SBHAX vs. TVRIX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Guggenheim Directional Allocation Fund (TVRIX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
SBHAX vs. TVRIX - Performance Comparison
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SBHAX vs. TVRIX - 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% |
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly higher than TVRIX's -4.87% return. Over the past 10 years, SBHAX has outperformed TVRIX with an annualized return of 10.95%, while TVRIX has yielded a comparatively lower 8.72% 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%
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
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SBHAX vs. TVRIX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
SBHAX vs. TVRIX — Risk / Return Rank
SBHAX
TVRIX
SBHAX vs. TVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.97 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.43 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.48 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.13 | 6.06 | -1.93 |
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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.97 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.33 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.49 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.55 | -0.01 |
Correlation
The correlation between SBHAX and TVRIX is 0.89, 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. TVRIX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than TVRIX's 10.13% 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% |
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBHAX vs. TVRIX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum TVRIX drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for SBHAX and TVRIX.
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Drawdown Indicators
| SBHAX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -39.36% | +6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -8.45% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -24.87% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -39.36% | +6.55% |
Current DrawdownCurrent decline from peak | -15.10% | -9.20% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -6.10% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.06% | +0.55% |
Volatility
SBHAX vs. TVRIX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to Guggenheim Directional Allocation Fund (TVRIX) at 4.44%. This indicates that SBHAX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 4.44% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 7.84% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 12.61% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 14.46% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 17.80% | +1.57% |