SBASX vs. ETEGX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Eaton Vance Small-Cap Fund (ETEGX).
SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. ETEGX is managed by Eaton Vance. It was launched on Jan 2, 1997.
Performance
SBASX vs. ETEGX - Performance Comparison
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SBASX vs. ETEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 2.65% | 3.95% | 11.89% | 13.96% | -13.13% | 23.52% | 22.80% |
ETEGX Eaton Vance Small-Cap Fund | -2.47% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% |
Returns By Period
In the year-to-date period, SBASX achieves a 2.65% return, which is significantly higher than ETEGX's -2.47% return.
SBASX
- 1D
- 3.15%
- 1M
- -7.26%
- YTD
- 2.65%
- 6M
- 5.05%
- 1Y
- 16.50%
- 3Y*
- 9.84%
- 5Y*
- 5.28%
- 10Y*
- —
ETEGX
- 1D
- 2.04%
- 1M
- -7.78%
- YTD
- -2.47%
- 6M
- -4.68%
- 1Y
- -5.06%
- 3Y*
- 3.10%
- 5Y*
- 1.51%
- 10Y*
- 8.12%
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SBASX vs. ETEGX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is lower than ETEGX's 1.21% expense ratio.
Return for Risk
SBASX vs. ETEGX — Risk / Return Rank
SBASX
ETEGX
SBASX vs. ETEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Eaton Vance Small-Cap Fund (ETEGX). 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.
| SBASX | ETEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | -0.23 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | -0.20 | +1.46 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.98 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.31 | +1.62 |
Martin ratioReturn relative to average drawdown | 4.61 | -0.75 | +5.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBASX | ETEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | -0.23 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.08 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.27 | +0.17 |
Correlation
The correlation between SBASX and ETEGX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SBASX vs. ETEGX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 5.44%, less than ETEGX's 8.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 5.44% | 5.58% | 5.48% | 3.65% | 2.10% | 18.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETEGX Eaton Vance Small-Cap Fund | 8.44% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
Drawdowns
SBASX vs. ETEGX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum ETEGX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for SBASX and ETEGX.
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Drawdown Indicators
| SBASX | ETEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -67.58% | +33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -13.05% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -24.30% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.66% | — |
Current DrawdownCurrent decline from peak | -8.66% | -13.88% | +5.22% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -22.84% | +14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 5.47% | -1.82% |
Volatility
SBASX vs. ETEGX - Volatility Comparison
Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 7.50% compared to Eaton Vance Small-Cap Fund (ETEGX) at 5.34%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than ETEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBASX | ETEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.34% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 11.16% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 19.73% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 18.76% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.31% | 19.82% | +2.49% |