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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Segall Bryant & Hamill Emerging Markets Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has returned 1.27% so far this year and 32.29% over the past 12 months. Over the last ten years, SBEMX has returned 10.06% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Segall Bryant & Hamill Emerging Markets Fund
- 1D
- -0.91%
- 1M
- -12.70%
- YTD
- 1.27%
- 6M
- 7.43%
- 1Y
- 32.29%
- 3Y*
- 21.05%
- 5Y*
- 9.13%
- 10Y*
- 10.06%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 3, 2012, SBEMX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +14.5%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SBEMX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.98% | 6.45% | -12.70% | 1.27% | |||||||||
| 2025 | 2.00% | -0.76% | 2.20% | -0.22% | 5.50% | 7.06% | 0.76% | 1.99% | 6.32% | 3.41% | -0.93% | 3.55% | 35.14% |
| 2024 | 0.24% | 4.63% | 2.04% | 1.67% | 2.73% | 3.19% | 0.52% | 0.31% | 3.99% | -3.83% | -1.74% | -0.38% | 13.83% |
| 2023 | 8.01% | -5.03% | 3.31% | 1.15% | -1.90% | 5.16% | 5.64% | -4.76% | -0.61% | -2.70% | 6.68% | 5.10% | 20.64% |
| 2022 | 1.42% | -4.09% | -1.12% | -3.98% | 0.47% | -7.77% | 0.38% | -1.15% | -10.94% | -1.16% | 14.47% | -1.89% | -16.04% |
| 2021 | 2.51% | 3.09% | 1.76% | 3.46% | 1.57% | 0.77% | -5.18% | 0.51% | -2.52% | -0.83% | -3.33% | 3.99% | 5.46% |
Benchmark Metrics
Segall Bryant & Hamill Emerging Markets Fund has an annualized alpha of -1.69%, beta of 0.69, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.
- This fund participated in 84.46% of S&P 500 Index downside but only 63.88% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.69 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -1.69%
- Beta
- 0.69
- R²
- 0.53
- Upside Capture
- 63.88%
- Downside Capture
- 84.46%
Expense Ratio
SBEMX has a high expense ratio of 1.23%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SBEMX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and compare them to a chosen benchmark (S&P 500 Index).
| SBEMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.90 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.39 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.40 | +0.79 |
Martin ratioReturn relative to average drawdown | 9.12 | 6.61 | +2.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SBEMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Segall Bryant & Hamill Emerging Markets Fund provided a 2.72% dividend yield over the last twelve months, with an annual payout of $0.33 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.33 | $0.33 | $0.60 | $0.47 | $0.31 | $0.49 | $0.16 | $0.23 | $0.25 | $0.46 | $0.15 | $0.26 |
Dividend yield | 2.72% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Segall Bryant & Hamill Emerging Markets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.60 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Segall Bryant & Hamill Emerging Markets Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Segall Bryant & Hamill Emerging Markets Fund was 41.05%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.
The current Segall Bryant & Hamill Emerging Markets Fund drawdown is 13.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.05% | Jan 29, 2018 | 541 | Mar 23, 2020 | 206 | Jan 14, 2021 | 747 |
| -39.95% | Sep 4, 2014 | 348 | Jan 21, 2016 | 407 | Aug 31, 2017 | 755 |
| -31.75% | Jun 7, 2021 | 355 | Oct 31, 2022 | 355 | Apr 2, 2024 | 710 |
| -16.96% | Feb 4, 2013 | 107 | Jul 8, 2013 | 262 | Jul 22, 2014 | 369 |
| -14.57% | Oct 8, 2024 | 125 | Apr 8, 2025 | 23 | May 12, 2025 | 148 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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