SBAPX vs. TSDLX

Last updated Jun 5, 2026

SBAPX (Segall Bryant & Hamill Short Term Plus Fund) and TSDLX (T. Rowe Price Short Duration Income Fund) are both Short-Term Bond funds. A 0.64 correlation means they provide meaningful diversification when combined. SBAPX charges 0.68%/yr vs 0.40%/yr for TSDLX.

Performance

SBAPX vs. TSDLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Short Term Plus Fund (SBAPX) and T. Rowe Price Short Duration Income Fund (TSDLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SBAPX

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

TSDLX

• 1D: 0.00%
• 1M: 0.29%
• YTD: 0.90%
• 6M: 1.95%
• 1Y: 6.31%
• 3Y*: 6.92%
• 5Y*: 3.33%
• 10Y*: —

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

SBAPX vs. TSDLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SBAPX Segall Bryant & Hamill Short Term Plus Fund	0.05%	5.65%	5.17%	5.17%	-1.98%	-0.05%	0.21%
TSDLX T. Rowe Price Short Duration Income Fund	0.90%	8.12%	7.69%	6.68%	-5.69%	0.77%	0.10%

Correlation

The correlation between SBAPX and TSDLX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020	0.64

The correlation between SBAPX and TSDLX shifts across timeframes, from 0.52 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SBAPX vs. TSDLX — Risk / Return Rank

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

TSDLX

TSDLX Risk / Return Rank: 96
TSDLX Sharpe Ratio Rank: 95
TSDLX Sortino Ratio Rank: 98
TSDLX Omega Ratio Rank: 97
TSDLX Calmar Ratio Rank: 94
TSDLX Martin Ratio Rank: 95

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. TSDLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Short Term Plus Fund (SBAPX) and T. Rowe Price Short Duration Income Fund (TSDLX). 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.

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

Sharpe Ratios by Period

	SBAPX	TSDLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.39	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.48	—

Drawdowns

Drawdown Indicators

	SBAPX	TSDLX	Difference
Max Drawdown Largest peak-to-trough decline	—	-7.86%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.26%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-7.86%	—
Current Drawdown Current decline from peak	—	-0.11%	—
Average Drawdown Average peak-to-trough decline	—	-1.68%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.29%	—

Volatility

Volatility by Period

	SBAPX	TSDLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.00%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	2.33%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	2.23%	—

SBAPX vs. TSDLX - Expense Ratio Comparison

SBAPX has a 0.68% expense ratio, which is higher than TSDLX's 0.40% expense ratio.

Dividends

SBAPX vs. TSDLX - Dividend Comparison

SBAPX's dividend yield for the trailing twelve months is around 3.72%, less than TSDLX's 6.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SBAPX Segall Bryant & Hamill Short Term Plus Fund	3.72%	4.70%	4.24%	2.48%	0.93%	0.84%	1.65%	2.65%
TSDLX T. Rowe Price Short Duration Income Fund	6.36%	6.50%	6.73%	4.78%	1.82%	1.69%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SBAPX and TSDLX in my portfolio?

SBAPX and TSDLX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.