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Trending ETFs

LSV GLOBAL MANAGED VOLATILITY FUND

mutual fund
LSVFX
Payout Change
Pending
Price as of:
$10.03 -0.34 -3.28%
primary theme
N/A
share class
Instl (LSVFX) Investor (LVAFX)
LSVFX (Mutual Fund)

LSV GLOBAL MANAGED VOLATILITY FUND

Payout Change
Pending
Price as of:
$10.03 -0.34 -3.28%
primary theme
N/A
share class
Instl (LSVFX) Investor (LVAFX)
LSVFX (Mutual Fund)

LSV GLOBAL MANAGED VOLATILITY FUND

Payout Change
Pending
Price as of:
$10.03 -0.34 -3.28%
primary theme
N/A
share class
Instl (LSVFX) Investor (LVAFX)

Name

As of 12/27/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

LSV GLOBAL MANAGED VOLATILITY FUND

LSVFX | Fund

$10.03

$9.73 M

5.38%

$0.62

1.14%

Vitals

YTD Return

10.2%

1 yr return

10.2%

3 Yr Avg Return

5.2%

5 Yr Avg Return

5.4%

Net Assets

$9.73 M

Holdings in Top 10

16.2%

52 WEEK LOW AND HIGH

$10.4
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 1.14%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 20.00%

Redemption Fee N/A

Min Investment

Standard (Taxable)

$100,000

IRA

$100,000

Fund Classification

Fund Type

Open End Mutual Fund

Name

As of 12/27/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

LSV GLOBAL MANAGED VOLATILITY FUND

LSVFX | Fund

$10.03

$9.73 M

5.38%

$0.62

1.14%

LSVFX - Profile

Distributions

  • YTD Total Return 10.2%
  • 3 Yr Annualized Total Return 5.2%
  • 5 Yr Annualized Total Return 5.4%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 2.66%
DIVIDENDS
  • Dividend Yield 5.4%
  • Dividend Distribution Frequency None

Fund Details

  • Legal Name
    LSV GLOBAL MANAGED VOLATILITY FUND
  • Fund Family Name
    LSV Fund
  • Inception Date
    Jun 25, 2014
  • Shares Outstanding
    2014303
  • Share Class
    Instl
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Puneet Mansharamani

Fund Description

The Fund invests primarily in equity securities of companies located throughout the world. The equity securities in which the Fund invests are mainly common stocks, but may also include American Depositary Receipts (“ADRs”) and Global Depositary Receipts (“GDRs” and, together with ADRs, “Depositary Receipts”). Depositary     Receipts are certificates issued by a bank or trust company that represent ownership of shares of a foreign issuer and generally trade on an established market, in the United States or elsewhere. Although the Fund may invest in securities of companies of any size, the Fund generally invests in companies with market capitalizations of $100 million or more at the time of purchase.

Under normal market conditions, the Fund will invest in at least three countries, including the United States, and at least 40% of its assets will be invested in non-U.S. companies, in both developed and emerging market countries. The Fund considers a company to be a non-U.S. company if (i) the company’s primary issue trades on a non-U.S. exchange; or (ii) the company is organized, maintains its principal place of business, or primarily generates its revenues outside of the United States.

In selecting securities for the Fund, the Adviser focuses on companies whose securities, in the Adviser’s opinion, are out-of-favor (undervalued) in the marketplace at the time of purchase in light of factors such as the company’s earnings, book value, revenues or cash flow, but show signs of recent improvement. The Adviser believes that these out-of-favor securities will produce superior future returns if their future growth exceeds the market’s low expectations. The Adviser seeks to manage volatility by selecting stocks for the Fund’s portfolio whose total returns are not expected to fluctuate as dramatically as those of the equity markets as a whole.

The Adviser uses a quantitative investment model to make investment decisions for the Fund. The investment model ranks securities based on fundamental measures of value (such as the price-to-earnings ratio) and indicators of near-term appreciation potential (such as recent price appreciation). Additionally, securities are ranked based on sensitivity to broader market movements or “beta,” standard deviation, and volatility of operating performance (cash flow and earnings) to identify securities that the Adviser believes will have less volatility than the overall equity markets. The investment model is used to select stocks to buy from those with higher expected returns and lower expected volatility and select stocks to sell from those whose expected returns have decreased and expected volatility has increased, subject to overall risk controls.

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LSVFX - Performance

Return Ranking - Trailing

Period LSVFX Return Category Return Low Category Return High Rank in Category (%)
YTD 10.2% -35.6% 29.2% 15.21%
1 Yr 10.2% 17.3% 252.4% 91.48%
3 Yr 5.2%* -3.5% 34.6% 96.23%
5 Yr 5.4%* 0.1% 32.7% 92.08%
10 Yr 6.0%* -6.9% 18.3% N/A

* Annualized

Return Ranking - Calendar

Period LSVFX Return Category Return Low Category Return High Rank in Category (%)
2023 -5.2% -24.3% 957.1% 95.63%
2022 -6.9% -38.3% 47.1% 95.07%
2021 14.0% -54.2% 0.6% 14.00%
2020 -7.3% -76.0% 54.1% 88.29%
2019 9.1% -26.1% 47.8% 5.42%

Total Return Ranking - Trailing

Period LSVFX Return Category Return Low Category Return High Rank in Category (%)
YTD 10.2% -35.6% 29.2% 15.55%
1 Yr 10.2% 11.4% 252.4% 90.23%
3 Yr 5.2%* -3.5% 34.6% 95.01%
5 Yr 5.4%* 0.1% 32.7% 91.28%
10 Yr 6.0%* -6.9% 18.3% N/A

* Annualized

Total Return Ranking - Calendar

Period LSVFX Return Category Return Low Category Return High Rank in Category (%)
2023 10.1% -24.3% 957.1% 95.63%
2022 -3.9% -33.1% 47.1% 95.32%
2021 17.6% -44.4% 1.8% 13.59%
2020 -4.9% -6.5% 54.1% 68.23%
2019 17.8% -14.4% 47.8% 3.83%

NAV & Total Return History

LSVFX - Holdings

Concentration Analysis

LSVFX Category Low Category High LSVFX % Rank
Net Assets 9.73 M 199 K 133 B 92.54%
Number of Holdings 152 1 9075 26.21%
Net Assets in Top 10 1.58 M -18 M 37.6 B 93.83%
Weighting of Top 10 16.23% 9.1% 100.0% 80.66%

Top 10 Holdings

  1. HARTFORD FINANCIAL SVCS GRP COMMON STOCK 1.94%
  2. COMCAST CORP-CLASS A COMMON STOCK 1.91%
  3. CVS HEALTH CORP COMMON STOCK 1.80%
  4. BRISTOL-MYERS SQUIBB CO COMMON STOCK 1.66%
  5. INTL BUSINESS MACHINES CORP COMMON STOCK 1.58%
  6. GILEAD SCIENCES INC COMMON STOCK 1.49%
  7. HP INC COMMON STOCK 1.49%
  8. JOHNSON JOHNSON COMMON STOCK 1.46%
  9. KROGER CO COMMON STOCK 1.46%
  10. AMDOCS LTD COMMON STOCK 1.44%

Asset Allocation

Weighting Return Low Return High LSVFX % Rank
Stocks 		98.06% 61.84% 125.47% 29.19%
Cash 		1.30% -174.70% 23.12% 65.20%
Other 		0.65% -13.98% 19.14% 50.77%
Preferred Stocks 		0.00% -0.01% 5.28% 44.27%
Convertible Bonds 		0.00% 0.00% 4.46% 37.67%
Bonds 		0.00% -1.50% 161.67% 40.86%

Stock Sector Breakdown

Weighting Return Low Return High LSVFX % Rank
Financial Services 		18.90% 0.00% 38.42% 23.90%
Consumer Defense 		16.62% 0.00% 73.28% 6.39%
Technology 		14.96% 0.00% 49.87% 84.91%
Healthcare 		14.67% 0.00% 35.42% 42.62%
Communication Services 		9.76% 0.00% 57.66% 32.49%
Consumer Cyclical 		9.36% 0.00% 40.94% 68.28%
Industrials 		6.28% 0.00% 44.06% 87.56%
Utilities 		4.77% 0.00% 29.12% 13.44%
Energy 		3.29% 0.00% 21.15% 48.90%
Real Estate 		1.15% 0.00% 39.48% 53.63%
Basic Materials 		0.24% 0.00% 38.60% 80.62%

Stock Geographic Breakdown

Weighting Return Low Return High LSVFX % Rank
US 		59.29% 0.13% 103.82% 50.33%
Non US 		38.76% 0.58% 99.46% 41.52%

LSVFX - Expenses

Operational Fees

LSVFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.14% 0.01% 44.27% 37.86%
Management Fee 0.60% 0.00% 1.82% 30.31%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.01% 0.76% N/A

Sales Fees

LSVFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.50% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

LSVFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

LSVFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 20.00% 0.00% 395.00% 26.61%

LSVFX - Distributions

Dividend Yield Analysis

LSVFX Category Low Category High LSVFX % Rank
Dividend Yield 5.38% 0.00% 3.26% 37.31%

Dividend Distribution Analysis

LSVFX Category Low Category High Category Mod
Dividend Distribution Frequency None Annually Annually Annually

Net Income Ratio Analysis

LSVFX Category Low Category High LSVFX % Rank
Net Income Ratio 2.66% -4.27% 12.65% 5.80%

Capital Gain Distribution Analysis

LSVFX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Semi-Annually Annually

Distributions History

View More +

LSVFX - Fund Manager Analysis

Managers

Puneet Mansharamani

Start Date

Tenure

Tenure Rank

Jun 25, 2014

7.94

7.9%

Puneet Mansharamani, CFA, is a Partner, Portfolio Manager and Quantitative Analyst of LSV. Mr. Mansharamani has more than 14 years of investment experience. At LSV, Mr. Mansharamani is part of our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Prior to joining LSV, Mr. Mansharamani was an Analyst at Institutional Trust National City Corporation. His responsibilities included project management, systems development and designing financial and analytical applications fo

Greg Sleight

Start Date

Tenure

Tenure Rank

Jun 25, 2014

7.94

7.9%

Greg Sleight is a Partner, Portfolio Manager and Quantitative Analyst of LSV. At LSV, Mr. Sleight is part of our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Mr. Sleight received a B.S. in Material Science & Engineering from the University of Illinois in 2000 and an M.B.A. in Econometrics, Economics & Analytic Finance from the University of Chicago in 2006.

Guy Lakonishok

Start Date

Tenure

Tenure Rank

Jun 25, 2014

7.94

7.9%

Guy Lakonishok, CFA is a Partner, Portfolio Manager and Quantitative Analyst at LSV. Prior to joining LSV, Mr. Lakonishok was a Vice President in the Quantitative Equity group at BlackRock. His responsibilities included research, portfolio implementation, system development and performance attribution. Prior to this experience, Mr. Lakonishok was an analyst in the Quantitative Equity group at Weiss, Peck, and Greer, where he was responsible for developing portfolio analytics and assisting in the day-to-day management of the portfolios. Mr. Lakonishok received a B.S. in Applied Science with

Jason Karceski

Start Date

Tenure

Tenure Rank

Jun 25, 2014

7.94

7.9%

Jason Karceski, Ph.D., has served as a Senior Research Analyst of LSV since 2009, a partner since 2012 and portfolio manager since 2014.

Josef Lakonishok

Start Date

Tenure

Tenure Rank

Jun 25, 2014

7.94

7.9%

Dr. Lakonishok joined LSV in 1994, where he currently serves as Chief Executive Officer, Chief Investment Officer, Partner and Portfolio Manager Dr. Lakonishok has more than 30 years of investment and research experience. Dr. Lakonishok was, until 2004, the William G. Karnes Professor of Finance at the College of Commerce & Business Administration at the University of Illinois at Urbana-Champaign. Before that, he held staff and visiting professorships at Tel Aviv University, Cornell University, the University of North Carolina at Chapel Hill, and the University of British Columbia.

Menno Vermeulen

Start Date

Tenure

Tenure Rank

Jun 25, 2014

7.94

7.9%

Menno Vermeulen, CFA, is a Partner, Portfolio Manager and Senior Quantitative Analyst of LSV. Dr. Lakonishok joined LSV in 1994. Vermeulen has more than 21 years of investment experience. At LSV, Mr. Vermeulen has developed and written the software for our quantitative models and portfolio management system. He leads our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Mr. Vermeulen is also involved in the research process at LSV. Prior to joining LSV, he worked at ABP

Tenure Analysis

Category Low Category High Category Average Category Mode
0.01 35.82 6.24 1.25

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