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SBHAX vs. ONERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBHAX vs. ONERX - Performance Comparison

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

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SBHAX vs. ONERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SBHAX
Segall Bryant & Hamill All Cap Fund
-2.38%8.36%16.89%14.50%-19.27%29.43%49.07%
ONERX
One Rock Fund
3.43%49.37%21.76%72.41%-42.06%45.70%104.46%

Returns By Period

In the year-to-date period, SBHAX achieves a -2.38% return, which is significantly lower than ONERX's 3.43% return.


SBHAX

1D
0.25%
1M
-4.37%
YTD
-2.38%
6M
-1.30%
1Y
14.77%
3Y*
11.24%
5Y*
6.55%
10Y*
11.14%

ONERX

1D
1.53%
1M
0.61%
YTD
3.43%
6M
1.37%
1Y
103.02%
3Y*
38.61%
5Y*
21.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBHAX vs. ONERX - Expense Ratio Comparison

SBHAX has a 0.87% expense ratio, which is lower than ONERX's 1.75% expense ratio.


Return for Risk

SBHAX vs. ONERX — Risk / Return Rank

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

SBHAX
SBHAX Risk / Return Rank: 2020
Overall Rank
SBHAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SBHAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SBHAX Omega Ratio Rank: 1717
Omega Ratio Rank
SBHAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SBHAX Martin Ratio Rank: 3030
Martin Ratio Rank

ONERX
ONERX Risk / Return Rank: 9090
Overall Rank
ONERX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ONERX Sortino Ratio Rank: 8585
Sortino Ratio Rank
ONERX Omega Ratio Rank: 8181
Omega Ratio Rank
ONERX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ONERX Martin Ratio Rank: 9797
Martin Ratio Rank
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. ONERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and One Rock Fund (ONERX). 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.


SBHAXONERXDifference

Sharpe ratio

Return per unit of total volatility

0.57

2.01

-1.44

Sortino ratio

Return per unit of downside risk

0.95

2.46

-1.51

Omega ratio

Gain probability vs. loss probability

1.13

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

0.93

5.00

-4.06

Martin ratio

Return relative to average drawdown

4.10

16.75

-12.65

SBHAX vs. ONERX - Sharpe Ratio Comparison

The current SBHAX Sharpe Ratio is 0.57, which is lower than the ONERX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SBHAX and ONERX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SBHAXONERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.01

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.03

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.04

+0.50

Correlation

The correlation between SBHAX and ONERX is 0.76, 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. ONERX - Dividend Comparison

SBHAX's dividend yield for the trailing twelve months is around 30.17%, more than ONERX's 23.32% yield.


TTM20252024202320222021202020192018201720162015
SBHAX
Segall Bryant & Hamill All Cap Fund
30.17%29.46%19.96%4.76%8.72%11.37%1.36%0.32%4.11%0.56%0.03%3.74%
ONERX
One Rock Fund
23.32%24.12%0.00%0.00%10.57%28.88%18.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SBHAX vs. ONERX - Drawdown Comparison

The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum ONERX drawdown of -96.43%. Use the drawdown chart below to compare losses from any high point for SBHAX and ONERX.


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Drawdown Indicators


SBHAXONERXDifference

Max Drawdown

Largest peak-to-trough decline

-32.81%

-96.43%

+63.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-17.63%

+8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-31.00%

-96.43%

+65.43%

Max Drawdown (10Y)

Largest decline over 10 years

-32.81%

Current Drawdown

Current decline from peak

-14.13%

-92.21%

+78.08%

Average Drawdown

Average peak-to-trough decline

-6.32%

-30.70%

+24.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

5.26%

-2.60%

Volatility

SBHAX vs. ONERX - Volatility Comparison

The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 5.66%, while One Rock Fund (ONERX) has a volatility of 17.77%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than ONERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBHAXONERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

17.77%

-12.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

31.28%

-21.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

42.04%

-24.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.95%

821.30%

-801.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

746.90%

-727.53%