SBHVX vs. VSCPX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX).
SBHVX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. VSCPX is managed by Vanguard. It was launched on Dec 17, 2010.
Performance
SBHVX vs. VSCPX - Performance Comparison
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SBHVX vs. VSCPX - 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% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 1.90% | 8.86% | 12.98% | 19.52% | -17.59% | 17.75% | 19.09% | 27.40% | -9.31% | 16.27% |
Returns By Period
In the year-to-date period, SBHVX achieves a 5.47% return, which is significantly higher than VSCPX's 1.90% return. Over the past 10 years, SBHVX has underperformed VSCPX with an annualized return of 9.58%, while VSCPX has yielded a comparatively higher 10.51% 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%
VSCPX
- 1D
- 3.14%
- 1M
- -5.70%
- YTD
- 1.90%
- 6M
- 3.42%
- 1Y
- 19.31%
- 3Y*
- 13.03%
- 5Y*
- 5.36%
- 10Y*
- 10.51%
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SBHVX vs. VSCPX - Expense Ratio Comparison
SBHVX has a 0.97% expense ratio, which is higher than VSCPX's 0.03% expense ratio.
Return for Risk
SBHVX vs. VSCPX — Risk / Return Rank
SBHVX
VSCPX
SBHVX vs. VSCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). 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 | VSCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.91 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.41 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.38 | +0.38 |
Martin ratioReturn relative to average drawdown | 6.37 | 5.96 | +0.41 |
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 | VSCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.91 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.26 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.49 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.50 | -0.11 |
Correlation
The correlation between SBHVX and VSCPX 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. VSCPX - Dividend Comparison
SBHVX's dividend yield for the trailing twelve months is around 11.04%, more than VSCPX's 1.35% 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% |
VSCPX Vanguard Small-Cap Index Fund Institutional Plus Shares | 1.35% | 1.35% | 1.32% | 1.56% | 1.56% | 1.26% | 1.16% | 1.41% | 1.69% | 1.37% | 1.52% | 1.51% |
Drawdowns
SBHVX vs. VSCPX - Drawdown Comparison
The maximum SBHVX drawdown since its inception was -41.54%, roughly equal to the maximum VSCPX drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for SBHVX and VSCPX.
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Drawdown Indicators
| SBHVX | VSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -41.81% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -14.29% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -28.13% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -41.81% | +0.27% |
Current DrawdownCurrent decline from peak | -9.20% | -6.11% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -6.55% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.32% | +1.26% |
Volatility
SBHVX vs. VSCPX - Volatility Comparison
Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has a higher volatility of 7.28% compared to Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) at 6.81%. This indicates that SBHVX's price experiences larger fluctuations and is considered to be riskier than VSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHVX | VSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 6.81% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 12.60% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.88% | 21.79% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 20.74% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 21.55% | -0.29% |