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TMMAX vs. SVAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMMAX vs. SVAIX - 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 Federated Hermes Strategic Value Dividend Fund (SVAIX). The values are adjusted to include any dividend payments, if applicable.

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TMMAX vs. SVAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
0.99%11.03%17.07%7.32%-3.11%24.10%1.32%24.00%-2.84%15.19%
SVAIX
Federated Hermes Strategic Value Dividend Fund
9.22%15.26%16.47%-1.81%8.47%21.52%-7.88%19.59%-8.23%15.10%

Returns By Period

In the year-to-date period, TMMAX achieves a 0.99% return, which is significantly lower than SVAIX's 9.22% return. Over the past 10 years, TMMAX has outperformed SVAIX with an annualized return of 9.63%, while SVAIX has yielded a comparatively lower 8.47% annualized return.


TMMAX

1D
1.06%
1M
-4.39%
YTD
0.99%
6M
1.58%
1Y
7.04%
3Y*
11.85%
5Y*
9.91%
10Y*
9.63%

SVAIX

1D
0.87%
1M
-2.83%
YTD
9.22%
6M
10.97%
1Y
17.94%
3Y*
13.83%
5Y*
11.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMMAX vs. SVAIX - Expense Ratio Comparison

TMMAX has a 1.00% expense ratio, which is higher than SVAIX's 0.81% expense ratio.


Return for Risk

TMMAX vs. SVAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMMAX
TMMAX Risk / Return Rank: 2525
Overall Rank
TMMAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TMMAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
TMMAX Omega Ratio Rank: 1919
Omega Ratio Rank
TMMAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
TMMAX Martin Ratio Rank: 3838
Martin Ratio Rank

SVAIX
SVAIX Risk / Return Rank: 7676
Overall Rank
SVAIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SVAIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SVAIX Omega Ratio Rank: 7272
Omega Ratio Rank
SVAIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SVAIX Martin Ratio Rank: 8383
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.

TMMAX vs. SVAIX - 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 Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.


TMMAXSVAIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.36

-0.74

Sortino ratio

Return per unit of downside risk

0.92

2.02

-1.10

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.15

Calmar ratio

Return relative to maximum drawdown

0.93

1.83

-0.90

Martin ratio

Return relative to average drawdown

4.40

8.69

-4.29

TMMAX vs. SVAIX - Sharpe Ratio Comparison

The current TMMAX Sharpe Ratio is 0.61, which is lower than the SVAIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TMMAX and SVAIX, 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


TMMAXSVAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.36

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.90

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.52

+0.01

Correlation

The correlation between TMMAX and SVAIX 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

TMMAX vs. SVAIX - Dividend Comparison

TMMAX's dividend yield for the trailing twelve months is around 24.94%, more than SVAIX's 5.93% yield.


TTM20252024202320222021202020192018201720162015
TMMAX
SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund
24.94%25.19%23.39%15.23%6.54%4.73%2.15%3.67%4.91%4.10%4.17%5.57%
SVAIX
Federated Hermes Strategic Value Dividend Fund
5.93%6.41%7.58%4.32%9.68%3.72%4.28%8.75%8.54%10.36%5.24%8.67%

Drawdowns

TMMAX vs. SVAIX - Drawdown Comparison

The maximum TMMAX drawdown since its inception was -41.50%, smaller than the maximum SVAIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for TMMAX and SVAIX.


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Drawdown Indicators


TMMAXSVAIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.50%

-50.62%

+9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-11.78%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.00%

-16.13%

-6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-36.53%

+3.12%

Current Drawdown

Current decline from peak

-9.93%

-2.83%

-7.10%

Average Drawdown

Average peak-to-trough decline

-5.55%

-7.75%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.67%

-0.82%

Volatility

TMMAX vs. SVAIX - Volatility Comparison

SEI Institutional Managed Trust Tax-Managed Managed Volatility Fund (TMMAX) and Federated Hermes Strategic Value Dividend Fund (SVAIX) have volatilities of 2.82% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMMAXSVAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.88%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.89%

6.99%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

15.76%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

13.57%

+5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

15.42%

+2.39%