SBHAX vs. SBSIX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011.
Performance
SBHAX vs. SBSIX - Performance Comparison
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SBHAX vs. SBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | -6.29% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% | 30.60% | -5.61% | 18.68% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | -3.56% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
Returns By Period
In the year-to-date period, SBHAX achieves a -6.29% return, which is significantly lower than SBSIX's -3.56% return. Over the past 10 years, SBHAX has outperformed SBSIX with an annualized return of 10.62%, while SBSIX has yielded a comparatively lower 7.47% annualized return.
SBHAX
- 1D
- -0.65%
- 1M
- -8.74%
- YTD
- -6.29%
- 6M
- -4.79%
- 1Y
- 6.85%
- 3Y*
- 9.99%
- 5Y*
- 5.99%
- 10Y*
- 10.62%
SBSIX
- 1D
- -0.55%
- 1M
- -12.48%
- YTD
- -3.56%
- 6M
- 2.14%
- 1Y
- 31.31%
- 3Y*
- 19.33%
- 5Y*
- 10.32%
- 10Y*
- 7.47%
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SBHAX vs. SBSIX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than SBSIX's 1.03% expense ratio.
Return for Risk
SBHAX vs. SBSIX — Risk / Return Rank
SBHAX
SBSIX
SBHAX vs. SBSIX - 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 International Small Cap Fund (SBSIX). 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 | SBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.99 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.50 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.30 | -1.82 |
Martin ratioReturn relative to average drawdown | 2.20 | 9.74 | -7.55 |
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 | SBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.99 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.67 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.45 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.49 | +0.03 |
Correlation
The correlation between SBHAX and SBSIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBHAX vs. SBSIX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 31.43%, more than SBSIX's 5.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 31.43% | 29.46% | 19.96% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 4.11% | 0.56% | 0.03% | 3.74% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.32% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
Drawdowns
SBHAX vs. SBSIX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum SBSIX drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for SBHAX and SBSIX.
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Drawdown Indicators
| SBHAX | SBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -52.51% | +19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -12.48% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -29.87% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -52.51% | +19.70% |
Current DrawdownCurrent decline from peak | -17.57% | -12.48% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -11.21% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.95% | -0.38% |
Volatility
SBHAX vs. SBSIX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 4.59%, while Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a volatility of 5.58%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than SBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | SBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 5.58% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 9.65% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 14.98% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 15.46% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 16.66% | +2.69% |