SBSIX vs. VFSNX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
SBSIX vs. VFSNX - Performance Comparison
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SBSIX vs. VFSNX - 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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 30.30% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly higher than VFSNX's -1.08% return. Over the past 10 years, SBSIX has outperformed VFSNX with an annualized return of 7.80%, while VFSNX has yielded a comparatively lower 7.33% 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%
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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SBSIX vs. VFSNX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
SBSIX vs. VFSNX — Risk / Return Rank
SBSIX
VFSNX
SBSIX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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 | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.78 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.29 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.35 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.09 | +0.60 |
Martin ratioReturn relative to average drawdown | 11.39 | 8.39 | +3.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBSIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.78 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.35 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.47 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.55 | -0.05 |
Correlation
The correlation between SBSIX and VFSNX is 0.92, 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. VFSNX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than VFSNX's 3.40% 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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
SBSIX vs. VFSNX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for SBSIX and VFSNX.
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Drawdown Indicators
| SBSIX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -43.65% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.47% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -33.75% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -43.65% | -8.86% |
Current DrawdownCurrent decline from peak | -9.81% | -11.47% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -9.56% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.86% | +0.09% |
Volatility
SBSIX vs. VFSNX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 6.61% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) at 6.02%. This indicates that SBSIX's price experiences larger fluctuations and is considered to be riskier than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 6.02% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 9.85% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 14.43% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 14.85% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 15.66% | +1.02% |