SBASX vs. SSCPX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Saratoga Small Capitalization Portfolio (SSCPX).
SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. SSCPX is managed by Saratoga. It was launched on Sep 1, 1994.
Performance
SBASX vs. SSCPX - Performance Comparison
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SBASX vs. SSCPX - 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% |
SSCPX Saratoga Small Capitalization Portfolio | -2.63% | 6.41% | 10.79% | 15.16% | -17.56% | 24.53% | 25.39% |
Returns By Period
In the year-to-date period, SBASX achieves a -0.48% return, which is significantly higher than SSCPX's -2.63% return.
SBASX
- 1D
- -1.04%
- 1M
- -9.50%
- YTD
- -0.48%
- 6M
- 1.76%
- 1Y
- 13.53%
- 3Y*
- 8.71%
- 5Y*
- 4.92%
- 10Y*
- —
SSCPX
- 1D
- -1.77%
- 1M
- -8.88%
- YTD
- -2.63%
- 6M
- -3.54%
- 1Y
- 16.77%
- 3Y*
- 9.57%
- 5Y*
- 3.88%
- 10Y*
- 9.16%
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SBASX vs. SSCPX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is lower than SSCPX's 1.70% expense ratio.
Return for Risk
SBASX vs. SSCPX — Risk / Return Rank
SBASX
SSCPX
SBASX vs. SSCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Saratoga Small Capitalization Portfolio (SSCPX). 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 | SSCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.72 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.14 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.17 | -0.32 |
Martin ratioReturn relative to average drawdown | 3.03 | 3.79 | -0.76 |
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 | SSCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.18 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.36 | +0.06 |
Correlation
The correlation between SBASX and SSCPX is 0.93, 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. SSCPX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 5.61%, less than SSCPX's 9.26% 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% |
SSCPX Saratoga Small Capitalization Portfolio | 9.26% | 9.02% | 11.37% | 0.00% | 10.18% | 24.67% | 0.02% | 0.00% | 17.42% | 0.00% | 0.00% | 58.90% |
Drawdowns
SBASX vs. SSCPX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum SSCPX drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for SBASX and SSCPX.
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Drawdown Indicators
| SBASX | SSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -53.65% | +19.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -11.83% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -27.78% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.59% | — |
Current DrawdownCurrent decline from peak | -11.44% | -11.54% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -10.30% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.66% | -0.06% |
Volatility
SBASX vs. SSCPX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Small Cap Core Fund (SBASX) is 6.66%, while Saratoga Small Capitalization Portfolio (SSCPX) has a volatility of 7.50%. This indicates that SBASX experiences smaller price fluctuations and is considered to be less risky than SSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBASX | SSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 7.50% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 14.84% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 22.41% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 22.10% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 22.90% | -0.61% |