SGMAX — Siit Global Managed Volatility Fund
Data updated: 2026-07-29
SGMAX — Siit Global Managed Volatility Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Global (incl. US) Large Cap Blend / Core Equity · $1.80B AUM · 0.72% expense ratio · 16.6% 1-yr return. From SEC regulatory filings.
SGMAX Fund Overview
SGMAX — Siit Global Managed Volatility Fund is a US mutual fund managed by Sei Institutional Investments Trust, categorised as Global (incl. US) Large Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Sei Institutional Investments Trust
- Category: Global (incl. US) Large Cap Blend / Core Equity
- Assets under management: $1.80B
- 1-year return: 16.6%
- Ticker: SGMAX
- SEC CIK: 0000939934
- SEC series ID: S000050969
- Share class ID: C000160603
SGMAX Holdings
Top 10 holdings of Siit Global Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Cisco Systems, Inc. | 2.44% |
| Verizon Communications Inc. | 1.60% |
| At&t Inc. | 1.36% |
| Johnson & Johnson | 1.29% |
| Alphabet Inc. | 1.22% |
| Novartis AG | 1.15% |
| Eni S.p.a. | 1.13% |
| Endesa, Sociedad Anonima | 1.11% |
| Altria Group, Inc. | 1.10% |
| Bristol-Myers Squibb Company | 1.05% |
SGMAX Portfolio Allocation
Asset-class allocation of Siit Global Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 98.1% |
| Derivatives | 0.5% |
| Cash & Equivalents | 0.3% |
SGMAX Performance
Total returns for SGMAX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 4.6% |
| 1 year | 16.6% |
| 3 years (annualised) | 16.7% |
| 5 years (annualised) | 10.5% |
SGMAX Risk Information
Risk metrics for SGMAX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.0%
SGMAX Costs and Fees
SGMAX costs about $72 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.72%
- Gross expense ratio: 0.72%
- Portfolio turnover: 102%
- Brokerage commissions: 3.36 bps of average net assets (SEC N-CEN)
SGMAX Cashflows
Over the 12 months to 2026-02, Siit Global Managed Volatility Fund had net outflows of $97.72M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | $252.05M |
| 2026-01 | −$64.17M |
| 2025-12 | −$67.12M |
| 2025-11 | $101.91M |
| 2025-10 | −$24.30M |
| 2025-09 | −$37.32M |
SGMAX Debt Constituents
No individual debt constituents are reported in Siit Global Managed Volatility Fund's latest SEC N-PORT filing.
SGMAX Prospectus and SEC Filings
Official Siit Global Managed Volatility Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Global (incl. US) Large Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.