SBHAX vs. VTMGX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
SBHAX vs. VTMGX - Performance Comparison
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SBHAX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, SBHAX has outperformed VTMGX with an annualized return of 10.95%, while VTMGX has yielded a comparatively lower 9.31% 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%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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SBHAX vs. VTMGX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
SBHAX vs. VTMGX — Risk / Return Rank
SBHAX
VTMGX
SBHAX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.79 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.96 | 2.35 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.44 | -1.51 |
Martin ratioReturn relative to average drawdown | 4.13 | 9.56 | -5.43 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.79 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.55 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.29 | +0.25 |
Correlation
The correlation between SBHAX and VTMGX is 0.77, 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. VTMGX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than VTMGX's 2.92% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
SBHAX vs. VTMGX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for SBHAX and VTMGX.
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Drawdown Indicators
| SBHAX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -60.58% | +27.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -11.67% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -29.71% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -35.68% | +2.87% |
Current DrawdownCurrent decline from peak | -15.10% | -9.01% | -6.09% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -14.74% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.97% | -0.36% |
Volatility
SBHAX vs. VTMGX - Volatility Comparison
The current volatility for Segall Bryant & Hamill All Cap Fund (SBHAX) is 5.71%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.83%. This indicates that SBHAX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHAX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 7.83% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 11.28% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 16.68% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 15.65% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 16.45% | +2.92% |