SBSIX vs. SBASX

Last updated Aug 1, 2026

SBSIX (Segall Bryant & Hamill International Small Cap Fund) and SBASX (Segall Bryant & Hamill Small Cap Core Fund) are both mutual funds - SBSIX is a Foreign Small & Mid Cap Equities fund managed by Segall Bryant & Hamill, while SBASX is a Small Cap Growth Equities fund managed by Segall Bryant & Hamill. Over the past 5 years, SBSIX returned 11.79%/yr vs 7.99%/yr for SBASX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. SBSIX charges 1.03%/yr vs 0.99%/yr for SBASX.

Performance

SBSIX vs. SBASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill Small Cap Core Fund (SBASX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBSIX achieves a 9.73% return, which is significantly lower than SBASX's 19.05% return.

SBSIX

• 1D: 2.64%
• 1M: 5.76%
• 6M: 4.81%
• YTD: 9.73%
• 1Y: 26.31%
• 3Y*: 22.31%
• 5Y*: 11.79%
• 10Y*: 8.29%
• ALL TIME*: 8.45%

SBASX

• 1D: 1.16%
• 1M: -1.73%
• 6M: 12.88%
• YTD: 19.05%
• 1Y: 26.67%
• 3Y*: 13.04%
• 5Y*: 7.99%
• 10Y*: —
• ALL TIME*: 11.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SBASX Segall Bryant & Hamill Small Cap Core Fund	$0.00	$0.00	$0.00
SBSIX Segall Bryant & Hamill International Small Cap Fund	$0.00	$0.00	$0.00

SBSIX vs. SBASX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SBSIX Segall Bryant & Hamill International Small Cap Fund	9.73%	47.51%	7.80%	17.25%	-13.17%	13.16%	-5.35%	0.26%
SBASX Segall Bryant & Hamill Small Cap Core Fund	19.05%	3.95%	11.89%	13.96%	-13.13%	23.52%	22.80%	0.00%

Correlation

The correlation between SBSIX and SBASX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.55
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019	0.66

The correlation between SBSIX and SBASX shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SBSIX vs. SBASX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SBSIX

SBSIX Risk / Return Rank: 72
SBSIX Sharpe Ratio Rank: 83
SBSIX Sortino Ratio Rank: 82
SBSIX Omega Ratio Rank: 80
SBSIX Calmar Ratio Rank: 66
SBSIX Martin Ratio Rank: 48

SBASX

SBASX Risk / Return Rank: 49
SBASX Sharpe Ratio Rank: 44
SBASX Sortino Ratio Rank: 50
SBASX Omega Ratio Rank: 41
SBASX Calmar Ratio Rank: 59
SBASX Martin Ratio Rank: 51

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SBSIX vs. SBASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill Small Cap Core Fund (SBASX). 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	SBASX	Difference
Sharpe ratio: Return per unit of total volatility	2.00	1.29	+0.71
Sortino ratio: Return per unit of downside risk	2.89	1.98	+0.92
Omega ratio: Gain probability vs. loss probability	1.37	1.23	+0.14
Calmar ratio: Return relative to maximum drawdown	2.21	2.07	+0.14
Martin ratio: Return relative to average drawdown	6.72	7.17	-0.45

SBSIX vs. SBASX - Sharpe Ratio Comparison

The current SBSIX Sharpe Ratio is 2.00, which is higher than the SBASX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SBSIX and SBASX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SBSIX vs. SBASX - Drawdown Comparison

The maximum SBSIX drawdown since its inception was -52.51%, which is greater than SBASX's maximum drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for SBSIX and SBASX.

Drawdown Indicators

	SBSIX	SBASX	Difference
Max Drawdown Largest peak-to-trough decline	-52.51%	-34.34%	-18.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-11.44%	-1.04%
Max Drawdown (3Y) Largest decline over 3 years	-12.51%	-26.56%	+14.05%
Max Drawdown (5Y) Largest decline over 5 years	-29.87%	-26.56%	-3.31%
Max Drawdown (10Y) Largest decline over 10 years	-52.51%	—	—
Current Drawdown Current decline from peak	-0.43%	-4.39%	+3.96%
Average Drawdown Average peak-to-trough decline	-11.07%	-8.12%	-2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.09%	3.30%	+0.79%

Volatility

SBSIX vs. SBASX - Volatility Comparison

Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill Small Cap Core Fund (SBASX) have volatilities of 4.43% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBSIX	SBASX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	4.44%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	11.46%	13.84%	-2.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.84%	18.41%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	19.89%	-4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.45%	22.13%	-5.68%

SBSIX vs. SBASX - Expense Ratio Comparison

SBSIX has a 1.03% expense ratio, which is higher than SBASX's 0.99% expense ratio.

Dividends

SBSIX vs. SBASX - Dividend Comparison

SBSIX's dividend yield for the trailing twelve months is around 4.29%, less than SBASX's 4.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBASX Segall Bryant & Hamill Small Cap Core Fund	4.69%	5.58%	5.48%	3.65%	2.10%	18.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SBSIX Segall Bryant & Hamill International Small Cap Fund	4.29%	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

Can I hold both SBSIX and SBASX in my portfolio?

SBSIX and SBASX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBSIX or SBASX?

SBASX has higher volatility (4.44%) compared to SBSIX (4.43%). In terms of maximum drawdown, SBSIX dropped -52.51% vs SBASX's -34.34%.

Which has better risk-adjusted returns?

SBSIX currently has the higher Sharpe Ratio (2.00 vs 1.29), 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.