SBHAX vs. TILIX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
SBHAX vs. TILIX - Performance Comparison
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SBHAX vs. TILIX - 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% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Returns By Period
In the year-to-date period, SBHAX achieves a -6.29% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, SBHAX has underperformed TILIX with an annualized return of 10.62%, while TILIX has yielded a comparatively higher 16.09% 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%
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
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SBHAX vs. TILIX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
SBHAX vs. TILIX — Risk / Return Rank
SBHAX
TILIX
SBHAX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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 | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.65 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.10 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.67 | -0.19 |
Martin ratioReturn relative to average drawdown | 2.20 | 2.32 | -0.12 |
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 | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.65 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.56 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.77 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.56 | -0.04 |
Correlation
The correlation between SBHAX and TILIX is 0.90, 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. TILIX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 31.43%, more than TILIX's 5.07% 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% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Drawdowns
SBHAX vs. TILIX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for SBHAX and TILIX.
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Drawdown Indicators
| SBHAX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -50.54% | +17.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -16.24% | +4.58% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -32.68% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -32.68% | -0.13% |
Current DrawdownCurrent decline from peak | -17.57% | -16.24% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -7.77% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 4.73% | -2.16% |
Volatility
SBHAX vs. TILIX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 4.59%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 5.34% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 11.80% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 22.35% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 21.44% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 21.01% | -1.66% |