SBSIX vs. MIDLX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and MFS International New Discovery Fund Class R6 (MIDLX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. MIDLX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World ex-US Small Mid Cap Index. It was launched on Jun 1, 2012.
Performance
SBSIX vs. MIDLX - Performance Comparison
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SBSIX vs. MIDLX - 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% |
MIDLX MFS International New Discovery Fund Class R6 | -4.04% | 17.03% | 3.33% | 13.21% | -18.52% | 5.17% | 10.15% | 24.97% | -10.29% | 30.65% |
Returns By Period
In the year-to-date period, SBSIX achieves a -3.56% return, which is significantly higher than MIDLX's -4.04% return. Over the past 10 years, SBSIX has outperformed MIDLX with an annualized return of 7.47%, while MIDLX has yielded a comparatively lower 6.07% 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%
MIDLX
- 1D
- -0.25%
- 1M
- -11.75%
- YTD
- -4.04%
- 6M
- -4.78%
- 1Y
- 9.51%
- 3Y*
- 7.41%
- 5Y*
- 2.30%
- 10Y*
- 6.07%
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SBSIX vs. MIDLX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is higher than MIDLX's 0.91% expense ratio.
Return for Risk
SBSIX vs. MIDLX — Risk / Return Rank
SBSIX
MIDLX
SBSIX vs. MIDLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and MFS International New Discovery Fund Class R6 (MIDLX). 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 | MIDLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.69 | +1.30 |
Sortino ratioReturn per unit of downside risk | 2.50 | 0.95 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.64 | +1.66 |
Martin ratioReturn relative to average drawdown | 9.74 | 2.45 | +7.29 |
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 | MIDLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.69 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.18 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.44 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.54 | -0.05 |
Correlation
The correlation between SBSIX and MIDLX 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. MIDLX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.32%, more than MIDLX's 3.51% 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% |
MIDLX MFS International New Discovery Fund Class R6 | 3.51% | 3.37% | 10.08% | 4.21% | 5.85% | 5.19% | 4.03% | 4.36% | 6.82% | 1.63% | 1.09% | 1.25% |
Drawdowns
SBSIX vs. MIDLX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than MIDLX's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for SBSIX and MIDLX.
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Drawdown Indicators
| SBSIX | MIDLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -34.70% | -17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.75% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -33.58% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -34.70% | -17.81% |
Current DrawdownCurrent decline from peak | -12.48% | -11.75% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -6.96% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.08% | -0.13% |
Volatility
SBSIX vs. MIDLX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 5.58% compared to MFS International New Discovery Fund Class R6 (MIDLX) at 5.06%. This indicates that SBSIX's price experiences larger fluctuations and is considered to be riskier than MIDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | MIDLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.06% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 8.19% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 12.10% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 13.05% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 13.92% | +2.74% |