SBASX vs. CMCIX
SBASX (Segall Bryant & Hamill Small Cap Core Fund) and CMCIX (Calvert Small/Mid-Cap Fund Class I) are both Small Cap Growth Equities funds. Over the past year, SBASX returned 31.12% vs 3.42% for CMCIX. Their correlation of 0.92 suggests significant overlap in exposure. SBASX charges 0.99%/yr vs 1.26%/yr for CMCIX.
Performance
SBASX vs. CMCIX - Performance Comparison
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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*
- —
SBASX vs. CMCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
SBASX
CMCIX
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.
| SBASX | CMCIX | Difference | |
|---|---|---|---|
| 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 |
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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
| SBASX | CMCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -7.09% | +7.09% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -6.48% | -1.73% |
Ulcer IndexDepth 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
| SBASX | CMCIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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.
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