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SBASX vs. VLEOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBASX vs. VLEOX - Performance Comparison

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

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SBASX vs. VLEOX - 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%
VLEOX
Value Line Small Cap Opportunities Fund
-1.31%6.27%14.23%22.01%-19.12%15.16%26.65%

Returns By Period

In the year-to-date period, SBASX achieves a -0.48% return, which is significantly higher than VLEOX's -1.31% return.


SBASX

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

VLEOX

1D
-1.31%
1M
-9.46%
YTD
-1.31%
6M
0.46%
1Y
13.46%
3Y*
10.24%
5Y*
5.21%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBASX vs. VLEOX - Expense Ratio Comparison

SBASX has a 0.99% expense ratio, which is lower than VLEOX's 1.16% expense ratio.


Return for Risk

SBASX vs. VLEOX — 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

VLEOX
VLEOX Risk / Return Rank: 3333
Overall Rank
VLEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 2626
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 3636
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. VLEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Value Line Small Cap Opportunities Fund (VLEOX). 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.


SBASXVLEOXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.69

-0.08

Sortino ratio

Return per unit of downside risk

1.02

1.16

-0.14

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

0.85

1.04

-0.20

Martin ratio

Return relative to average drawdown

3.03

3.84

-0.81

SBASX vs. VLEOX - Sharpe Ratio Comparison

The current SBASX Sharpe Ratio is 0.61, which is comparable to the VLEOX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SBASX and VLEOX, 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


SBASXVLEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.69

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.27

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.53

-0.11

Correlation

The correlation between SBASX and VLEOX is 0.95, 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. VLEOX - Dividend Comparison

SBASX's dividend yield for the trailing twelve months is around 5.61%, less than VLEOX's 6.48% 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%
VLEOX
Value Line Small Cap Opportunities Fund
6.48%6.40%0.09%0.82%2.76%6.00%8.02%23.60%15.87%3.64%5.40%14.55%

Drawdowns

SBASX vs. VLEOX - Drawdown Comparison

The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum VLEOX drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for SBASX and VLEOX.


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Drawdown Indicators


SBASXVLEOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-55.86%

+21.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-10.86%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

-30.68%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-11.44%

-10.58%

-0.86%

Average Drawdown

Average peak-to-trough decline

-8.44%

-9.52%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.96%

+0.64%

Volatility

SBASX vs. VLEOX - Volatility Comparison

Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 6.66% compared to Value Line Small Cap Opportunities Fund (VLEOX) at 6.26%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than VLEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBASXVLEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

6.26%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

11.83%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

19.58%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

19.24%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

19.93%

+2.36%