SBHAX vs. SBHVX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Segall Bryant & Hamill Small Cap Value Fund (SBHVX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. SBHVX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013.
Performance
SBHAX vs. SBHVX - Performance Comparison
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SBHAX vs. SBHVX - 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% |
SBHVX Segall Bryant & Hamill Small Cap Value Fund | 5.47% | 12.27% | 12.31% | 11.97% | -14.66% | 16.61% | 6.22% | 24.65% | -4.54% | 10.92% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly lower than SBHVX's 5.47% return. Over the past 10 years, SBHAX has outperformed SBHVX with an annualized return of 10.95%, while SBHVX has yielded a comparatively lower 9.58% 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%
SBHVX
- 1D
- 3.00%
- 1M
- -7.11%
- YTD
- 5.47%
- 6M
- 8.51%
- 1Y
- 28.99%
- 3Y*
- 13.65%
- 5Y*
- 4.96%
- 10Y*
- 9.58%
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SBHAX vs. SBHVX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than SBHVX's 0.97% expense ratio.
Return for Risk
SBHAX vs. SBHVX — Risk / Return Rank
SBHAX
SBHVX
SBHAX vs. SBHVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Segall Bryant & Hamill Small Cap Value Fund (SBHVX). 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 | SBHVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.14 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.73 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.76 | -0.84 |
Martin ratioReturn relative to average drawdown | 4.13 | 6.37 | -2.23 |
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 | SBHVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.14 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.24 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.45 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.39 | +0.14 |
Correlation
The correlation between SBHAX and SBHVX is 0.78, 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. SBHVX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than SBHVX's 11.04% 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% |
SBHVX Segall Bryant & Hamill Small Cap Value Fund | 11.04% | 11.65% | 4.61% | 1.37% | 1.25% | 4.66% | 0.95% | 6.05% | 10.28% | 6.78% | 0.22% | 5.76% |
Drawdowns
SBHAX vs. SBHVX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum SBHVX drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for SBHAX and SBHVX.
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Drawdown Indicators
| SBHAX | SBHVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -41.54% | +8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -16.57% | +4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -29.43% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -41.54% | +8.73% |
Current DrawdownCurrent decline from peak | -15.10% | -9.20% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -7.34% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 4.58% | -1.97% |
Volatility
SBHAX vs. SBHVX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 5.71%, while Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has a volatility of 7.28%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than SBHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | SBHVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 7.28% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 15.08% | -5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 25.88% | -8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 21.21% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 21.26% | -1.89% |