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SBAPX vs. SBSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBAPX vs. SBSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Short Term Plus Fund (SBAPX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX). The values are adjusted to include any dividend payments, if applicable.

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SBAPX vs. SBSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
SBSIX
Segall Bryant & Hamill International Small Cap Fund
-3.56%47.51%7.80%17.25%-13.17%13.16%-5.35%16.73%-1.50%

Returns By Period

In the year-to-date period, SBAPX achieves a -0.22% return, which is significantly higher than SBSIX's -3.56% return.


SBAPX

1D
0.10%
1M
-0.98%
YTD
-0.22%
6M
0.94%
1Y
3.88%
3Y*
4.81%
5Y*
2.70%
10Y*

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

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SBAPX vs. SBSIX - Expense Ratio Comparison

SBAPX has a 0.68% expense ratio, which is lower than SBSIX's 1.03% expense ratio.


Return for Risk

SBAPX vs. SBSIX — Risk / Return Rank

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

SBAPX
SBAPX Risk / Return Rank: 9797
Overall Rank
SBAPX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SBAPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SBAPX Omega Ratio Rank: 9797
Omega Ratio Rank
SBAPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SBAPX Martin Ratio Rank: 9898
Martin Ratio Rank

SBSIX
SBSIX Risk / Return Rank: 8989
Overall Rank
SBSIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SBSIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SBSIX Omega Ratio Rank: 8989
Omega Ratio Rank
SBSIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SBSIX Martin Ratio Rank: 8989
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.

SBAPX vs. SBSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Short Term Plus Fund (SBAPX) 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.


SBAPXSBSIXDifference

Sharpe ratio

Return per unit of total volatility

2.85

1.99

+0.86

Sortino ratio

Return per unit of downside risk

4.18

2.50

+1.67

Omega ratio

Gain probability vs. loss probability

1.71

1.39

+0.32

Calmar ratio

Return relative to maximum drawdown

3.79

2.30

+1.48

Martin ratio

Return relative to average drawdown

22.47

9.74

+12.73

SBAPX vs. SBSIX - Sharpe Ratio Comparison

The current SBAPX Sharpe Ratio is 2.85, which is higher than the SBSIX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SBAPX and SBSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBAPXSBSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.99

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.89

0.67

+1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

0.49

+1.28

Correlation

The correlation between SBAPX and SBSIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SBAPX vs. SBSIX - Dividend Comparison

SBAPX's dividend yield for the trailing twelve months is around 4.34%, less than SBSIX's 5.32% yield.


TTM20252024202320222021202020192018201720162015
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%
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

SBAPX vs. SBSIX - Drawdown Comparison

The maximum SBAPX drawdown since its inception was -5.11%, smaller than the maximum SBSIX drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for SBAPX and SBSIX.


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Drawdown Indicators


SBAPXSBSIXDifference

Max Drawdown

Largest peak-to-trough decline

-5.11%

-52.51%

+47.40%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

-12.48%

+11.40%

Max Drawdown (5Y)

Largest decline over 5 years

-3.81%

-29.87%

+26.06%

Max Drawdown (10Y)

Largest decline over 10 years

-52.51%

Current Drawdown

Current decline from peak

-0.98%

-12.48%

+11.50%

Average Drawdown

Average peak-to-trough decline

-0.60%

-11.21%

+10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

2.95%

-2.77%

Volatility

SBAPX vs. SBSIX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Short Term Plus Fund (SBAPX) is 0.58%, while Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a volatility of 5.58%. This indicates that SBAPX 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


SBAPXSBSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

5.58%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

9.65%

-8.77%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

14.98%

-13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.43%

15.46%

-14.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.52%

16.66%

-15.14%