SBHAX vs. ADX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Adams Diversified Equity Fund, Inc. (ADX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
SBHAX vs. ADX - Performance Comparison
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SBHAX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | -6.29% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% | 30.60% | -5.61% | 18.68% |
ADX Adams Diversified Equity Fund, Inc. | -4.23% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Returns By Period
In the year-to-date period, SBHAX achieves a -6.29% return, which is significantly lower than ADX's -4.23% return. Over the past 10 years, SBHAX has underperformed ADX with an annualized return of 10.62%, while ADX has yielded a comparatively higher 16.41% annualized return.
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%
ADX
- 1D
- 4.04%
- 1M
- -5.48%
- YTD
- -4.23%
- 6M
- 2.17%
- 1Y
- 25.55%
- 3Y*
- 23.81%
- 5Y*
- 14.65%
- 10Y*
- 16.41%
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SBHAX vs. ADX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than ADX's 0.59% expense ratio.
Return for Risk
SBHAX vs. ADX — Risk / Return Rank
SBHAX
ADX
SBHAX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| SBHAX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.38 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.06 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.33 | -1.85 |
Martin ratioReturn relative to average drawdown | 2.20 | 10.84 | -8.64 |
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
| SBHAX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.38 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.86 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.92 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.09 | +0.43 |
Correlation
The correlation between SBHAX and ADX 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
SBHAX vs. ADX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 31.43%, more than ADX's 8.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ADX Adams Diversified Equity Fund, Inc. | 8.45% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
SBHAX vs. ADX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for SBHAX and ADX.
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Drawdown Indicators
| SBHAX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -71.60% | +38.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -11.12% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -25.07% | -5.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -37.17% | +4.36% |
Current DrawdownCurrent decline from peak | -17.57% | -6.53% | -11.04% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -23.22% | +16.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.39% | +0.18% |
Volatility
SBHAX vs. ADX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 4.59%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 6.18% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 10.53% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 18.63% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 17.20% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 17.95% | +1.40% |