SBSIX vs. LZISX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Lazard International Small Cap Equity Portfolio (LZISX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
SBSIX vs. LZISX - Performance Comparison
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SBSIX vs. LZISX - 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% |
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly lower than LZISX's 5.19% return. Over the past 10 years, SBSIX has outperformed LZISX with an annualized return of 7.80%, while LZISX has yielded a comparatively lower 5.94% 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%
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
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SBSIX vs. LZISX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is lower than LZISX's 1.14% expense ratio.
Return for Risk
SBSIX vs. LZISX — Risk / Return Rank
SBSIX
LZISX
SBSIX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Lazard International Small Cap Equity Portfolio (LZISX). 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 | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.93 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.45 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.89 | -0.20 |
Martin ratioReturn relative to average drawdown | 11.39 | 11.49 | -0.10 |
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 | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.93 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.23 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.35 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.10 |
Correlation
The correlation between SBSIX and LZISX is 0.89, 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. LZISX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than LZISX's 1.82% 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% |
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
Drawdowns
SBSIX vs. LZISX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for SBSIX and LZISX.
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Drawdown Indicators
| SBSIX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -65.43% | +12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -12.10% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -42.01% | +12.14% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -44.80% | -7.71% |
Current DrawdownCurrent decline from peak | -9.81% | -8.31% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -14.85% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.05% | -0.10% |
Volatility
SBSIX vs. LZISX - Volatility Comparison
The current volatility for Segall Bryant & Hamill International Small Cap Fund (SBSIX) is 6.61%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that SBSIX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 8.93% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 15.31% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 19.12% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 17.24% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.87% | -0.19% |