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SBASX vs. OBMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBASX vs. OBMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Oberweis Micro Cap Fund (OBMCX). The values are adjusted to include any dividend payments, if applicable.

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SBASX vs. OBMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SBASX
Segall Bryant & Hamill Small Cap Core Fund
-0.48%3.95%11.89%13.96%-13.13%23.52%22.80%
OBMCX
Oberweis Micro Cap Fund
8.96%14.70%22.82%18.87%-10.57%53.20%29.91%

Returns By Period

In the year-to-date period, SBASX achieves a -0.48% return, which is significantly lower than OBMCX's 8.96% return.


SBASX

1D
-1.04%
1M
-9.50%
YTD
-0.48%
6M
1.76%
1Y
13.53%
3Y*
8.71%
5Y*
4.92%
10Y*

OBMCX

1D
-3.56%
1M
-5.54%
YTD
8.96%
6M
7.64%
1Y
43.65%
3Y*
18.71%
5Y*
14.63%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBASX vs. OBMCX - Expense Ratio Comparison

SBASX has a 0.99% expense ratio, which is lower than OBMCX's 1.48% expense ratio.


Return for Risk

SBASX vs. OBMCX — Risk / Return Rank

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

SBASX
SBASX Risk / Return Rank: 2626
Overall Rank
SBASX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SBASX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SBASX Omega Ratio Rank: 2222
Omega Ratio Rank
SBASX Calmar Ratio Rank: 3030
Calmar Ratio Rank
SBASX Martin Ratio Rank: 2828
Martin Ratio Rank

OBMCX
OBMCX Risk / Return Rank: 8686
Overall Rank
OBMCX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
OBMCX Sortino Ratio Rank: 8484
Sortino Ratio Rank
OBMCX Omega Ratio Rank: 7777
Omega Ratio Rank
OBMCX Calmar Ratio Rank: 9494
Calmar Ratio Rank
OBMCX Martin Ratio Rank: 9292
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. OBMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Oberweis Micro Cap Fund (OBMCX). 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.


SBASXOBMCXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.57

-0.96

Sortino ratio

Return per unit of downside risk

1.02

2.15

-1.12

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

0.85

3.08

-2.23

Martin ratio

Return relative to average drawdown

3.03

11.08

-8.05

SBASX vs. OBMCX - Sharpe Ratio Comparison

The current SBASX Sharpe Ratio is 0.61, which is lower than the OBMCX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SBASX and OBMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBASXOBMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.57

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.56

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.41

+0.01

Correlation

The correlation between SBASX and OBMCX is 0.88, 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. OBMCX - Dividend Comparison

SBASX's dividend yield for the trailing twelve months is around 5.61%, more than OBMCX's 1.29% yield.


TTM20252024202320222021202020192018201720162015
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%
OBMCX
Oberweis Micro Cap Fund
1.29%1.41%2.53%0.00%1.37%24.35%0.00%0.00%19.67%11.76%0.05%3.07%

Drawdowns

SBASX vs. OBMCX - Drawdown Comparison

The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum OBMCX drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for SBASX and OBMCX.


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Drawdown Indicators


SBASXOBMCXDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-68.24%

+33.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-12.68%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

-28.11%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-50.04%

Current Drawdown

Current decline from peak

-11.44%

-8.84%

-2.60%

Average Drawdown

Average peak-to-trough decline

-8.44%

-16.51%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.53%

+0.07%

Volatility

SBASX vs. OBMCX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Small Cap Core Fund (SBASX) is 6.66%, while Oberweis Micro Cap Fund (OBMCX) has a volatility of 11.54%. This indicates that SBASX experiences smaller price fluctuations and is considered to be less risky than OBMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBASXOBMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

11.54%

-4.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

18.92%

-6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

27.25%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

26.10%

-6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

25.70%

-3.41%