SBHVX vs. VSMAX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Value Fund (SBHVX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
SBHVX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
SBHVX vs. VSMAX - Performance Comparison
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SBHVX vs. VSMAX - 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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, SBHVX achieves a 5.47% return, which is significantly higher than VSMAX's 1.90% return. Over the past 10 years, SBHVX has underperformed VSMAX with an annualized return of 9.58%, while VSMAX has yielded a comparatively higher 10.49% 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%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
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SBHVX vs. VSMAX - Expense Ratio Comparison
SBHVX has a 0.97% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Return for Risk
SBHVX vs. VSMAX — Risk / Return Rank
SBHVX
VSMAX
SBHVX vs. VSMAX - 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 Admiral Shares (VSMAX). 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 | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.91 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.40 | +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 | 5.95 | +0.42 |
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 | VSMAX | 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 | 0.37 | +0.02 |
Correlation
The correlation between SBHVX and VSMAX 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. VSMAX - Dividend Comparison
SBHVX's dividend yield for the trailing twelve months is around 11.04%, more than VSMAX's 1.33% 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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
SBHVX vs. VSMAX - Drawdown Comparison
The maximum SBHVX drawdown since its inception was -41.54%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for SBHVX and VSMAX.
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Drawdown Indicators
| SBHVX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -59.68% | +18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -14.30% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -28.14% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -41.82% | +0.28% |
Current DrawdownCurrent decline from peak | -9.20% | -6.11% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -9.75% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.32% | +1.26% |
Volatility
SBHVX vs. VSMAX - Volatility Comparison
Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has a higher volatility of 7.28% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 6.82%. This indicates that SBHVX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBHVX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 6.82% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 12.61% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.88% | 21.80% | +4.08% |
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% | 21.54% | -0.28% |