SBSIX vs. DFVQX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and DFA International Vector Equity Portfolio (DFVQX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. DFVQX is managed by Dimensional. It was launched on Aug 13, 2008.
Performance
SBSIX vs. DFVQX - Performance Comparison
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SBSIX vs. DFVQX - 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% |
DFVQX DFA International Vector Equity Portfolio | 3.85% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly lower than DFVQX's 3.85% return. Over the past 10 years, SBSIX has underperformed DFVQX with an annualized return of 7.80%, while DFVQX has yielded a comparatively higher 9.69% annualized 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%
DFVQX
- 1D
- 2.92%
- 1M
- -6.47%
- YTD
- 3.85%
- 6M
- 9.44%
- 1Y
- 33.17%
- 3Y*
- 17.91%
- 5Y*
- 10.13%
- 10Y*
- 9.69%
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SBSIX vs. DFVQX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Return for Risk
SBSIX vs. DFVQX — Risk / Return Rank
SBSIX
DFVQX
SBSIX vs. DFVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and DFA International Vector Equity Portfolio (DFVQX). 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 | DFVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 2.16 | +0.18 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.78 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.62 | +0.07 |
Martin ratioReturn relative to average drawdown | 11.39 | 10.71 | +0.68 |
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 | DFVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.16 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.58 | -0.08 |
Correlation
The correlation between SBSIX and DFVQX 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
SBSIX vs. DFVQX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than DFVQX's 3.13% 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% |
DFVQX DFA International Vector Equity Portfolio | 3.13% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
Drawdowns
SBSIX vs. DFVQX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than DFVQX's maximum drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for SBSIX and DFVQX.
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Drawdown Indicators
| SBSIX | DFVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -44.58% | -7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -10.98% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -28.33% | -1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -44.58% | -7.93% |
Current DrawdownCurrent decline from peak | -9.81% | -7.76% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -7.92% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.90% | +0.05% |
Volatility
SBSIX vs. DFVQX - Volatility Comparison
The current volatility for Segall Bryant & Hamill International Small Cap Fund (SBSIX) is 6.61%, while DFA International Vector Equity Portfolio (DFVQX) has a volatility of 6.99%. This indicates that SBSIX experiences smaller price fluctuations and is considered to be less risky than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | DFVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 6.99% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 10.22% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 15.71% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.57% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.50% | +0.18% |