LSVMX Performance — LSV U.S. Managed Volatility Fund, Institutional Class
Data updated: 2026-09-28
LSVMX returned +15.36% year to date and +24.78% over one year to Jul 2026. Annualised returns are +16.38% over 3 years and +10.64% over 5 years. The fund beat its US Multi-Cap Value category average: $100 invested three years ago grew to $158, against $137 for the category, and to $125 over one year, against $110. Volatility over the past three years was 10.22% a year. In the 12 months to Jul 2026 the fund took in a net $3.7M, and assets reached $28.80M.
LSVMX Growth of $100
What $100 invested in LSV U.S. Managed Volatility Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | LSVMX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $125 | $110 |
| 3 years (Aug 2023 – Jul 2026) | $158 | $137 |
| 5 years (Aug 2021 – Jul 2026) | $166 | $143 |
| Since data start (Aug 2019 – Jul 2026) | $196 | $186 |
LSVMX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +15.36% |
| 1 year | +24.78% |
| 3 years (annualised) | +16.38% |
| 5 years (annualised) | +10.64% |
LSVMX Annual Returns
Calendar-year total returns of LSV U.S. Managed Volatility Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +15.36% |
| 2025 | +17.92% |
| 2024 | +17.23% |
| 2023 | +5.28% |
| 2022 | −6.93% |
| 2021 | +36.06% |
| 2020 | −11.50% |
| 2019 (Aug–Dec) | +4.04% |
LSVMX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.7% | +4.6% | −2.6% | +2.5% | +5.4% | −1.0% | +3.1% | — | — | — | — | — |
| 2025 | +5.2% | −1.8% | −0.9% | +2.9% | −0.9% | +1.5% | +3.0% | −1.1% | +0.8% | +4.5% | +2.9% | +0.8% |
| 2024 | +4.4% | −4.8% | +5.2% | +1.9% | +5.3% | −1.2% | +3.1% | −1.4% | +2.4% | +3.7% | +3.4% | −5.1% |
| 2023 | +5.6% | +0.5% | +1.3% | −3.1% | +1.1% | +5.2% | −4.0% | −2.6% | −2.7% | −1.2% | +1.9% | +3.7% |
| 2022 | −2.6% | −3.2% | +4.3% | −1.7% | +3.1% | −5.8% | +2.5% | +10.5% | −7.8% | −4.3% | +2.2% | −2.7% |
| 2021 | +10.1% | +2.7% | +8.0% | +1.3% | +1.2% | −0.9% | +3.3% | +2.7% | −4.1% | +1.9% | −1.2% | +7.1% |
| 2020 | +2.7% | +9.2% | −13.8% | −9.5% | +2.8% | −1.7% | +2.3% | −3.8% | −2.8% | +2.7% | −0.4% | +2.4% |
| 2019 | — | — | — | — | — | — | — | +1.6% | +3.0% | −0.3% | −2.1% | +1.9% |
LSVMX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 10.22%
- 3-year Sharpe ratio: 1.16 (vs 4.5% risk-free rate)
- Best month: +5.42% (May 2026)
- Worst month: −5.11% (Dec 2024)
LSVMX Fund Flows
Monthly money in and out of LSV U.S. Managed Volatility Fund, from SEC Form N-PORT.
- 12-month net flow: $3.7M
- 12-month gross sales (incl. reinvestments): $5.1M
- Sales ÷ redemptions: 3.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2K | $534 | $1K |
| Jun 2026 | $362K | $0 | $362K |
| May 2026 | $41K | $51K | −$9K |
| Apr 2026 | $12K | $15K | −$3K |
| Mar 2026 | $11K | $7K | $5K |
| Feb 2026 | $3K | $23K | −$21K |
| Jan 2026 | $2K | $204K | −$202K |
| Dec 2025 | $4.6M | $341K | $4.2M |
| Nov 2025 | $132K | $25K | $107K |
| Oct 2025 | $25 | $745K | −$745K |
| Sep 2025 | $6K | $0 | $6K |
| Aug 2025 | $3K | $11K | −$8K |
LSVMX Assets Under Management
Net assets of LSV U.S. Managed Volatility Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $28.80M |
| 2026-04-30 | $26.42M |
| 2026-01-31 | $25.30M |
| 2025-10-31 | $24.18M |
| 2025-07-31 | $23.91M |
| 2025-04-30 | $22.48M |
| 2025-01-31 | $22.41M |
| 2024-10-31 | $33.43M |
| 2024-07-31 | $35.15M |
| 2024-04-30 | $32.40M |
| 2024-01-31 | $31.85M |
| 2023-10-31 | $29.99M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.