SBHVX vs. FSSNX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Fidelity Small Cap Index Fund (FSSNX).
SBHVX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
SBHVX vs. FSSNX - Performance Comparison
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SBHVX vs. FSSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSSNX Fidelity Small Cap Index Fund | 0.91% | 12.94% | 11.71% | 17.11% | -20.28% | 14.70% | 19.99% | 25.70% | -11.24% | 14.54% |
Returns By Period
In the year-to-date period, SBHVX achieves a 5.47% return, which is significantly higher than FSSNX's 0.91% return. Both investments have delivered pretty close results over the past 10 years, with SBHVX having a 9.58% annualized return and FSSNX not far ahead at 9.90%.
SBHVX
- 1D
- 3.00%
- 1M
- -7.11%
- YTD
- 5.47%
- 6M
- 8.51%
- 1Y
- 28.99%
- 3Y*
- 13.65%
- 5Y*
- 4.96%
- 10Y*
- 9.58%
FSSNX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.91%
- 6M
- 2.89%
- 1Y
- 25.83%
- 3Y*
- 13.19%
- 5Y*
- 3.57%
- 10Y*
- 9.90%
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SBHVX vs. FSSNX - Expense Ratio Comparison
SBHVX has a 0.97% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Return for Risk
SBHVX vs. FSSNX — Risk / Return Rank
SBHVX
FSSNX
SBHVX vs. FSSNX - 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 Small Cap Index Fund (FSSNX). 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.
| SBHVX | FSSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.12 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.66 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.82 | -0.06 |
Martin ratioReturn relative to average drawdown | 6.37 | 6.80 | -0.43 |
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
| SBHVX | FSSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.12 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.16 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.42 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.49 | -0.10 |
Correlation
The correlation between SBHVX and FSSNX is 0.93, 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. FSSNX - Dividend Comparison
SBHVX's dividend yield for the trailing twelve months is around 11.04%, more than FSSNX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSSNX Fidelity Small Cap Index Fund | 1.07% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
Drawdowns
SBHVX vs. FSSNX - Drawdown Comparison
The maximum SBHVX drawdown since its inception was -41.54%, roughly equal to the maximum FSSNX drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for SBHVX and FSSNX.
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Drawdown Indicators
| SBHVX | FSSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -41.72% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -13.89% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -31.87% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -41.72% | +0.18% |
Current DrawdownCurrent decline from peak | -9.20% | -7.94% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -8.37% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.71% | +0.87% |
Volatility
SBHVX vs. FSSNX - Volatility Comparison
Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Fidelity Small Cap Index Fund (FSSNX) have volatilities of 7.28% and 7.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHVX | FSSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 7.52% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 14.52% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.88% | 23.30% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 22.61% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 23.41% | -2.15% |