- ISIN
- US81580H5634
- Issuer
- Segall Bryant & Hamill
- Inception Date
- Dec 31, 2019
- Category
- Small Cap Growth Equities
- Min. Investment
- $250,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
SBASX Performance Chart
Segall Bryant & Hamill Small Cap Core Fund (SBASX) is up 20.4% since the beginning of the year. SBASX is currently trading at $15 per share. Investors who bought $1,000 worth of SBASX shares 5 years ago would now be looking at an investment worth $1,529.
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Returns By Period
Segall Bryant & Hamill Small Cap Core Fund (SBASX) has returned 20.42% so far this year and 32.53% over the past 12 months.
Segall Bryant & Hamill Small Cap Core Fund
- 1D
- 2.11%
- 1M
- 7.61%
- YTD
- 20.42%
- 6M
- 17.58%
- 1Y
- 32.53%
- 3Y*
- 15.43%
- 5Y*
- 8.87%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SBASX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 2019, SBASX's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 52% of months were positive and 48% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SBASX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.47% | 4.27% | -6.65% | 9.24% | 1.08% | 6.24% | 20.42% | ||||||
| 2025 | 3.80% | -5.73% | -6.88% | -2.52% | 5.44% | 3.89% | 1.71% | 3.76% | -1.00% | 0.70% | 2.86% | -1.29% | 3.95% |
| 2024 | -1.69% | 4.80% | 3.52% | -4.90% | 4.66% | -0.79% | 7.45% | -0.67% | -0.30% | -1.28% | 9.38% | -7.52% | 11.89% |
| 2023 | 6.57% | -1.48% | -2.20% | -2.52% | -2.77% | 8.17% | 3.78% | -2.20% | -4.42% | -4.80% | 7.61% | 8.92% | 13.96% |
| 2022 | -8.11% | 2.57% | -0.92% | -7.59% | -1.82% | -6.78% | 8.47% | -1.84% | -7.30% | 9.60% | 5.90% | -3.98% | -13.13% |
| 2021 | -0.65% | 10.33% | 1.56% | 4.10% | -0.56% | -0.42% | 0.50% | 1.34% | -2.79% | 6.16% | -2.50% | 5.05% | 23.52% |
Benchmark Metrics
Segall Bryant & Hamill Small Cap Core Fund has an annualized alpha of 0.28%, beta of 0.94, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since December 31, 2019.
- This fund participated in 93.34% of S&P 500 Index downside but only 89.85% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.75, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.28%
- Beta
- 0.94
- R²
- 0.75
- Upside Capture
- 89.85%
- Downside Capture
- 93.34%
Expense Ratio
SBASX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SBASX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBASX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.78 | +0.04 |
| Martin ratioReturn relative to average drawdown | 10.27 | 12.44 | -2.17 |
Dividends
Dividend History
Segall Bryant & Hamill Small Cap Core Fund provided a 4.64% dividend yield over the last twelve months, with an annual payout of $0.69 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.69 | $0.69 | $0.69 | $0.43 | $0.23 | $2.36 |
Dividend yield | 4.64% | 5.58% | 5.48% | 3.65% | 2.10% | 18.57% |
Monthly Dividends
The table displays the monthly dividend distributions for Segall Bryant & Hamill Small Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2021 | $2.36 | $2.36 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Segall Bryant & Hamill Small Cap Core Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Segall Bryant & Hamill Small Cap Core Fund was 34.34%, occurring on Mar 18, 2020. Recovery took 114 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.34%Mar 2020 | 2mo 1d | 5mo 17d | 7mo 18dJan 2020 - Sep 2020 |
2025 selloff2025 | -26.56%Apr 2025 | 4mo | 9mo 10d | 1y 1moDec 2024 - Jan 2026 |
Bear market2022 | -25.67%Jun 2022 | 7mo 8d | 1y 8mo | 2y 3moNov 2021 - Mar 2024 |
2026 correction2026 | -11.44%Mar 2026 | 1mo 16d | 21d | 2mo 7dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.76%Aug 2024 | 21d | 2mo 11d | 3mo 2dJul 2024 - Oct 2024 |
Drawdown Indicators
| SBASX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -56.78% | +22.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.10% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.56% | -18.90% | -7.66% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -25.43% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -10.71% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.03% | +1.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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