SBHAX vs. BLUEX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and AMG Veritas Global Real Return Fund (BLUEX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
SBHAX vs. BLUEX - Performance Comparison
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SBHAX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | -3.48% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% | 30.60% | -5.61% | 18.68% |
BLUEX AMG Veritas Global Real Return Fund | -8.68% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly higher than BLUEX's -8.68% return. Over the past 10 years, SBHAX has outperformed BLUEX with an annualized return of 10.95%, while BLUEX has yielded a comparatively lower 9.35% annualized return.
SBHAX
- 1D
- 3.00%
- 1M
- -5.90%
- YTD
- -3.48%
- 6M
- -2.03%
- 1Y
- 9.64%
- 3Y*
- 11.08%
- 5Y*
- 6.31%
- 10Y*
- 10.95%
BLUEX
- 1D
- 1.10%
- 1M
- -5.47%
- YTD
- -8.68%
- 6M
- -9.03%
- 1Y
- -7.28%
- 3Y*
- 2.73%
- 5Y*
- 0.53%
- 10Y*
- 9.35%
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SBHAX vs. BLUEX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
SBHAX vs. BLUEX — Risk / Return Rank
SBHAX
BLUEX
SBHAX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and AMG Veritas Global Real Return Fund (BLUEX). 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 | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | -0.66 | +1.24 |
Sortino ratioReturn per unit of downside risk | 0.96 | -0.89 | +1.84 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.89 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | -0.69 | +1.62 |
Martin ratioReturn relative to average drawdown | 4.13 | -2.40 | +6.53 |
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 | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | -0.66 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.05 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.05 |
Correlation
The correlation between SBHAX and BLUEX is 0.81, 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. BLUEX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than BLUEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 30.52% | 29.46% | 19.96% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 4.11% | 0.56% | 0.03% | 3.74% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
SBHAX vs. BLUEX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum BLUEX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for SBHAX and BLUEX.
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Drawdown Indicators
| SBHAX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -54.27% | +21.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -12.19% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -21.87% | -9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -29.06% | -3.75% |
Current DrawdownCurrent decline from peak | -15.10% | -10.58% | -4.52% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -13.39% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.51% | -0.90% |
Volatility
SBHAX vs. BLUEX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.64%. This indicates that SBHAX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 3.64% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 7.31% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 11.01% | +6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 10.50% | +9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 16.57% | +2.80% |