SBASX vs. SBSIX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX).
SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011.
Performance
SBASX vs. SBSIX - Performance Comparison
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SBASX vs. SBSIX - 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% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | -3.56% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% |
Returns By Period
In the year-to-date period, SBASX achieves a -0.48% return, which is significantly higher than SBSIX's -3.56% return.
SBASX
- 1D
- -1.04%
- 1M
- -9.50%
- YTD
- -0.48%
- 6M
- 1.76%
- 1Y
- 13.53%
- 3Y*
- 8.71%
- 5Y*
- 4.92%
- 10Y*
- —
SBSIX
- 1D
- -0.55%
- 1M
- -12.48%
- YTD
- -3.56%
- 6M
- 2.14%
- 1Y
- 31.31%
- 3Y*
- 19.33%
- 5Y*
- 10.32%
- 10Y*
- 7.47%
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SBASX vs. SBSIX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is lower than SBSIX's 1.03% expense ratio.
Return for Risk
SBASX vs. SBSIX — Risk / Return Rank
SBASX
SBSIX
SBASX vs. SBSIX - 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 International Small Cap Fund (SBSIX). 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 | SBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.99 | -1.38 |
Sortino ratioReturn per unit of downside risk | 1.02 | 2.50 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 2.30 | -1.45 |
Martin ratioReturn relative to average drawdown | 3.03 | 9.74 | -6.71 |
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 | SBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.99 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.67 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.49 | -0.07 |
Correlation
The correlation between SBASX and SBSIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBASX vs. SBSIX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 5.61%, more than SBSIX's 5.32% 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% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.32% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
Drawdowns
SBASX vs. SBSIX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum SBSIX drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for SBASX and SBSIX.
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Drawdown Indicators
| SBASX | SBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -52.51% | +18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -12.48% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -29.87% | +3.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.51% | — |
Current DrawdownCurrent decline from peak | -11.44% | -12.48% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -11.21% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.95% | +0.65% |
Volatility
SBASX vs. SBSIX - Volatility Comparison
Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 6.66% compared to Segall Bryant & Hamill International Small Cap Fund (SBSIX) at 5.58%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than SBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBASX | SBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 5.58% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 9.65% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 14.98% | +6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 15.46% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 16.66% | +5.63% |