PortfoliosLab logoPortfoliosLab logo
SBHVX vs. TNVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBHVX vs. TNVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SBHVX vs. TNVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBHVX
Segall Bryant & Hamill Small Cap Value Fund
6.34%12.27%12.31%11.97%-14.66%16.61%6.22%24.65%-4.54%10.92%
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
7.87%13.91%11.48%21.31%-11.37%21.85%11.33%19.81%-14.34%19.00%

Returns By Period

In the year-to-date period, SBHVX achieves a 6.34% return, which is significantly lower than TNVIX's 7.87% return. Over the past 10 years, SBHVX has underperformed TNVIX with an annualized return of 9.67%, while TNVIX has yielded a comparatively higher 10.79% annualized return.


SBHVX

1D
0.82%
1M
-4.32%
YTD
6.34%
6M
8.87%
1Y
28.08%
3Y*
13.96%
5Y*
5.13%
10Y*
9.67%

TNVIX

1D
0.90%
1M
-4.37%
YTD
7.87%
6M
10.19%
1Y
27.44%
3Y*
15.94%
5Y*
8.84%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBHVX vs. TNVIX - Expense Ratio Comparison

SBHVX has a 0.97% expense ratio, which is higher than TNVIX's 0.95% expense ratio.


Return for Risk

SBHVX vs. TNVIX — Risk / Return Rank

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

SBHVX
SBHVX Risk / Return Rank: 5656
Overall Rank
SBHVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SBHVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SBHVX Omega Ratio Rank: 4949
Omega Ratio Rank
SBHVX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SBHVX Martin Ratio Rank: 5454
Martin Ratio Rank

TNVIX
TNVIX Risk / Return Rank: 7171
Overall Rank
TNVIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TNVIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TNVIX Omega Ratio Rank: 6363
Omega Ratio Rank
TNVIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
TNVIX Martin Ratio Rank: 7272
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. TNVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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.


SBHVXTNVIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.42

-0.25

Sortino ratio

Return per unit of downside risk

1.76

2.06

-0.30

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.84

2.23

-0.39

Martin ratio

Return relative to average drawdown

6.62

8.35

-1.73

SBHVX vs. TNVIX - Sharpe Ratio Comparison

The current SBHVX Sharpe Ratio is 1.17, which is comparable to the TNVIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SBHVX and TNVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SBHVXTNVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.42

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.45

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.51

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.07

Correlation

The correlation between SBHVX and TNVIX is 0.92, 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. TNVIX - Dividend Comparison

SBHVX's dividend yield for the trailing twelve months is around 10.95%, more than TNVIX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
SBHVX
Segall Bryant & Hamill Small Cap Value Fund
10.95%11.65%4.61%1.37%1.25%4.66%0.95%6.05%10.28%6.78%0.22%5.76%
TNVIX
1290 GAMCO Small/Mid Cap Value Fund
3.66%3.95%8.76%3.82%2.51%7.05%0.47%1.74%1.58%1.87%1.79%0.00%

Drawdowns

SBHVX vs. TNVIX - Drawdown Comparison

The maximum SBHVX drawdown since its inception was -41.54%, roughly equal to the maximum TNVIX drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for SBHVX and TNVIX.


Loading graphics...

Drawdown Indicators


SBHVXTNVIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.54%

-42.75%

+1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-10.14%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-25.61%

-3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-42.75%

+1.21%

Current Drawdown

Current decline from peak

-8.45%

-6.28%

-2.17%

Average Drawdown

Average peak-to-trough decline

-7.34%

-6.27%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

3.56%

+1.05%

Volatility

SBHVX vs. TNVIX - Volatility Comparison

Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has a higher volatility of 7.12% compared to 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) at 6.74%. This indicates that SBHVX's price experiences larger fluctuations and is considered to be riskier than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SBHVXTNVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

6.74%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.10%

11.91%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

20.75%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.21%

19.77%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

21.08%

+0.18%