SBASX vs. EMCAX

Last updated Apr 2, 2026

Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Empiric 2500 Fund (EMCAX).

SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. EMCAX is managed by Empiric Funds. It was launched on Nov 6, 1995.

Performance

SBASX vs. EMCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Empiric 2500 Fund (EMCAX). The values are adjusted to include any dividend payments, if applicable.

SBASX vs. EMCAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SBASX Segall Bryant & Hamill Small Cap Core Fund	2.65%	3.95%	11.89%	13.96%	-13.13%	23.52%	22.80%
EMCAX Empiric 2500 Fund	-0.57%	2.37%	13.89%	12.43%	-16.06%	16.07%	27.81%

Returns By Period

In the year-to-date period, SBASX achieves a 2.65% return, which is significantly higher than EMCAX's -0.57% return.

SBASX

• 1D: 3.15%
• 1M: -7.26%
• YTD: 2.65%
• 6M: 5.05%
• 1Y: 16.50%
• 3Y*: 9.84%
• 5Y*: 5.28%
• 10Y*: —

EMCAX

• 1D: 2.60%
• 1M: -6.15%
• YTD: -0.57%
• 6M: -1.03%
• 1Y: 6.53%
• 3Y*: 8.52%
• 5Y*: 2.22%
• 10Y*: 9.61%

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

SBASX vs. EMCAX - Expense Ratio Comparison

SBASX has a 0.99% expense ratio, which is lower than EMCAX's 1.96% expense ratio.

EMCAX

Empiric 2500 Fund

SBASX

Segall Bryant & Hamill Small Cap Core Fund

Return for Risk

SBASX vs. EMCAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBASX

SBASX Risk / Return Rank: 34
SBASX Sharpe Ratio Rank: 29
SBASX Sortino Ratio Rank: 33
SBASX Omega Ratio Rank: 26
SBASX Calmar Ratio Rank: 43
SBASX Martin Ratio Rank: 38

EMCAX

EMCAX Risk / Return Rank: 15
EMCAX Sharpe Ratio Rank: 12
EMCAX Sortino Ratio Rank: 13
EMCAX Omega Ratio Rank: 11
EMCAX Calmar Ratio Rank: 19
EMCAX Martin Ratio Rank: 22

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBASX vs. EMCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Empiric 2500 Fund (EMCAX). 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.

	SBASX	EMCAX	Difference
Sharpe ratio Return per unit of total volatility	0.79	0.41	+0.37
Sortino ratio Return per unit of downside risk	1.26	0.72	+0.54
Omega ratio Gain probability vs. loss probability	1.16	1.09	+0.07
Calmar ratio Return relative to maximum drawdown	1.31	0.74	+0.57
Martin ratio Return relative to average drawdown	4.61	3.00	+1.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBASX vs. EMCAX - Sharpe Ratio Comparison

The current SBASX Sharpe Ratio is 0.79, which is higher than the EMCAX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SBASX and EMCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SBASX	EMCAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.41	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.12	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.44	0.00

Correlation

The correlation between SBASX and EMCAX is 0.91, 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

SBASX vs. EMCAX - Dividend Comparison

SBASX's dividend yield for the trailing twelve months is around 5.44%, more than EMCAX's 0.13% yield.

	TTM	2025	2024	2023	2022	2021	2020
SBASX Segall Bryant & Hamill Small Cap Core Fund	5.44%	5.58%	5.48%	3.65%	2.10%	18.57%	0.00%
EMCAX Empiric 2500 Fund	0.13%	0.13%	0.13%	0.00%	0.00%	0.51%	7.46%

Drawdowns

SBASX vs. EMCAX - Drawdown Comparison

The maximum SBASX drawdown since its inception was -34.34%, smaller than the maximum EMCAX drawdown of -51.81%. Use the drawdown chart below to compare losses from any high point for SBASX and EMCAX.

Drawdown Indicators

	SBASX	EMCAX	Difference
Max Drawdown Largest peak-to-trough decline	-34.34%	-51.81%	+17.47%
Max Drawdown (1Y) Largest decline over 1 year	-12.86%	-10.15%	-2.71%
Max Drawdown (5Y) Largest decline over 5 years	-26.56%	-30.60%	+4.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.79%	—
Current Drawdown Current decline from peak	-8.66%	-6.22%	-2.44%
Average Drawdown Average peak-to-trough decline	-8.44%	-13.33%	+4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	2.50%	+1.15%

Volatility

SBASX vs. EMCAX - Volatility Comparison

Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 7.50% compared to Empiric 2500 Fund (EMCAX) at 5.42%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than EMCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBASX	EMCAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	5.42%	+2.08%
Volatility (6M) Calculated over the trailing 6-month period	13.16%	10.49%	+2.67%
Volatility (1Y) Calculated over the trailing 1-year period	21.84%	17.50%	+4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.70%	18.18%	+1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.31%	20.21%	+2.10%