SBSIX vs. SBHAX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill All Cap Fund (SBHAX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013.
Performance
SBSIX vs. SBHAX - Performance Comparison
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SBSIX vs. SBHAX - 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% |
SBHAX Segall Bryant & Hamill All Cap Fund | -6.29% | 8.36% | 16.89% | 14.50% | -19.27% | 29.43% | 26.18% | 30.60% | -5.61% | 18.68% |
Returns By Period
In the year-to-date period, SBSIX achieves a -3.56% return, which is significantly higher than SBHAX's -6.29% return. Over the past 10 years, SBSIX has underperformed SBHAX with an annualized return of 7.47%, while SBHAX has yielded a comparatively higher 10.62% 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%
SBHAX
- 1D
- -0.65%
- 1M
- -8.74%
- YTD
- -6.29%
- 6M
- -4.79%
- 1Y
- 6.85%
- 3Y*
- 9.99%
- 5Y*
- 5.99%
- 10Y*
- 10.62%
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SBSIX vs. SBHAX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is higher than SBHAX's 0.87% expense ratio.
Return for Risk
SBSIX vs. SBHAX — Risk / Return Rank
SBSIX
SBHAX
SBSIX vs. SBHAX - 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 All Cap Fund (SBHAX). 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 | SBHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.44 | +1.55 |
Sortino ratioReturn per unit of downside risk | 2.50 | 0.75 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.11 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.49 | +1.82 |
Martin ratioReturn relative to average drawdown | 9.74 | 2.20 | +7.55 |
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 | SBHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.44 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.30 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.55 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.52 | -0.03 |
Correlation
The correlation between SBSIX and SBHAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBSIX vs. SBHAX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.32%, less than SBHAX's 31.43% 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% |
SBHAX Segall Bryant & Hamill All Cap Fund | 31.43% | 29.46% | 19.96% | 4.76% | 8.72% | 11.37% | 1.36% | 0.32% | 4.11% | 0.56% | 0.03% | 3.74% |
Drawdowns
SBSIX vs. SBHAX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than SBHAX's maximum drawdown of -32.81%. Use the drawdown chart below to compare losses from any high point for SBSIX and SBHAX.
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Drawdown Indicators
| SBSIX | SBHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -32.81% | -19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.66% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -31.00% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -32.81% | -19.70% |
Current DrawdownCurrent decline from peak | -12.48% | -17.57% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -6.32% | -4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.57% | +0.38% |
Volatility
SBSIX vs. SBHAX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 5.58% compared to Segall Bryant & Hamill All Cap Fund (SBHAX) at 4.59%. This indicates that SBSIX's price experiences larger fluctuations and is considered to be riskier than SBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | SBHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 4.59% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 8.91% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 17.29% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 19.92% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 19.35% | -2.69% |