SBHAX vs. FOCKX

Last updated Jun 4, 2026

SBHAX (Segall Bryant & Hamill All Cap Fund) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, SBHAX returned 12.36%/yr vs 22.74%/yr for FOCKX. Their correlation of 0.85 suggests significant overlap in exposure. SBHAX charges 0.87%/yr vs 0.73%/yr for FOCKX.

Performance

SBHAX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill All Cap Fund (SBHAX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBHAX achieves a 11.48% return, which is significantly lower than FOCKX's 27.65% return. Over the past 10 years, SBHAX has underperformed FOCKX with an annualized return of 12.36%, while FOCKX has yielded a comparatively higher 22.74% annualized return.

SBHAX

• 1D: 1.22%
• 1M: 4.41%
• YTD: 11.48%
• 6M: 11.08%
• 1Y: 21.68%
• 3Y*: 15.60%
• 5Y*: 8.70%
• 10Y*: 12.36%

FOCKX

• 1D: 0.76%
• 1M: 10.65%
• YTD: 27.65%
• 6M: 28.76%
• 1Y: 62.04%
• 3Y*: 34.92%
• 5Y*: 19.63%
• 10Y*: 22.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SBHAX vs. FOCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBHAX Segall Bryant & Hamill All Cap Fund	11.48%	8.36%	16.89%	14.50%	-19.27%	29.43%	26.18%	30.60%	-5.61%	18.68%
FOCKX Fidelity OTC Portfolio Class K	27.65%	22.28%	38.91%	42.92%	-32.07%	25.06%	46.83%	39.36%	-3.18%	38.78%

Correlation

The correlation between SBHAX and FOCKX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.85

The correlation between SBHAX and FOCKX shifts across timeframes, from 0.74 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

SBHAX vs. FOCKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBHAX

SBHAX Risk / Return Rank: 42
SBHAX Sharpe Ratio Rank: 40
SBHAX Sortino Ratio Rank: 39
SBHAX Omega Ratio Rank: 38
SBHAX Calmar Ratio Rank: 40
SBHAX Martin Ratio Rank: 53

FOCKX

FOCKX Risk / Return Rank: 93
FOCKX Sharpe Ratio Rank: 96
FOCKX Sortino Ratio Rank: 90
FOCKX Omega Ratio Rank: 87
FOCKX Calmar Ratio Rank: 94
FOCKX Martin Ratio Rank: 96

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.

SBHAX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Fidelity OTC Portfolio Class K (FOCKX). 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	FOCKX	Difference
Sharpe ratio: Return per unit of total volatility	1.84	3.56	-1.72
Sortino ratio: Return per unit of downside risk	2.63	4.41	-1.77
Omega ratio: Gain probability vs. loss probability	1.33	1.59	-0.26
Calmar ratio: Return relative to maximum drawdown	2.39	5.61	-3.23
Martin ratio: Return relative to average drawdown	10.79	24.83	-14.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBHAX vs. FOCKX - Sharpe Ratio Comparison

The current SBHAX Sharpe Ratio is 1.84, which is lower than the FOCKX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of SBHAX and FOCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SBHAX	FOCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	3.56	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.87	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	1.02	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.74	-0.13

Drawdowns

SBHAX vs. FOCKX - Drawdown Comparison

The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for SBHAX and FOCKX.

Drawdown Indicators

	SBHAX	FOCKX	Difference
Max Drawdown Largest peak-to-trough decline	-32.81%	-53.33%	+20.52%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	-11.28%	+1.94%
Max Drawdown (3Y) Largest decline over 3 years	-31.00%	-24.83%	-6.17%
Max Drawdown (5Y) Largest decline over 5 years	-31.00%	-36.97%	+5.97%
Max Drawdown (10Y) Largest decline over 10 years	-32.81%	-36.97%	+4.16%
Current Drawdown Current decline from peak	-1.94%	0.00%	-1.94%
Average Drawdown Average peak-to-trough decline	-6.33%	-8.38%	+2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.54%	-0.48%

Volatility

SBHAX vs. FOCKX - Volatility Comparison

The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 2.85%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 5.39%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBHAX	FOCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	5.39%	-2.54%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	13.94%	-4.65%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	17.79%	-5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	22.68%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	22.46%	-3.07%

SBHAX vs. FOCKX - Expense Ratio Comparison

SBHAX has a 0.87% expense ratio, which is higher than FOCKX's 0.73% expense ratio.

Dividends

SBHAX vs. FOCKX - Dividend Comparison

SBHAX's dividend yield for the trailing twelve months is around 26.42%, more than FOCKX's 5.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOCKX Fidelity OTC Portfolio Class K	5.92%	7.56%	16.42%	0.09%	3.97%	11.34%	6.18%	7.49%	7.81%	4.85%	3.25%	5.42%
SBHAX Segall Bryant & Hamill All Cap Fund	26.42%	29.46%	19.96%	4.76%	8.72%	11.37%	1.36%	0.32%	4.11%	0.56%	0.03%	3.74%

Frequently Asked Questions

Can I hold both SBHAX and FOCKX in my portfolio?

SBHAX and FOCKX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBHAX or FOCKX?

FOCKX has higher volatility (5.39%) compared to SBHAX (2.85%). In terms of maximum drawdown, SBHAX dropped -32.81% vs FOCKX's -53.33%.

Which has better risk-adjusted returns?

FOCKX currently has the higher Sharpe Ratio (3.56 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.