SBSIX vs. ALOIX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Virtus International Small-Cap Fund (ALOIX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. ALOIX is managed by Allianz. It was launched on Dec 30, 1997.
Performance
SBSIX vs. ALOIX - Performance Comparison
Loading graphics...
SBSIX vs. ALOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | -0.60% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
ALOIX Virtus International Small-Cap Fund | 6.02% | 36.22% | 2.65% | 19.43% | -26.96% | 6.02% | 15.92% | 24.57% | -22.78% | 37.59% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly lower than ALOIX's 6.02% return. Both investments have delivered pretty close results over the past 10 years, with SBSIX having a 7.80% annualized return and ALOIX not far behind at 7.45%.
SBSIX
- 1D
- 3.06%
- 1M
- -8.64%
- YTD
- -0.60%
- 6M
- 5.49%
- 1Y
- 34.98%
- 3Y*
- 20.54%
- 5Y*
- 10.76%
- 10Y*
- 7.80%
ALOIX
- 1D
- 2.07%
- 1M
- -7.26%
- YTD
- 6.02%
- 6M
- 12.06%
- 1Y
- 38.55%
- 3Y*
- 18.41%
- 5Y*
- 5.43%
- 10Y*
- 7.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SBSIX vs. ALOIX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is lower than ALOIX's 1.04% expense ratio.
Return for Risk
SBSIX vs. ALOIX — Risk / Return Rank
SBSIX
ALOIX
SBSIX vs. ALOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Virtus International Small-Cap Fund (ALOIX). 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.
| SBSIX | ALOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 2.70 | -0.36 |
Sortino ratioReturn per unit of downside risk | 2.92 | 3.26 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.53 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 3.57 | -0.88 |
Martin ratioReturn relative to average drawdown | 11.39 | 13.91 | -2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SBSIX | ALOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.70 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.36 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.45 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.29 | +0.21 |
Correlation
The correlation between SBSIX and ALOIX is 0.88, 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
SBSIX vs. ALOIX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than ALOIX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.17% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
ALOIX Virtus International Small-Cap Fund | 4.28% | 4.54% | 3.50% | 4.93% | 1.25% | 19.08% | 1.38% | 1.62% | 18.17% | 1.52% | 1.04% | 0.54% |
Drawdowns
SBSIX vs. ALOIX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, smaller than the maximum ALOIX drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for SBSIX and ALOIX.
Loading graphics...
Drawdown Indicators
| SBSIX | ALOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -79.29% | +26.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -10.41% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -39.41% | +9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -42.79% | -9.72% |
Current DrawdownCurrent decline from peak | -9.81% | -8.05% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -35.07% | +23.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.71% | +0.24% |
Volatility
SBSIX vs. ALOIX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 6.61% compared to Virtus International Small-Cap Fund (ALOIX) at 6.11%. This indicates that SBSIX's price experiences larger fluctuations and is considered to be riskier than ALOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SBSIX | ALOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 6.11% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 9.87% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 14.53% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.03% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.61% | +0.07% |