SBSIX vs. MWNIX
SBSIX (Segall Bryant & Hamill International Small Cap Fund) and MWNIX (MFS International New Discovery Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, SBSIX returned 8.44%/yr vs 6.67%/yr for MWNIX. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 1.03% expense ratio.
Performance
SBSIX vs. MWNIX - Performance Comparison
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Returns By Period
In the year-to-date period, SBSIX achieves a 2.62% return, which is significantly lower than MWNIX's 4.54% return. Over the past 10 years, SBSIX has outperformed MWNIX with an annualized return of 8.44%, while MWNIX has yielded a comparatively lower 6.67% annualized return.
SBSIX
- 1D
- -1.67%
- 1M
- -2.11%
- YTD
- 2.62%
- 6M
- 2.12%
- 1Y
- 22.21%
- 3Y*
- 22.23%
- 5Y*
- 10.48%
- 10Y*
- 8.44%
MWNIX
- 1D
- -2.41%
- 1M
- -1.51%
- YTD
- 4.54%
- 6M
- 4.20%
- 1Y
- 7.55%
- 3Y*
- 9.71%
- 5Y*
- 2.39%
- 10Y*
- 6.67%
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 | 2.62% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
MWNIX MFS International New Discovery Fund | 4.54% | 16.88% | 0.90% | 13.03% | -18.63% | 5.06% | 9.98% | 22.85% | -10.41% | 30.67% |
Correlation
The correlation between SBSIX and MWNIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.88 |
The correlation between SBSIX and MWNIX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBSIX | MWNIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.76 | +1.15 |
| Martin ratioReturn relative to average drawdown | 6.34 | 2.56 | +3.78 |
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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.
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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 (3Y)Largest decline over 3 years | -12.51% | -15.12% | +2.61% |
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 | -6.88% | -3.83% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -9.56% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 3.48% | +0.27% |
Volatility
SBSIX vs. MWNIX - Volatility Comparison
The current volatility for Segall Bryant & Hamill International Small Cap Fund (SBSIX) is 4.19%, while MFS International New Discovery Fund (MWNIX) has a volatility of 4.81%. This indicates that SBSIX experiences smaller price fluctuations and is considered to be less risky than MWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | MWNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 4.81% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 10.36% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 12.16% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 13.30% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 13.82% | +2.70% |
SBSIX vs. MWNIX - Expense Ratio Comparison
Both SBSIX and MWNIX have an expense ratio of 1.03%.
Dividends
SBSIX vs. MWNIX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.00%, more than MWNIX's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWNIX MFS International New Discovery Fund | 3.10% | 3.24% | 7.61% | 4.05% | 5.68% | 5.06% | 3.90% | 2.67% | 6.68% | 1.63% | 1.09% | 1.12% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.00% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
Frequently Asked Questions
SBSIX and MWNIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MWNIX has higher volatility (4.81%) compared to SBSIX (4.19%). In terms of maximum drawdown, SBSIX dropped -52.51% vs MWNIX's -58.38%.
SBSIX currently has the higher Sharpe Ratio (1.76 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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