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Segall Bryant & Hamill Emerging Markets Fund (SBEMX) Sharpe Ratio: 1.67

Mutual Fund · Currency in USD · Last updated Jul 15, 2026

The investment seeks long-term capital appreciation. The fund will invest at least 80% of its net assets (including amounts borrowed for investment purposes) in equity securities, primarily common stock, of companies tied economically to emerging markets countries. The fund's advisor considers emerging markets countries to be those countries included in the MSCI Emerging Markets Index.

SBEMX's Sharpe Ratio of 1.67 indicates that for each unit of volatility, it generates 1.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SBEMX Sharpe Ratio Rank

SBEMX Sharpe Ratio Rank: 58.158
Average

SBEMX ranks above 58.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

SBEMX Sharpe Ratio Market Positioning

The chart shows SBEMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.04 or lower
  • Yellow zone (middle 50%): 1.04 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 3.81+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Segall Bryant & Hamill Emerging Markets Fund's Sharpe Ratio with other mutual funds in the Emerging Markets Diversified category across multiple time periods, showing how SBEMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DEMIXDelaware Emerging Markets Fund3.42
LZEMXLazard Emerging Markets Equity Portfolio2.97
FQEMXFranklin Templeton SMACS: Series EM2.93
DODEXDodge & Cox Emerging Markets Stock Fund2.66
GMAQXGMO Emerging Markets ex-China Fund2.56
LCSMXMartin Currie SMA-Shares Series EM Fund2.54
GTDDXInvesco EQV Emerging Markets All Cap Fd2.49
LVAZXLSV Emerging Markets Equity Fund2.43
JHVTXJohn Hancock Variable Insurance Trust Emerging Markets Value Trust2.39
BEMIXBrandes Emerging Markets Fund2.34
SBEMXSegall Bryant & Hamill Emerging Markets Fund1.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SBEMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SBEMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SBEMX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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