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SBHVX vs. FSOPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBHVX vs. FSOPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Fidelity Series Small Cap Opportunities Fund (FSOPX). The values are adjusted to include any dividend payments, if applicable.

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SBHVX vs. FSOPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBHVX
Segall Bryant & Hamill Small Cap Value Fund
5.47%12.27%12.31%11.97%-14.66%16.61%6.22%24.65%-4.54%10.92%
FSOPX
Fidelity Series Small Cap Opportunities Fund
5.73%15.81%15.31%20.38%-17.82%23.39%17.03%29.92%-8.12%11.10%

Returns By Period

The year-to-date returns for both investments are quite close, with SBHVX having a 5.47% return and FSOPX slightly higher at 5.73%. Over the past 10 years, SBHVX has underperformed FSOPX with an annualized return of 9.58%, while FSOPX has yielded a comparatively higher 12.03% annualized return.


SBHVX

1D
3.00%
1M
-5.11%
YTD
5.47%
6M
7.98%
1Y
27.04%
3Y*
13.65%
5Y*
4.96%
10Y*
9.58%

FSOPX

1D
1.00%
1M
-2.56%
YTD
5.73%
6M
11.78%
1Y
31.43%
3Y*
17.46%
5Y*
8.91%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBHVX vs. FSOPX - Expense Ratio Comparison

SBHVX has a 0.97% expense ratio, which is higher than FSOPX's 0.00% expense ratio.


Return for Risk

SBHVX vs. FSOPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBHVX
SBHVX Risk / Return Rank: 6060
Overall Rank
SBHVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SBHVX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SBHVX Omega Ratio Rank: 5353
Omega Ratio Rank
SBHVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SBHVX Martin Ratio Rank: 6060
Martin Ratio Rank

FSOPX
FSOPX Risk / Return Rank: 7979
Overall Rank
FSOPX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSOPX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSOPX Omega Ratio Rank: 6868
Omega Ratio Rank
FSOPX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSOPX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBHVX vs. FSOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Fidelity Series Small Cap Opportunities Fund (FSOPX). 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.


SBHVXFSOPXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.52

-0.38

Sortino ratio

Return per unit of downside risk

1.73

2.18

-0.45

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.76

2.48

-0.72

Martin ratio

Return relative to average drawdown

6.37

10.54

-4.17

SBHVX vs. FSOPX - Sharpe Ratio Comparison

The current SBHVX Sharpe Ratio is 1.14, which is comparable to the FSOPX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SBHVX and FSOPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBHVXFSOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.52

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.41

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.55

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.37

+0.03

Correlation

The correlation between SBHVX and FSOPX is 0.91, 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

SBHVX vs. FSOPX - Dividend Comparison

SBHVX's dividend yield for the trailing twelve months is around 11.04%, more than FSOPX's 4.17% yield.


TTM20252024202320222021202020192018201720162015
SBHVX
Segall Bryant & Hamill Small Cap Value Fund
11.04%11.65%4.61%1.37%1.25%4.66%0.95%6.05%10.28%6.78%0.22%5.76%
FSOPX
Fidelity Series Small Cap Opportunities Fund
4.17%4.41%9.41%0.98%5.16%30.85%2.01%6.67%13.99%10.31%0.69%5.93%

Drawdowns

SBHVX vs. FSOPX - Drawdown Comparison

The maximum SBHVX drawdown since its inception was -41.54%, smaller than the maximum FSOPX drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for SBHVX and FSOPX.


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Drawdown Indicators


SBHVXFSOPXDifference

Max Drawdown

Largest peak-to-trough decline

-41.54%

-61.75%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.57%

-9.99%

-6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-30.06%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-39.15%

-2.39%

Current Drawdown

Current decline from peak

-9.20%

-5.35%

-3.85%

Average Drawdown

Average peak-to-trough decline

-7.34%

-10.45%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.26%

+1.32%

Volatility

SBHVX vs. FSOPX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) is 7.28%, while Fidelity Series Small Cap Opportunities Fund (FSOPX) has a volatility of 7.94%. This indicates that SBHVX experiences smaller price fluctuations and is considered to be less risky than FSOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBHVXFSOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

7.94%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

13.58%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

22.48%

+3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.21%

21.69%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

21.93%

-0.67%