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SBASX vs. CMCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBASX vs. CMCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Calvert Small/Mid-Cap Fund Class I (CMCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBASX achieves a 20.74% return, which is significantly higher than CMCIX's 5.94% return.


SBASX

1D
0.27%
1M
7.90%
YTD
20.74%
6M
18.27%
1Y
31.12%
3Y*
16.58%
5Y*
8.51%
10Y*

CMCIX

1D
-0.23%
1M
3.73%
YTD
5.94%
6M
3.85%
1Y
3.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBASX vs. CMCIX - Yearly Performance Comparison


2026 (YTD)202520242023
SBASX
Segall Bryant & Hamill Small Cap Core Fund
20.74%3.95%11.89%9.21%
CMCIX
Calvert Small/Mid-Cap Fund Class I
5.94%-5.28%10.46%7.81%

Correlation

The correlation between SBASX and CMCIX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2023

0.92

The correlation between SBASX and CMCIX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

SBASX vs. CMCIX — Risk / Return Rank

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

SBASX
SBASX Risk / Return Rank: 5050
Overall Rank
SBASX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SBASX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SBASX Omega Ratio Rank: 4040
Omega Ratio Rank
SBASX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SBASX Martin Ratio Rank: 5555
Martin Ratio Rank

CMCIX
CMCIX Risk / Return Rank: 55
Overall Rank
CMCIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CMCIX Sortino Ratio Rank: 55
Sortino Ratio Rank
CMCIX Omega Ratio Rank: 55
Omega Ratio Rank
CMCIX Calmar Ratio Rank: 55
Calmar Ratio Rank
CMCIX Martin Ratio Rank: 55
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.

SBASX vs. CMCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Calvert Small/Mid-Cap Fund Class I (CMCIX). 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.


SBASXCMCIXDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.31

1.06

+0.25

Calmar ratioReturn relative to maximum drawdown

2.89

0.41

+2.47

Martin ratioReturn relative to average drawdown

10.49

0.96

+9.53

SBASX vs. CMCIX - Sharpe Ratio Comparison

The current SBASX Sharpe Ratio is 1.81, which is higher than the CMCIX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SBASX and CMCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SBASX vs. CMCIX - Drawdown Comparison

The maximum SBASX drawdown since its inception was -34.34%, which is greater than CMCIX's maximum drawdown of -21.50%. Use the drawdown chart below to compare losses from any high point for SBASX and CMCIX.


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Drawdown Indicators


SBASXCMCIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-21.50%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-11.68%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

Current Drawdown

Current decline from peak

0.00%

-7.09%

+7.09%

Average Drawdown

Average peak-to-trough decline

-8.21%

-6.48%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.04%

-1.90%

Volatility

SBASX vs. CMCIX - Volatility Comparison

Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 5.50% compared to Calvert Small/Mid-Cap Fund Class I (CMCIX) at 4.24%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than CMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBASXCMCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

4.24%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

10.89%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

15.39%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.87%

16.53%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.21%

16.53%

+5.68%

SBASX vs. CMCIX - Expense Ratio Comparison

SBASX has a 0.99% expense ratio, which is lower than CMCIX's 1.26% expense ratio.


Dividends

SBASX vs. CMCIX - Dividend Comparison

SBASX's dividend yield for the trailing twelve months is around 4.62%, more than CMCIX's 4.01% yield.


PositionTTM20252024202320222021
CMCIX
Calvert Small/Mid-Cap Fund Class I
4.01%4.25%7.13%0.60%0.00%0.00%
SBASX
Segall Bryant & Hamill Small Cap Core Fund
4.62%5.58%5.48%3.65%2.10%18.57%

Frequently Asked Questions


With a correlation of 0.91, SBASX and CMCIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SBASX has higher volatility (5.50%) compared to CMCIX (4.24%). In terms of maximum drawdown, SBASX dropped -34.34% vs CMCIX's -21.50%.

SBASX currently has the higher Sharpe Ratio (1.81 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SBASX and CMCIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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