SBHAX vs. EFCNX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Emerald Insights Fund (EFCNX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. EFCNX is managed by Emerald. It was launched on Aug 1, 2014.
Performance
SBHAX vs. EFCNX - Performance Comparison
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SBHAX vs. EFCNX - 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% |
EFCNX Emerald Insights Fund | 0.00% | 28.71% | 25.88% | 40.82% | -31.09% | 22.95% | 49.60% | 36.32% | -9.88% | 22.52% |
Returns By Period
Over the past 10 years, SBHAX has underperformed EFCNX with an annualized return of 10.95%, while EFCNX has yielded a comparatively higher 16.72% 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%
EFCNX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 45.34%
- 3Y*
- 25.53%
- 5Y*
- 11.21%
- 10Y*
- 16.72%
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SBHAX vs. EFCNX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than EFCNX's 1.40% expense ratio.
Return for Risk
SBHAX vs. EFCNX — Risk / Return Rank
SBHAX
EFCNX
SBHAX vs. EFCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Emerald Insights Fund (EFCNX). 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 | EFCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 2.43 | -1.86 |
Sortino ratioReturn per unit of downside risk | 0.96 | 3.41 | -2.45 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.84 | -0.71 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.87 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.13 | 3.10 | +1.03 |
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 | EFCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.43 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.50 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.63 | -0.10 |
Correlation
The correlation between SBHAX and EFCNX 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. EFCNX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than EFCNX's 8.50% 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% |
EFCNX Emerald Insights Fund | 8.50% | 8.50% | 1.27% | 0.00% | 5.41% | 15.80% | 9.41% | 0.04% | 27.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBHAX vs. EFCNX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum EFCNX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for SBHAX and EFCNX.
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Drawdown Indicators
| SBHAX | EFCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -38.34% | +5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -14.32% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -38.34% | +7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -38.34% | +5.53% |
Current DrawdownCurrent decline from peak | -15.10% | 0.00% | -15.10% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -8.74% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 7.45% | -4.84% |
Volatility
SBHAX vs. EFCNX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that SBHAX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | EFCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 0.00% | +5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 5.20% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 22.14% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 23.15% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 22.85% | -3.48% |