SBHAX vs. RYGRX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Rydex S&P 500 Pure Growth Fund (RYGRX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
SBHAX vs. RYGRX - Performance Comparison
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SBHAX vs. RYGRX - 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | -0.20% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly lower than RYGRX's -0.20% return. Over the past 10 years, SBHAX has outperformed RYGRX with an annualized return of 10.95%, while RYGRX has yielded a comparatively lower 10.37% 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%
RYGRX
- 1D
- 4.71%
- 1M
- -5.64%
- YTD
- -0.20%
- 6M
- -2.96%
- 1Y
- 18.97%
- 3Y*
- 13.91%
- 5Y*
- 5.42%
- 10Y*
- 10.37%
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SBHAX vs. RYGRX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Return for Risk
SBHAX vs. RYGRX — Risk / Return Rank
SBHAX
RYGRX
SBHAX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.79 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.26 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.47 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.13 | 5.82 | -1.69 |
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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.79 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.23 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.46 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.38 | +0.16 |
Correlation
The correlation between SBHAX and RYGRX is 0.91, 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. RYGRX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than RYGRX's 5.10% 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% |
RYGRX Rydex S&P 500 Pure Growth Fund | 5.10% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Drawdowns
SBHAX vs. RYGRX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for SBHAX and RYGRX.
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Drawdown Indicators
| SBHAX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -54.22% | +21.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -13.86% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -36.57% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -36.63% | +3.82% |
Current DrawdownCurrent decline from peak | -15.10% | -6.98% | -8.12% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -9.48% | +3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.50% | -0.89% |
Volatility
SBHAX vs. RYGRX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 5.71%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 9.53%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 9.53% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 15.25% | -5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 25.40% | -7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 23.34% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 22.71% | -3.34% |