WGFIX vs. SVTAX

Last updated Aug 1, 2026

WGFIX (William Blair Global Leaders Fund) and SVTAX (SEI Institutional Managed Trust Global Managed Volatility Fund) are both Global Equities funds. Over the past 10 years, WGFIX returned 10.53%/yr vs 7.24%/yr for SVTAX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. WGFIX charges 0.90%/yr vs 1.11%/yr for SVTAX.

Performance

WGFIX vs. SVTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Global Leaders Fund (WGFIX) and SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WGFIX achieves a 4.53% return, which is significantly lower than SVTAX's 7.32% return. Over the past 10 years, WGFIX has outperformed SVTAX with an annualized return of 10.53%, while SVTAX has yielded a comparatively lower 7.24% annualized return.

WGFIX

• 1D: 2.82%
• 1M: -3.89%
• 6M: 2.82%
• YTD: 4.53%
• 1Y: 13.52%
• 3Y*: 10.22%
• 5Y*: 2.87%
• 10Y*: 10.53%
• ALL TIME*: 6.95%

SVTAX

• 1D: -0.44%
• 1M: 3.20%
• 6M: 5.02%
• YTD: 7.32%
• 1Y: 11.57%
• 3Y*: 11.84%
• 5Y*: 7.63%
• 10Y*: 7.24%
• ALL TIME*: 6.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund	$0.00	$0.00	$0.00
WGFIX William Blair Global Leaders Fund	$0.00	$0.00	$0.00

WGFIX vs. SVTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WGFIX William Blair Global Leaders Fund	4.53%	16.06%	7.52%	23.02%	-29.32%	16.71%	32.06%	31.97%	-8.04%	30.67%
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund	7.32%	13.44%	12.77%	7.77%	-7.80%	18.18%	-2.68%	19.81%	-6.47%	17.19%

Correlation

The correlation between WGFIX and SVTAX is 0.26, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.26
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.66
Correlation (10Y) Provides a long-term view across more market conditions.	0.72
Correlation (All Time) Calculated using the full available price history since Oct 17, 2007	0.77

Over the past year, the correlation between WGFIX and SVTAX has dropped to 0.26 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

WGFIX vs. SVTAX — Risk / Return Rank

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

WGFIX

WGFIX Risk / Return Rank: 20
WGFIX Sharpe Ratio Rank: 19
WGFIX Sortino Ratio Rank: 19
WGFIX Omega Ratio Rank: 20
WGFIX Calmar Ratio Rank: 18
WGFIX Martin Ratio Rank: 23

SVTAX

SVTAX Risk / Return Rank: 53
SVTAX Sharpe Ratio Rank: 60
SVTAX Sortino Ratio Rank: 66
SVTAX Omega Ratio Rank: 59
SVTAX Calmar Ratio Rank: 48
SVTAX Martin Ratio Rank: 34

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.

WGFIX vs. SVTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) and SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX). 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.

	WGFIX	SVTAX	Difference
Sharpe ratio: Return per unit of total volatility	0.73	1.46	-0.73
Sortino ratio: Return per unit of downside risk	1.10	2.26	-1.16
Omega ratio: Gain probability vs. loss probability	1.14	1.27	-0.13
Calmar ratio: Return relative to maximum drawdown	0.88	1.81	-0.92
Martin ratio: Return relative to average drawdown	3.27	4.98	-1.70

WGFIX vs. SVTAX - Sharpe Ratio Comparison

The current WGFIX Sharpe Ratio is 0.73, which is lower than the SVTAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of WGFIX and SVTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WGFIX vs. SVTAX - Drawdown Comparison

The maximum WGFIX drawdown since its inception was -59.51%, which is greater than SVTAX's maximum drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for WGFIX and SVTAX.

Drawdown Indicators

	WGFIX	SVTAX	Difference
Max Drawdown Largest peak-to-trough decline	-59.51%	-43.81%	-15.70%
Max Drawdown (1Y) Largest decline over 1 year	-13.11%	-5.99%	-7.12%
Max Drawdown (3Y) Largest decline over 3 years	-18.90%	-10.37%	-8.53%
Max Drawdown (5Y) Largest decline over 5 years	-38.76%	-16.52%	-22.24%
Max Drawdown (10Y) Largest decline over 10 years	-38.76%	-31.02%	-7.74%
Current Drawdown Current decline from peak	-4.95%	-0.44%	-4.51%
Average Drawdown Average peak-to-trough decline	-11.79%	-8.01%	-3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.17%	+1.36%

Volatility

WGFIX vs. SVTAX - Volatility Comparison

William Blair Global Leaders Fund (WGFIX) has a higher volatility of 5.20% compared to SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) at 2.81%. This indicates that WGFIX's price experiences larger fluctuations and is considered to be riskier than SVTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WGFIX	SVTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	2.81%	+2.39%
Volatility (6M) Calculated over the trailing 6-month period	13.48%	5.73%	+7.75%
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	7.42%	+8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.08%	10.64%	+8.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	12.24%	+6.69%

WGFIX vs. SVTAX - Expense Ratio Comparison

WGFIX has a 0.90% expense ratio, which is lower than SVTAX's 1.11% expense ratio.

Dividends

WGFIX vs. SVTAX - Dividend Comparison

WGFIX's dividend yield for the trailing twelve months is around 81.83%, more than SVTAX's 8.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund	8.17%	8.77%	8.68%	5.76%	10.62%	11.81%	1.00%	5.39%	10.70%	7.90%	5.97%	6.45%
WGFIX William Blair Global Leaders Fund	81.83%	85.53%	54.25%	6.65%	2.17%	5.65%	12.57%	1.35%	17.62%	4.24%	0.72%	5.05%

Frequently Asked Questions

Can I hold both WGFIX and SVTAX in my portfolio?

WGFIX and SVTAX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WGFIX or SVTAX?

WGFIX has higher volatility (5.20%) compared to SVTAX (2.81%). In terms of maximum drawdown, WGFIX dropped -59.51% vs SVTAX's -43.81%.

Which has better risk-adjusted returns?

SVTAX currently has the higher Sharpe Ratio (1.46 vs 0.73), 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.