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ISIN
US81580H6392
CUSIP
81580H639
Inception Date
Jul 31, 2013
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SBHVX Performance Chart

Segall Bryant & Hamill Small Cap Value Fund (SBHVX) is up 23.2% since the beginning of the year. SBHVX is currently trading at $18 per share. Investors who bought $1,000 worth of SBHVX shares 5 years ago would now be looking at an investment worth $1,539.


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S&P 500 Index

Returns By Period

Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has returned 23.23% so far this year and 46.52% over the past 12 months. Over the last ten years, SBHVX has returned 10.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Segall Bryant & Hamill Small Cap Value Fund

1D
1.54%
1M
5.07%
YTD
23.23%
6M
20.67%
1Y
46.52%
3Y*
17.93%
5Y*
9.00%
10Y*
10.75%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBHVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, SBHVX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Mar 2020 at -18.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SBHVX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Mar 9, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.48%4.00%-6.51%9.81%2.94%3.36%23.23%
20252.69%-4.38%-6.84%-5.73%7.17%5.45%1.59%9.09%0.06%-0.68%2.69%1.88%12.27%
2024-3.98%5.27%3.58%-5.94%4.92%-2.38%10.39%0.39%0.78%-1.09%9.54%-7.98%12.31%
20237.27%-1.19%-4.30%-2.99%-0.81%8.76%3.84%-2.17%-5.41%-4.07%5.06%8.92%11.97%
2022-4.98%2.76%-0.28%-8.58%-0.91%-6.41%6.04%-4.00%-8.73%10.36%5.97%-4.85%-14.66%
20210.15%10.02%4.35%2.02%0.51%-2.48%-1.37%0.40%-2.11%3.29%-4.10%5.61%16.61%

Benchmark Metrics

Segall Bryant & Hamill Small Cap Value Fund has an annualized alpha of -1.28%, beta of 0.95, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participated in 101.78% of S&P 500 Index downside but only 90.21% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.95 and R2 of 0.66, 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
-1.28%
Beta
0.95
0.66
Upside Capture
90.21%
Downside Capture
101.78%

Expense Ratio

SBHVX has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SBHVX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SBHVX Risk / Return Rank: 7171
Overall Rank
SBHVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SBHVX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SBHVX Omega Ratio Rank: 5858
Omega Ratio Rank
SBHVX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SBHVX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) 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.


SBHVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.79

2.78

+1.01

Martin ratioReturn relative to average drawdown

12.95

12.44

+0.51

Dividends

Dividend History

Segall Bryant & Hamill Small Cap Value Fund provided a 9.45% dividend yield over the last twelve months, with an annual payout of $1.74 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.74$1.74$0.69$0.19$0.16$0.69$0.13$0.77$1.11$0.85$0.03$0.57

Dividend yield

9.45%11.65%4.61%1.37%1.25%4.66%0.95%6.05%10.28%6.78%0.22%5.76%

Monthly Dividends

The table displays the monthly dividend distributions for Segall Bryant & Hamill Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$1.74$1.74
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$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$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

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 Value 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 Value Fund was 41.54%, occurring on Mar 18, 2020. Recovery took 182 trading sessions.

The current Segall Bryant & Hamill Small Cap Value Fund drawdown is 0.38%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.54%Mar 2020
2mo 1d8mo 21d
10mo 22dJan 2020 - Dec 2020
2025 selloff2025
-29.43%Apr 2025
4mo5mo 13d
9mo 13dDec 2024 - Sep 2025
Bear market2022
-27.24%Sep 2022
10mo 24d1y 10mo
2y 8moNov 2021 - Jul 2024
2016 bear market2016
-21.67%Jan 2016
7mo 5d7mo 11d
1y 2moJun 2015 - Sep 2016
Rate-hike selloffLate 2018
-19.09%Dec 2018
3mo 8d4mo 6d
7mo 14dSep 2018 - Apr 2019

Drawdown Indicators


SBHVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.54%

-56.78%

+15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-9.10%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-29.43%

-18.90%

-10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-25.43%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-33.92%

-7.62%

Current Drawdown

Current decline from peak

-0.38%

-1.80%

+1.42%

Average Drawdown

Average peak-to-trough decline

-7.24%

-10.71%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.03%

+1.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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