SVOAX Performance — SIMT U.S. Managed Volatility Fund, Class F
Data updated: 2026-08-28
SVOAX returned +3.51% year to date and +7.20% over one year to Jun 2026. Annualised returns are +10.99% over 3 years and +7.48% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $137, against $157 for the category, and to $107 over one year, against $118. Volatility over the past three years was 9.78% a year. In the 12 months to Jun 2026 the fund lost a net $61.0M, and assets reached $471.37M.
SVOAX Growth of $100
What $100 invested in SIMT U.S. Managed Volatility Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | SVOAX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $107 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $137 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $143 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $172 | $229 |
SVOAX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.51% |
| 1 year | +7.20% |
| 3 years (annualised) | +10.99% |
| 5 years (annualised) | +7.48% |
SVOAX Annual Returns
Calendar-year total returns of SIMT U.S. Managed Volatility Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +3.51% |
| 2025 | +10.45% |
| 2024 | +15.56% |
| 2023 | +3.71% |
| 2022 | −0.93% |
| 2021 | +19.63% |
| 2020 | −2.19% |
| 2019 (Jul–Dec) | +8.12% |
SVOAX 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 | −4.0% | +2.2% | +2.2% | −0.6% | +1.4% | +2.4% | — | — | — | — | — | — |
| 2025 | −1.4% | +1.7% | +3.5% | +1.0% | +3.1% | −1.4% | +0.7% | +3.4% | −0.8% | 0.0% | +2.6% | −2.2% |
| 2024 | +4.5% | +2.0% | +1.8% | −0.3% | +2.6% | −4.4% | +1.5% | +3.5% | +5.1% | −5.8% | +6.0% | −1.2% |
| 2023 | +0.5% | −3.0% | +2.1% | +4.7% | −4.4% | +0.6% | −3.2% | −1.2% | +1.5% | +3.7% | +4.9% | −1.9% |
| 2022 | +4.0% | −0.7% | −1.4% | −5.1% | +1.4% | −3.5% | −7.4% | −3.3% | +3.4% | −3.0% | +5.8% | +10.5% |
| 2021 | +7.1% | +1.3% | −0.9% | −0.5% | +2.6% | +3.1% | −4.6% | +1.6% | +1.3% | +7.1% | −2.6% | +3.1% |
| 2020 | −14.7% | −9.4% | −0.7% | −0.7% | +4.1% | +9.2% | −2.9% | +2.9% | +4.3% | +2.3% | +9.1% | −3.0% |
| 2019 | — | — | — | — | — | — | +1.8% | +0.1% | +0.8% | +1.8% | +2.5% | +1.0% |
SVOAX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 9.78%
- 3-year Sharpe ratio: 0.66 (vs 4.5% risk-free rate)
- Best month: +6.04% (Nov 2024)
- Worst month: −5.83% (Oct 2024)
SVOAX Fund Flows
Monthly money in and out of SIMT U.S. Managed Volatility Fund, from SEC Form N-PORT.
- 12-month net flow: −$61.0M
- 12-month gross sales (incl. reinvestments): $112.8M
- Sales ÷ redemptions: 0.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $4.9M | $9.6M | −$4.7M |
| May 2026 | $1.7M | $6.9M | −$5.2M |
| Apr 2026 | $2.0M | $19.1M | −$17.1M |
| Mar 2026 | $3.8M | $17.0M | −$13.2M |
| Feb 2026 | $6.1M | $22.1M | −$16.0M |
| Jan 2026 | $2.8M | $9.5M | −$6.7M |
| Dec 2025 | $4.3M | $31.0M | −$26.7M |
| Nov 2025 | $2.4M | $12.4M | −$10.0M |
| Oct 2025 | $70.5M | $15.2M | $55.3M |
| Sep 2025 | $4.1M | $12.4M | −$8.3M |
| Aug 2025 | $4.6M | $9.3M | −$4.7M |
| Jul 2025 | $5.6M | $9.3M | −$3.7M |
SVOAX Assets Under Management
Net assets of SIMT U.S. Managed Volatility Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $471.37M |
| 2026-03-31 | $484.98M |
| 2025-12-31 | $518.88M |
| 2025-09-30 | $572.87M |
| 2025-06-30 | $573.86M |
| 2025-03-31 | $584.80M |
| 2024-12-31 | $582.32M |
| 2024-09-30 | $648.68M |
| 2024-06-30 | $627.97M |
| 2024-03-31 | $673.32M |
| 2023-12-31 | $698.36M |
| 2023-09-30 | $745.25M |
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.