SBHAX vs. FOKFX

Last updated Jun 4, 2026

SBHAX (Segall Bryant & Hamill All Cap Fund) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, SBHAX returned 8.70%/yr vs 18.58%/yr for FOKFX. Their correlation of 0.85 suggests significant overlap in exposure. SBHAX charges 0.87%/yr vs 0.50%/yr for FOKFX.

Performance

SBHAX vs. FOKFX - 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 K6 Portfolio (FOKFX). 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 FOKFX's 28.00% 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%

FOKFX

• 1D: 0.90%
• 1M: 11.67%
• YTD: 28.00%
• 6M: 26.89%
• 1Y: 59.16%
• 3Y*: 32.88%
• 5Y*: 18.58%
• 10Y*: —

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

SBHAX vs. FOKFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SBHAX Segall Bryant & Hamill All Cap Fund	11.48%	8.36%	16.89%	14.50%	-19.27%	29.43%	26.18%	10.26%
FOKFX Fidelity OTC K6 Portfolio	28.00%	20.30%	34.58%	43.48%	-32.32%	25.95%	47.52%	17.08%

Correlation

The correlation between SBHAX and FOKFX is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019	0.85

The correlation between SBHAX and FOKFX has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

Return for Risk

SBHAX vs. FOKFX — 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

FOKFX

FOKFX Risk / Return Rank: 89
FOKFX Sharpe Ratio Rank: 94
FOKFX Sortino Ratio Rank: 86
FOKFX Omega Ratio Rank: 82
FOKFX Calmar Ratio Rank: 91
FOKFX Martin Ratio Rank: 93

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. FOKFX - 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 K6 Portfolio (FOKFX). 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	FOKFX	Difference
Sharpe ratio: Return per unit of total volatility	1.84	3.27	-1.44
Sortino ratio: Return per unit of downside risk	2.63	4.07	-1.44
Omega ratio: Gain probability vs. loss probability	1.33	1.54	-0.22
Calmar ratio: Return relative to maximum drawdown	2.39	4.82	-2.43
Martin ratio: Return relative to average drawdown	10.79	19.97	-9.19
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. FOKFX - Sharpe Ratio Comparison

The current SBHAX Sharpe Ratio is 1.84, which is lower than the FOKFX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of SBHAX and FOKFX, 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	FOKFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	3.27	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.81	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.96	-0.36

Drawdowns

SBHAX vs. FOKFX - Drawdown Comparison

The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum FOKFX drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for SBHAX and FOKFX.

Drawdown Indicators

	SBHAX	FOKFX	Difference
Max Drawdown Largest peak-to-trough decline	-32.81%	-37.26%	+4.45%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	-12.53%	+3.19%
Max Drawdown (3Y) Largest decline over 3 years	-31.00%	-24.81%	-6.19%
Max Drawdown (5Y) Largest decline over 5 years	-31.00%	-37.26%	+6.26%
Max Drawdown (10Y) Largest decline over 10 years	-32.81%	—	—
Current Drawdown Current decline from peak	-1.94%	0.00%	-1.94%
Average Drawdown Average peak-to-trough decline	-6.33%	-9.20%	+2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	3.01%	-0.95%

Volatility

SBHAX vs. FOKFX - Volatility Comparison

The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 2.85%, while Fidelity OTC K6 Portfolio (FOKFX) has a volatility of 5.62%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than FOKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBHAX	FOKFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	5.62%	-2.77%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	14.55%	-5.26%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	18.45%	-6.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	23.01%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	24.63%	-5.24%

SBHAX vs. FOKFX - Expense Ratio Comparison

SBHAX has a 0.87% expense ratio, which is higher than FOKFX's 0.50% expense ratio.

Dividends

SBHAX vs. FOKFX - Dividend Comparison

SBHAX's dividend yield for the trailing twelve months is around 26.42%, more than FOKFX's 3.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOKFX Fidelity OTC K6 Portfolio	3.28%	4.20%	4.58%	0.24%	0.08%	3.81%	0.39%	0.32%	0.00%	0.00%	0.00%	0.00%
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 FOKFX in my portfolio?

SBHAX and FOKFX have a correlation of 0.76, 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 FOKFX?

FOKFX has higher volatility (5.62%) compared to SBHAX (2.85%). In terms of maximum drawdown, SBHAX dropped -32.81% vs FOKFX's -37.26%.

Which has better risk-adjusted returns?

FOKFX currently has the higher Sharpe Ratio (3.27 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.