SBSIX vs. AQGIX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and AQR Global Equity Fund (AQGIX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009.
Performance
SBSIX vs. AQGIX - Performance Comparison
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SBSIX vs. AQGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | -3.56% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
AQGIX AQR Global Equity Fund | -6.63% | 31.64% | 24.56% | 22.92% | -14.14% | 18.32% | 9.33% | 22.55% | -14.50% | 25.44% |
Returns By Period
In the year-to-date period, SBSIX achieves a -3.56% return, which is significantly higher than AQGIX's -6.63% return. Over the past 10 years, SBSIX has underperformed AQGIX with an annualized return of 7.47%, while AQGIX has yielded a comparatively higher 11.48% annualized return.
SBSIX
- 1D
- -0.55%
- 1M
- -12.48%
- YTD
- -3.56%
- 6M
- 2.14%
- 1Y
- 31.31%
- 3Y*
- 19.33%
- 5Y*
- 10.32%
- 10Y*
- 7.47%
AQGIX
- 1D
- -0.52%
- 1M
- -8.87%
- YTD
- -6.63%
- 6M
- -3.39%
- 1Y
- 17.75%
- 3Y*
- 21.10%
- 5Y*
- 12.19%
- 10Y*
- 11.48%
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SBSIX vs. AQGIX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is higher than AQGIX's 0.80% expense ratio.
Return for Risk
SBSIX vs. AQGIX — Risk / Return Rank
SBSIX
AQGIX
SBSIX vs. AQGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and AQR Global Equity Fund (AQGIX). 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 | AQGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.89 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.32 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.01 | +1.29 |
Martin ratioReturn relative to average drawdown | 9.74 | 5.12 | +4.62 |
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
| SBSIX | AQGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.89 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.64 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.56 | -0.07 |
Correlation
The correlation between SBSIX and AQGIX is 0.80, 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. AQGIX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.32%, less than AQGIX's 14.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.32% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
AQGIX AQR Global Equity Fund | 14.12% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
Drawdowns
SBSIX vs. AQGIX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than AQGIX's maximum drawdown of -35.47%. Use the drawdown chart below to compare losses from any high point for SBSIX and AQGIX.
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Drawdown Indicators
| SBSIX | AQGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -35.47% | -17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -15.27% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -29.62% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -35.47% | -17.04% |
Current DrawdownCurrent decline from peak | -12.48% | -9.88% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -6.61% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.02% | -0.07% |
Volatility
SBSIX vs. AQGIX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 5.58% compared to AQR Global Equity Fund (AQGIX) at 5.03%. This indicates that SBSIX's price experiences larger fluctuations and is considered to be riskier than AQGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | AQGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.03% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 9.91% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 19.83% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 18.12% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 17.89% | -1.23% |