SBAPX vs. DFEQX
Compare and contrast key facts about Segall Bryant & Hamill Short Term Plus Fund (SBAPX) and DFA Short-Term Extended Quality Portfolio (DFEQX).
SBAPX is managed by Segall Bryant & Hamill. It was launched on Dec 14, 2018. DFEQX is managed by Dimensional. It was launched on Mar 4, 2009.
Performance
SBAPX vs. DFEQX - Performance Comparison
Loading graphics...
SBAPX vs. DFEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SBAPX Segall Bryant & Hamill Short Term Plus Fund | -0.22% | 5.65% | 5.17% | 5.17% | -1.98% | -0.05% | 2.19% | 3.62% | 0.20% |
DFEQX DFA Short-Term Extended Quality Portfolio | 0.28% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 0.54% |
Returns By Period
In the year-to-date period, SBAPX achieves a -0.22% return, which is significantly lower than DFEQX's 0.28% return.
SBAPX
- 1D
- 0.10%
- 1M
- -0.98%
- YTD
- -0.22%
- 6M
- 0.94%
- 1Y
- 3.88%
- 3Y*
- 4.81%
- 5Y*
- 2.70%
- 10Y*
- —
DFEQX
- 1D
- 0.11%
- 1M
- -0.65%
- YTD
- 0.28%
- 6M
- 1.31%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 1.89%
- 10Y*
- 1.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SBAPX vs. DFEQX - Expense Ratio Comparison
SBAPX has a 0.68% expense ratio, which is higher than DFEQX's 0.19% expense ratio.
Return for Risk
SBAPX vs. DFEQX — Risk / Return Rank
SBAPX
DFEQX
SBAPX vs. DFEQX - 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-Term Extended Quality Portfolio (DFEQX). 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.
| SBAPX | DFEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.85 | 4.02 | -1.17 |
Sortino ratioReturn per unit of downside risk | 4.18 | 6.44 | -2.26 |
Omega ratioGain probability vs. loss probability | 1.71 | 2.51 | -0.80 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 4.46 | -0.67 |
Martin ratioReturn relative to average drawdown | 22.47 | 20.52 | +1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SBAPX | DFEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 4.02 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.89 | 0.92 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.77 | 1.11 | +0.66 |
Correlation
The correlation between SBAPX and DFEQX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBAPX vs. DFEQX - Dividend Comparison
SBAPX's dividend yield for the trailing twelve months is around 4.34%, more than DFEQX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBAPX Segall Bryant & Hamill Short Term Plus Fund | 4.34% | 4.70% | 4.24% | 2.48% | 0.93% | 0.84% | 1.65% | 2.65% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
Drawdowns
SBAPX vs. DFEQX - Drawdown Comparison
The maximum SBAPX drawdown since its inception was -5.11%, smaller than the maximum DFEQX drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for SBAPX and DFEQX.
Loading graphics...
Drawdown Indicators
| SBAPX | DFEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.11% | -8.40% | +3.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -0.76% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -3.81% | -8.40% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.40% | — |
Current DrawdownCurrent decline from peak | -0.98% | -0.65% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -0.96% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.17% | +0.01% |
Volatility
SBAPX vs. DFEQX - Volatility Comparison
Segall Bryant & Hamill Short Term Plus Fund (SBAPX) has a higher volatility of 0.58% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.45%. This indicates that SBAPX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SBAPX | DFEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 0.45% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 0.66% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.37% | 0.91% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.43% | 2.06% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.52% | 1.70% | -0.18% |