SBEMX vs. BADEX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and BlackRock Defensive Advantage Emerging Markets Fund (BADEX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. BADEX is managed by BlackRock. It was launched on Dec 20, 2020.
Performance
SBEMX vs. BADEX - Performance Comparison
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SBEMX vs. BADEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 1.27% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 3.04% |
BADEX BlackRock Defensive Advantage Emerging Markets Fund | -0.28% | 13.95% | 10.15% | 11.67% | -11.34% | 4.49% | 2.32% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly higher than BADEX's -0.28% return.
SBEMX
- 1D
- -0.91%
- 1M
- -12.70%
- YTD
- 1.27%
- 6M
- 7.43%
- 1Y
- 32.29%
- 3Y*
- 21.05%
- 5Y*
- 9.13%
- 10Y*
- 10.06%
BADEX
- 1D
- -0.65%
- 1M
- -7.80%
- YTD
- -0.28%
- 6M
- 2.63%
- 1Y
- 10.81%
- 3Y*
- 10.26%
- 5Y*
- 4.56%
- 10Y*
- —
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SBEMX vs. BADEX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than BADEX's 1.06% expense ratio.
Return for Risk
SBEMX vs. BADEX — Risk / Return Rank
SBEMX
BADEX
SBEMX vs. BADEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and BlackRock Defensive Advantage Emerging Markets Fund (BADEX). 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.
| SBEMX | BADEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.07 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.42 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.10 | +1.09 |
Martin ratioReturn relative to average drawdown | 9.12 | 4.45 | +4.67 |
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
| SBEMX | BADEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.07 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.46 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.54 | -0.18 |
Correlation
The correlation between SBEMX and BADEX is 0.88, 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
SBEMX vs. BADEX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, less than BADEX's 7.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.72% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
BADEX BlackRock Defensive Advantage Emerging Markets Fund | 7.54% | 7.52% | 2.27% | 1.92% | 2.43% | 7.54% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBEMX vs. BADEX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, which is greater than BADEX's maximum drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for SBEMX and BADEX.
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Drawdown Indicators
| SBEMX | BADEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -21.86% | -19.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -8.89% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -21.86% | -9.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | — | — |
Current DrawdownCurrent decline from peak | -13.65% | -8.89% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -5.77% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.19% | +1.09% |
Volatility
SBEMX vs. BADEX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 8.39% compared to BlackRock Defensive Advantage Emerging Markets Fund (BADEX) at 4.93%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than BADEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | BADEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 4.93% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 7.13% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 10.20% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 9.96% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 10.17% | +6.06% |