SBHAX vs. TLGAX
SBHAX (Segall Bryant & Hamill All Cap Fund) and TLGAX (Timothy Plan Large/Mid Cap Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, SBHAX returned 12.14%/yr vs 12.60%/yr for TLGAX. Their correlation of 0.93 means they have usually moved in the same direction. SBHAX charges 0.87%/yr vs 1.61%/yr for TLGAX.
Performance
SBHAX vs. TLGAX - Performance Comparison
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Returns By Period
In the year-to-date period, SBHAX achieves a 11.42% return, which is significantly lower than TLGAX's 12.61% return. Both investments have delivered pretty close results over the past 10 years, with SBHAX having a 12.14% annualized return and TLGAX not far ahead at 12.60%.
SBHAX
- 1D
- 1.90%
- 1M
- 0.00%
- 6M
- 9.29%
- YTD
- 11.42%
- 1Y
- 18.73%
- 3Y*
- 13.53%
- 5Y*
- 7.13%
- 10Y*
- 12.14%
- ALL TIME*
- 10.92%
TLGAX
- 1D
- 2.66%
- 1M
- -4.48%
- 6M
- 10.52%
- YTD
- 12.61%
- 1Y
- 16.78%
- 3Y*
- 17.55%
- 5Y*
- 10.61%
- 10Y*
- 12.60%
- ALL TIME*
- 5.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SBHAX vs. TLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 11.42% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% | 30.60% | -5.61% | 18.68% |
TLGAX Timothy Plan Large/Mid Cap Growth Fund | 12.61% | 11.60% | 22.24% | 24.16% | -21.44% | 29.00% | 22.21% | 30.73% | -11.48% | 16.90% |
Correlation
The correlation between SBHAX and TLGAX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.93 |
The correlation between SBHAX and TLGAX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
SBHAX vs. TLGAX — Risk / Return Rank
SBHAX
TLGAX
SBHAX vs. TLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Timothy Plan Large/Mid Cap Growth Fund (TLGAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBHAX | TLGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.34 | +0.31 |
| Martin ratioReturn relative to average drawdown | 7.33 | 4.78 | +2.55 |
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Drawdowns
SBHAX vs. TLGAX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum TLGAX drawdown of -61.24%. Use the drawdown chart below to compare losses from any high point for SBHAX and TLGAX.
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Drawdown Indicators
| SBHAX | TLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -61.24% | +28.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -10.60% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -31.00% | -21.12% | -9.88% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -28.82% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -35.72% | +2.91% |
Current DrawdownCurrent decline from peak | -1.99% | -8.22% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -18.76% | +12.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.97% | -0.84% |
Volatility
SBHAX vs. TLGAX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 3.48%, while Timothy Plan Large/Mid Cap Growth Fund (TLGAX) has a volatility of 6.48%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than TLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | TLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 6.48% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 15.67% | -5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 19.12% | -6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 19.63% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 19.81% | -0.44% |
SBHAX vs. TLGAX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than TLGAX's 1.61% expense ratio.
Dividends
SBHAX vs. TLGAX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 26.44%, more than TLGAX's 11.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 26.44% | 29.46% | 19.96% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 4.11% | 0.56% | 0.03% | 3.74% |
TLGAX Timothy Plan Large/Mid Cap Growth Fund | 11.18% | 12.59% | 6.98% | 5.89% | 10.34% | 5.99% | 1.69% | 4.03% | 5.81% | 2.54% | 1.21% | 10.79% |
Frequently Asked Questions
SBHAX and TLGAX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLGAX has higher volatility (6.48%) compared to SBHAX (3.48%). In terms of maximum drawdown, SBHAX dropped -32.81% vs TLGAX's -61.24%.
SBHAX currently has the higher Sharpe Ratio (1.19 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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