SBASX vs. NESGX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Needham Small Cap Growth Fund (NESGX).
SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. NESGX is managed by Needham. It was launched on May 22, 2002.
Performance
SBASX vs. NESGX - Performance Comparison
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SBASX vs. NESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | -0.48% | 3.95% | 11.89% | 13.96% | -13.13% | 23.52% | 22.80% |
NESGX Needham Small Cap Growth Fund | 9.51% | 10.50% | 12.76% | 5.68% | -30.21% | 10.59% | 71.90% |
Returns By Period
In the year-to-date period, SBASX achieves a -0.48% return, which is significantly lower than NESGX's 9.51% return.
SBASX
- 1D
- -1.04%
- 1M
- -9.50%
- YTD
- -0.48%
- 6M
- 1.76%
- 1Y
- 13.53%
- 3Y*
- 8.71%
- 5Y*
- 4.92%
- 10Y*
- —
NESGX
- 1D
- -4.45%
- 1M
- -7.07%
- YTD
- 9.51%
- 6M
- 12.14%
- 1Y
- 47.82%
- 3Y*
- 10.96%
- 5Y*
- 0.71%
- 10Y*
- 14.30%
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SBASX vs. NESGX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is lower than NESGX's 1.85% expense ratio.
Return for Risk
SBASX vs. NESGX — Risk / Return Rank
SBASX
NESGX
SBASX vs. NESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Needham Small Cap Growth Fund (NESGX). 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 | NESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.32 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.88 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 2.38 | -1.54 |
Martin ratioReturn relative to average drawdown | 3.03 | 8.02 | -4.99 |
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 | NESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.32 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.02 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.10 |
Correlation
The correlation between SBASX and NESGX is 0.82, 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. NESGX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 5.61%, while NESGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 5.61% | 5.58% | 5.48% | 3.65% | 2.10% | 18.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NESGX Needham Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 4.16% | 25.09% | 13.69% | 8.43% | 22.26% | 8.94% | 6.67% | 2.52% |
Drawdowns
SBASX vs. NESGX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum NESGX drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for SBASX and NESGX.
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Drawdown Indicators
| SBASX | NESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -50.29% | +15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -17.27% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -50.05% | +23.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.29% | — |
Current DrawdownCurrent decline from peak | -11.44% | -9.15% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -11.74% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 5.13% | -1.53% |
Volatility
SBASX vs. NESGX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Small Cap Core Fund (SBASX) is 6.66%, while Needham Small Cap Growth Fund (NESGX) has a volatility of 10.96%. This indicates that SBASX experiences smaller price fluctuations and is considered to be less risky than NESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBASX | NESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 10.96% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 22.87% | -10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 35.07% | -13.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 29.08% | -9.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 25.51% | -3.22% |