SBSIX vs. CSGIX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Calamos International Small Cap Growth Fund (CSGIX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. CSGIX is managed by Calamos. It was launched on Mar 30, 2022.
Performance
SBSIX vs. CSGIX - Performance Comparison
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SBSIX vs. CSGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | -0.60% | 47.51% | 7.80% | 17.25% | -10.08% |
CSGIX Calamos International Small Cap Growth Fund | 5.85% | 15.11% | 10.21% | 13.62% | -20.14% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly lower than CSGIX's 5.85% return.
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%
CSGIX
- 1D
- 2.93%
- 1M
- -11.15%
- YTD
- 5.85%
- 6M
- -2.51%
- 1Y
- 26.81%
- 3Y*
- 13.93%
- 5Y*
- —
- 10Y*
- —
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SBSIX vs. CSGIX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is lower than CSGIX's 2.67% expense ratio.
Return for Risk
SBSIX vs. CSGIX — Risk / Return Rank
SBSIX
CSGIX
SBSIX vs. CSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Calamos International Small Cap Growth Fund (CSGIX). 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 | CSGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.48 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.92 | 1.93 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.27 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.92 | +0.77 |
Martin ratioReturn relative to average drawdown | 11.39 | 5.19 | +6.20 |
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 | CSGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.48 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.30 | +0.21 |
Correlation
The correlation between SBSIX and CSGIX is 0.82, 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. CSGIX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than CSGIX's 1.16% 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% |
CSGIX Calamos International Small Cap Growth Fund | 1.16% | 1.22% | 0.00% | 0.00% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBSIX vs. CSGIX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than CSGIX's maximum drawdown of -26.50%. Use the drawdown chart below to compare losses from any high point for SBSIX and CSGIX.
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Drawdown Indicators
| SBSIX | CSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -26.50% | -26.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -13.68% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | — | — |
Current DrawdownCurrent decline from peak | -9.81% | -11.15% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -10.62% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 5.06% | -2.11% |
Volatility
SBSIX vs. CSGIX - Volatility Comparison
The current volatility for Segall Bryant & Hamill International Small Cap Fund (SBSIX) is 6.61%, while Calamos International Small Cap Growth Fund (CSGIX) has a volatility of 9.38%. This indicates that SBSIX experiences smaller price fluctuations and is considered to be less risky than CSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | CSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 9.38% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 14.22% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 18.64% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 17.10% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 17.10% | -0.42% |