SBASX vs. SBHAX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Segall Bryant & Hamill All Cap Fund (SBHAX).
SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013.
Performance
SBASX vs. SBHAX - Performance Comparison
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SBASX vs. SBHAX - 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% |
SBHAX Segall Bryant & Hamill All Cap Fund | -6.29% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% |
Returns By Period
In the year-to-date period, SBASX achieves a -0.48% return, which is significantly higher than SBHAX's -6.29% return.
SBASX
- 1D
- -1.04%
- 1M
- -9.50%
- YTD
- -0.48%
- 6M
- 1.76%
- 1Y
- 13.53%
- 3Y*
- 8.71%
- 5Y*
- 4.92%
- 10Y*
- —
SBHAX
- 1D
- -0.65%
- 1M
- -8.74%
- YTD
- -6.29%
- 6M
- -4.79%
- 1Y
- 6.85%
- 3Y*
- 9.99%
- 5Y*
- 5.99%
- 10Y*
- 10.62%
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SBASX vs. SBHAX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is higher than SBHAX's 0.87% expense ratio.
Return for Risk
SBASX vs. SBHAX — Risk / Return Rank
SBASX
SBHAX
SBASX vs. SBHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Segall Bryant & Hamill All Cap Fund (SBHAX). 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 | SBHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.44 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.02 | 0.75 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.49 | +0.36 |
Martin ratioReturn relative to average drawdown | 3.03 | 2.20 | +0.83 |
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 | SBHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.44 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.30 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.52 | -0.11 |
Correlation
The correlation between SBASX and SBHAX is 0.86, 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. SBHAX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 5.61%, less than SBHAX's 31.43% yield.
| 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% |
SBHAX Segall Bryant & Hamill All Cap Fund | 31.43% | 29.46% | 19.96% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 4.11% | 0.56% | 0.03% | 3.74% |
Drawdowns
SBASX vs. SBHAX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, roughly equal to the maximum SBHAX drawdown of -32.81%. Use the drawdown chart below to compare losses from any high point for SBASX and SBHAX.
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Drawdown Indicators
| SBASX | SBHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -32.81% | -1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -11.66% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -31.00% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.81% | — |
Current DrawdownCurrent decline from peak | -11.44% | -17.57% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -6.32% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.57% | +1.03% |
Volatility
SBASX vs. SBHAX - Volatility Comparison
Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 6.66% compared to Segall Bryant & Hamill All Cap Fund (SBHAX) at 4.59%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than SBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBASX | SBHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 4.59% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 8.91% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 17.29% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 19.92% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 19.35% | +2.94% |