega Ratio Rank
TMMAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
TMMAX Martin Ratio Rank: 5656
Martin Ratio Rank

IFTIX
IFTIX Risk / Return Rank: 8888
Overall Rank
IFTIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IFTIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
IFTIX Omega Ratio Rank: 8686
Omega Ratio Rank
IFTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
IFTIX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TMMAX vs. IFTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) and Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMMAXIFTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratioReturn relative to maximum drawdown

2.34

3.36

-1.02

Martin ratioReturn relative to average drawdown

7.97

10.91

-2.94

TMMAX vs. IFTIX - Sharpe Ratio Comparison

The current TMMAX Sharpe Ratio is 1.52, which is lower than the IFTIX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of TMMAX and IFTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMMAX vs. IFTIX - Drawdown Comparison

The maximum TMMAX drawdown since its inception was -41.50%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for TMMAX and IFTIX.


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Drawdown Indicators


TMMAXIFTIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.50%

-57.91%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-8.44%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-23.00%

-10.20%

-12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-25.56%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-37.08%

+3.67%

Current Drawdown

Current decline from peak

-3.26%

-0.90%

-2.36%

Average Drawdown

Average peak-to-trough decline

-5.57%

-11.47%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.53%

-0.83%

Volatility

TMMAX vs. IFTIX - Volatility Comparison

SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) has a higher volatility of 3.95% compared to Voya International High Dividend Low Volatility Portfolio (IFTIX) at 3.44%. This indicates that TMMAX's price experiences larger fluctuations and is considered to be riskier than IFTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMMAXIFTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.44%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.18%

9.65%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

8.93%

12.11%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

13.47%

+5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

14.41%

+3.42%

TMMAX vs. IFTIX - Expense Ratio Comparison

TMMAX has a 1.00% expense ratio, which is higher than IFTIX's 0.72% expense ratio.


Dividends

TMMAX vs. IFTIX - Dividend Comparison

TMMAX's dividend yield for the trailing twelve months is around 23.24%, less than IFTIX's 40.48% yield.


PositionTTM20252024202320222021202020192018201720162015
IFTIX
Voya International High Dividend Low Volatility Portfolio
40.48%5.45%4.88%4.42%4.87%2.41%17.71%10.80%2.45%1.89%3.45%4.29%
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
23.24%25.19%23.39%15.23%6.54%4.73%2.15%3.67%4.91%4.10%4.17%5.57%

Frequently Asked Questions


TMMAX and IFTIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMMAX has higher volatility (3.95%) compared to IFTIX (3.44%). In terms of maximum drawdown, TMMAX dropped -41.50% vs IFTIX's -57.91%.

IFTIX currently has the higher Sharpe Ratio (2.35 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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