SBHAX vs. JANEX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Janus Henderson Enterprise Fund (JANEX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. JANEX is managed by Janus Henderson. It was launched on Sep 1, 1992.
Performance
SBHAX vs. JANEX - Performance Comparison
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SBHAX vs. JANEX - 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% |
JANEX Janus Henderson Enterprise Fund | -5.96% | 7.64% | 15.25% | 17.99% | -16.03% | 17.02% | 20.38% | 35.22% | -0.95% | 26.36% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly higher than JANEX's -5.96% return. Over the past 10 years, SBHAX has underperformed JANEX with an annualized return of 10.95%, while JANEX has yielded a comparatively higher 11.55% 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%
JANEX
- 1D
- 2.72%
- 1M
- -5.69%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.14%
- 3Y*
- 8.26%
- 5Y*
- 4.89%
- 10Y*
- 11.55%
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SBHAX vs. JANEX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than JANEX's 0.79% expense ratio.
Return for Risk
SBHAX vs. JANEX — Risk / Return Rank
SBHAX
JANEX
SBHAX vs. JANEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Janus Henderson Enterprise Fund (JANEX). 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 | JANEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.29 | +0.28 |
Sortino ratioReturn per unit of downside risk | 0.96 | 0.55 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.07 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.45 | +0.48 |
Martin ratioReturn relative to average drawdown | 4.13 | 1.56 | +2.57 |
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 | JANEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.29 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.28 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.62 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.43 | +0.11 |
Correlation
The correlation between SBHAX and JANEX is 0.92, 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. JANEX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than JANEX's 7.99% 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% |
JANEX Janus Henderson Enterprise Fund | 7.99% | 7.51% | 7.00% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.78% | 1.64% | 3.64% |
Drawdowns
SBHAX vs. JANEX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum JANEX drawdown of -79.85%. Use the drawdown chart below to compare losses from any high point for SBHAX and JANEX.
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Drawdown Indicators
| SBHAX | JANEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -79.85% | +47.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -12.56% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -24.24% | -6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -38.24% | +5.43% |
Current DrawdownCurrent decline from peak | -15.10% | -8.99% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -25.23% | +18.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.60% | -0.99% |
Volatility
SBHAX vs. JANEX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to Janus Henderson Enterprise Fund (JANEX) at 5.41%. This indicates that SBHAX's price experiences larger fluctuations and is considered to be riskier than JANEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | JANEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.41% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 10.46% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 18.67% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 17.62% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 18.67% | +0.70% |