SBAPX vs. DFAIX

Last updated Jun 25, 2026

SBAPX (Segall Bryant & Hamill Short Term Plus Fund) and DFAIX (DFA Short-Duration Real Return Portfolio) are both Short-Term Bond funds. At a 0.35 correlation, their price movements are largely independent. SBAPX charges 0.68%/yr vs 0.22%/yr for DFAIX.

Performance

SBAPX vs. DFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Short Term Plus Fund (SBAPX) and DFA Short-Duration Real Return Portfolio (DFAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SBAPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFAIX

• 1D: 0.00%
• 1M: -0.09%
• YTD: 2.10%
• 6M: 2.19%
• 1Y: 4.08%
• 3Y*: 5.59%
• 5Y*: 3.75%
• 10Y*: 3.25%

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

SBAPX vs. DFAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SBAPX Segall Bryant & Hamill Short Term Plus Fund	0.05%	5.65%	5.17%	5.17%	-1.98%	-0.05%	2.19%	3.62%	0.20%
DFAIX DFA Short-Duration Real Return Portfolio	2.10%	4.86%	6.38%	5.64%	-2.77%	5.40%	2.75%	5.63%	-0.09%

Correlation

The correlation between SBAPX and DFAIX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018	0.35

Over the past year, the correlation between SBAPX and DFAIX has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Return for Risk

SBAPX vs. DFAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBAPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DFAIX

DFAIX Risk / Return Rank: 98
DFAIX Sharpe Ratio Rank: 98
DFAIX Sortino Ratio Rank: 97
DFAIX Omega Ratio Rank: 98
DFAIX Calmar Ratio Rank: 98
DFAIX Martin Ratio Rank: 98

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.

SBAPX vs. DFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Short Term Plus Fund (SBAPX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.

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.

	SBAPX	DFAIX	Difference
Sharpe ratio: Return per unit of total volatility	—	3.47	—
Sortino ratio: Return per unit of downside risk	—	5.52	—
Omega ratio: Gain probability vs. loss probability	—	2.00	—
Calmar ratio: Return relative to maximum drawdown	—	8.73	—
Martin ratio: Return relative to average drawdown	—	35.11	—

Drawdowns

Drawdown Indicators

	SBAPX	DFAIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-5.63%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.47%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-3.12%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-5.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-5.63%	—
Current Drawdown Current decline from peak	—	-0.46%	—
Average Drawdown Average peak-to-trough decline	—	-0.94%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.12%	—

Volatility

Volatility by Period

	SBAPX	DFAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.18%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	3.18%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	2.55%	—

SBAPX vs. DFAIX - Expense Ratio Comparison

SBAPX has a 0.68% expense ratio, which is higher than DFAIX's 0.22% expense ratio.

Dividends

SBAPX vs. DFAIX - Dividend Comparison

SBAPX's dividend yield for the trailing twelve months is around 3.72%, less than DFAIX's 4.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFAIX DFA Short-Duration Real Return Portfolio	4.56%	4.65%	4.14%	3.66%	1.68%	0.98%	0.82%	2.53%	2.72%	1.71%	1.41%	1.29%
SBAPX Segall Bryant & Hamill Short Term Plus Fund	3.72%	4.70%	4.24%	2.48%	0.93%	0.84%	1.65%	2.65%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SBAPX and DFAIX in my portfolio?

SBAPX and DFAIX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.