HLMSX vs. SBSIX
Compare and contrast key facts about Harding Loevner International Small Companies Portfolio (HLMSX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX).
HLMSX is managed by Harding Loevner. It was launched on Mar 25, 2007. SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011.
Performance
HLMSX vs. SBSIX - Performance Comparison
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HLMSX vs. SBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLMSX Harding Loevner International Small Companies Portfolio | -5.34% | 14.87% | -6.92% | 11.78% | -24.50% | 12.82% | 18.51% | 29.45% | -17.65% | 34.42% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | -3.56% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
Returns By Period
In the year-to-date period, HLMSX achieves a -5.34% return, which is significantly lower than SBSIX's -3.56% return. Over the past 10 years, HLMSX has underperformed SBSIX with an annualized return of 5.17%, while SBSIX has yielded a comparatively higher 7.47% annualized return.
HLMSX
- 1D
- 0.06%
- 1M
- -9.34%
- YTD
- -5.34%
- 6M
- -7.18%
- 1Y
- 6.59%
- 3Y*
- 2.84%
- 5Y*
- -0.58%
- 10Y*
- 5.17%
SBSIX
- 1D
- -0.55%
- 1M
- -12.48%
- YTD
- -3.56%
- 6M
- 2.14%
- 1Y
- 31.31%
- 3Y*
- 19.33%
- 5Y*
- 10.32%
- 10Y*
- 7.47%
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HLMSX vs. SBSIX - Expense Ratio Comparison
HLMSX has a 1.37% expense ratio, which is higher than SBSIX's 1.03% expense ratio.
Return for Risk
HLMSX vs. SBSIX — Risk / Return Rank
HLMSX
SBSIX
HLMSX vs. SBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Small Companies Portfolio (HLMSX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HLMSX | SBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.99 | -1.59 |
Sortino ratioReturn per unit of downside risk | 0.61 | 2.50 | -1.89 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.30 | -1.90 |
Martin ratioReturn relative to average drawdown | 1.03 | 9.74 | -8.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLMSX | SBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.99 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.67 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.45 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.49 | -0.16 |
Correlation
The correlation between HLMSX and SBSIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HLMSX vs. SBSIX - Dividend Comparison
HLMSX's dividend yield for the trailing twelve months is around 4.27%, less than SBSIX's 5.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLMSX Harding Loevner International Small Companies Portfolio | 4.27% | 4.04% | 1.17% | 1.00% | 1.83% | 2.82% | 0.03% | 0.52% | 7.56% | 1.13% | 4.37% | 1.54% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.32% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
Drawdowns
HLMSX vs. SBSIX - Drawdown Comparison
The maximum HLMSX drawdown since its inception was -60.77%, which is greater than SBSIX's maximum drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for HLMSX and SBSIX.
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Drawdown Indicators
| HLMSX | SBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.77% | -52.51% | -8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -12.48% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.22% | -29.87% | -8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -52.51% | +14.29% |
Current DrawdownCurrent decline from peak | -19.20% | -12.48% | -6.72% |
Average DrawdownAverage peak-to-trough decline | -13.24% | -11.21% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.95% | +1.23% |
Volatility
HLMSX vs. SBSIX - Volatility Comparison
The current volatility for Harding Loevner International Small Companies Portfolio (HLMSX) is 5.07%, while Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a volatility of 5.58%. This indicates that HLMSX experiences smaller price fluctuations and is considered to be less risky than SBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLMSX | SBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 5.58% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 9.65% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 14.98% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 15.46% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 16.66% | -1.80% |