SBSIX vs. MWNIX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and MFS International New Discovery Fund (MWNIX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. MWNIX is managed by MFS. It was launched on Oct 8, 1997.
Performance
SBSIX vs. MWNIX - Performance Comparison
Loading graphics...
SBSIX vs. MWNIX - 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% |
MWNIX MFS International New Discovery Fund | -4.10% | 16.88% | 0.90% | 13.03% | -18.63% | 5.06% | 9.98% | 22.85% | -10.41% | 30.67% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly higher than MWNIX's -4.10% return. Over the past 10 years, SBSIX has outperformed MWNIX with an annualized return of 7.80%, while MWNIX has yielded a comparatively lower 5.54% 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%
MWNIX
- 1D
- -0.25%
- 1M
- -11.78%
- YTD
- -4.10%
- 6M
- -4.89%
- 1Y
- 9.37%
- 3Y*
- 6.45%
- 5Y*
- 1.70%
- 10Y*
- 5.54%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SBSIX vs. MWNIX - Expense Ratio Comparison
Both SBSIX and MWNIX have an expense ratio of 1.03%.
Return for Risk
SBSIX vs. MWNIX — Risk / Return Rank
SBSIX
MWNIX
SBSIX vs. MWNIX - 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 (MWNIX). 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 | MWNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 0.68 | +1.66 |
Sortino ratioReturn per unit of downside risk | 2.92 | 0.93 | +1.99 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.13 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.63 | +2.06 |
Martin ratioReturn relative to average drawdown | 11.39 | 2.39 | +9.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SBSIX | MWNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 0.68 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.13 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.40 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.06 |
Correlation
The correlation between SBSIX and MWNIX 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. MWNIX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than MWNIX's 3.38% 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% |
MWNIX MFS International New Discovery Fund | 3.38% | 3.24% | 7.61% | 4.05% | 5.68% | 5.06% | 3.90% | 2.67% | 6.68% | 1.63% | 1.09% | 1.12% |
Drawdowns
SBSIX vs. MWNIX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, smaller than the maximum MWNIX drawdown of -58.38%. Use the drawdown chart below to compare losses from any high point for SBSIX and MWNIX.
Loading graphics...
Drawdown Indicators
| SBSIX | MWNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -58.38% | +5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.78% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -33.67% | +3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -34.72% | -17.79% |
Current DrawdownCurrent decline from peak | -9.81% | -11.78% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -9.61% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.09% | -0.14% |
Volatility
SBSIX vs. MWNIX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 6.61% compared to MFS International New Discovery Fund (MWNIX) at 5.09%. This indicates that SBSIX's price experiences larger fluctuations and is considered to be riskier than MWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SBSIX | MWNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 5.09% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 8.21% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 12.11% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 13.02% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 13.90% | +2.78% |