Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UGMVX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND SHARES) | 13.52% | 23.94% | 18.18% | 10.23% | 10.43% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UGMVX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND SHARES) | 07/23/2013 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.94 | 23.94 | 18.18 | 10.23 | 10.43 | NA | NA | … | … | 13.52 | 16.57 | 13.10 | 19.49 | -15.77 | 20.88 | 6.25 | 21.69 | -8.81 | 20.97 | 6.39 | -3.29 | -2.13 | 5.60 |
| Sharpe Ratio | NA | 1.89 | 1.20 | 0.54 | 0.57 | NA | NA | … | … | 2.21 | 0.93 | 0.90 | 1.42 | -0.85 | 1.79 | 0.20 | 2.08 | -0.79 | 3.39 | 0.43 | -0.23 | -0.12 | 1.79 |
| Standard Deviation(%) | NA | 11.44 | 12.56 | 14.28 | 15.44 | NA | NA | … | … | 14.20 | 14.72 | 10.53 | 11.23 | 20.38 | 11.67 | 29.97 | 9.72 | 12.95 | 6.01 | 14.40 | 14.44 | 18.03 | 7.28 |
| Draw Down(%) | NA | 7.99 | 14.13 | 24.58 | 32.56 | NA | NA | … | … | 7.99 | 14.13 | 6.29 | 8.74 | 24.44 | 5.84 | 32.56 | 5.80 | 17.80 | 1.69 | 10.48 | 14.42 | 14.82 | 3.30 |
| Yield(%) | 0.00 | 18.65 | 9.80 | 9.75 | 8.77 | 6.18 | 4.64 | … | … | 0.00 | 19.94 | 3.69 | 1.91 | 6.64 | 24.48 | 4.07 | 4.84 | 3.76 | 2.10 | 1.29 | 0.95 | 17.96 | 0.10 |
Data as of 06/04/2026, Common starting date is 07/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UGMVX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND SHARES) |
-0.23%
Mar 2017 – Mar 2020 |
1.20%
Mar 2015 – Mar 2020 |
4.72%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UGMVX (GLOBAL MANAGED VOLATILITY FUND GLOBAL MANAGED VOLATILITY FUND SHARES) |
19.78%
Sep 2022 – Sep 2025 |
13.24%
Mar 2020 – Mar 2025 |
10.51%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart