SBHVX vs. RYOTX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Royce Micro Cap Series Fund (RYOTX).
SBHVX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
SBHVX vs. RYOTX - Performance Comparison
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SBHVX vs. RYOTX - 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% |
RYOTX Royce Micro Cap Series Fund | 9.23% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
In the year-to-date period, SBHVX achieves a 5.47% return, which is significantly lower than RYOTX's 9.23% return. Over the past 10 years, SBHVX has underperformed RYOTX with an annualized return of 9.58%, while RYOTX has yielded a comparatively higher 11.46% annualized return.
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%
RYOTX
- 1D
- 2.99%
- 1M
- -7.15%
- YTD
- 9.23%
- 6M
- 10.78%
- 1Y
- 45.50%
- 3Y*
- 17.84%
- 5Y*
- 7.08%
- 10Y*
- 11.46%
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SBHVX vs. RYOTX - Expense Ratio Comparison
SBHVX has a 0.97% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
SBHVX vs. RYOTX — Risk / Return Rank
SBHVX
RYOTX
SBHVX vs. RYOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Royce Micro Cap Series Fund (RYOTX). 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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.73 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.37 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.26 | -1.50 |
Martin ratioReturn relative to average drawdown | 6.37 | 11.42 | -5.06 |
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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.73 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.30 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.50 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.59 | -0.19 |
Correlation
The correlation between SBHVX and RYOTX is 0.90, 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. RYOTX - Dividend Comparison
SBHVX's dividend yield for the trailing twelve months is around 11.04%, less than RYOTX's 13.68% 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% |
RYOTX Royce Micro Cap Series Fund | 13.68% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
SBHVX vs. RYOTX - Drawdown Comparison
The maximum SBHVX drawdown since its inception was -41.54%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for SBHVX and RYOTX.
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Drawdown Indicators
| SBHVX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -56.86% | +15.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -13.59% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -35.84% | +6.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -44.87% | +3.33% |
Current DrawdownCurrent decline from peak | -9.20% | -7.15% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -9.47% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.88% | +0.70% |
Volatility
SBHVX vs. RYOTX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) is 7.28%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that SBHVX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHVX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 9.07% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 17.62% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.88% | 26.53% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 23.39% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 23.03% | -1.77% |