SBHAX vs. MRFOX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Marshfield Concentrated Opportunity Fund (MRFOX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Performance
SBHAX vs. MRFOX - Performance Comparison
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SBHAX vs. MRFOX - 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% |
MRFOX Marshfield Concentrated Opportunity Fund | -2.97% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly lower than MRFOX's -2.97% return. Over the past 10 years, SBHAX has underperformed MRFOX with an annualized return of 10.95%, while MRFOX has yielded a comparatively higher 15.31% 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%
MRFOX
- 1D
- 1.16%
- 1M
- -4.29%
- YTD
- -2.97%
- 6M
- -3.36%
- 1Y
- 3.66%
- 3Y*
- 12.79%
- 5Y*
- 10.99%
- 10Y*
- 15.31%
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SBHAX vs. MRFOX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Return for Risk
SBHAX vs. MRFOX — Risk / Return Rank
SBHAX
MRFOX
SBHAX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Marshfield Concentrated Opportunity Fund (MRFOX). 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 | MRFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.33 | +0.25 |
Sortino ratioReturn per unit of downside risk | 0.96 | 0.57 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.07 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.68 | +0.24 |
Martin ratioReturn relative to average drawdown | 4.13 | 1.75 | +2.38 |
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 | MRFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.33 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.92 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 1.07 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.06 | -0.53 |
Correlation
The correlation between SBHAX and MRFOX 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. MRFOX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than MRFOX's 1.67% 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% |
MRFOX Marshfield Concentrated Opportunity Fund | 1.67% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
Drawdowns
SBHAX vs. MRFOX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for SBHAX and MRFOX.
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Drawdown Indicators
| SBHAX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -29.10% | -3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -7.09% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -12.98% | -18.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -29.10% | -3.71% |
Current DrawdownCurrent decline from peak | -15.10% | -5.32% | -9.78% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -2.37% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.77% | -0.16% |
Volatility
SBHAX vs. MRFOX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that SBHAX's price experiences larger fluctuations and is considered to be riskier than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 3.04% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 7.08% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 11.83% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 12.04% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 14.29% | +5.08% |